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Hi,
I was looking for the formulas to be coded up so that I can do some backtesting on the various parameters. fxcm only allow 300 periods to be displayed at a time so manual backtesting tooooo time consuming. As it takes the leading periods to determine the values, only about 150 periods get plotted, and on a 15 min bar chart that is just a few days. I would like to test on at least 6 months, preferably a few years!
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> wrote:
> There was an EW discussion from #65497 to #65737 in this list.
> Although it does not include your questions, it could help.
> Dimitris
> --- In amibroker@xxxxxxxxxxxxxxx, "firehorse888uk"
> <firehorse888uk@xxxx> wrote:
> > Hi,
> >
> > I'm very interested in having the following indicators from the fxcm
> > trading platform coded for amibroker. I had a search but I didn't
> > find them in the library. A search on google reveals
> >
> > 1. Elliot Wave oscillator (EWO)
> > Parameters: hasn't parameter.
> > Calculation: EWO (i) = MVA((high + low) / 2, 5) - MVA((high + low) /
> > 2, 35).
> >
> > 2. Elliot Wave trend (EWTREND)
> > Parameters: N - number of periods, TR - trigger.
> > Calculation: EWTREND (i) = f (last(i), high(i), low(i), TR), where f
> > is logical expression,
> > high(i) = max (last(j)), low(i) = min (last(j)), j = [i - N, i],
> > last(j ) = MVA((high + low) / 2, 5) - MVA((high + low) / 2, 35).
> > Returns -1, 0, +1
> >
> > 3. Elliot Wave number (EWN)
> > Parameters: N - number of periods, TR - trigger.
> > Calculation: EWN (i) = f (last(i), high(i), low(i), TR), where f is
> > logical expression,
> > high(i) = max (last(j)), low(i) = min (last(j)), j = [i - N, i],
> > last(j) = MVA((high + low) / 2, 5) - MVA((high + low) / 2, 35).
> > Returns 1,2,3,4,5 (only 3,4,5 seen)
> >
> > 1. I could probably do myself but with 2 & 3 I don't know what the
> > function f is unless an elliot wave expert can fill that in!
> >
> > Many thanks
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