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One more thing : Since HHVBars(H, per) accepts variable period, you
may have a more general [and probably useful] version:
per = 10+Cum(1)%4;
AroonUp = 100 * (per - (HHVBars(H, per))) / per;
Plot(AroonUp,"AU",1,8);
A period depended on volatility, for example, would be more
realistic. Fixed periods are for the initial approach, a useful
indicator should have adjustment properties...
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Ken,
> Marek has added his
> http://www.amibroker.com/library/formula.php?id=138
> since 2001-12-20
> His code could work with periods=Param(...
> Dimitris
> --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> > I pulled the Aroon indicator, written by Tomasz, from the library.
> > While you can see it in its entirety there, let me reproduce one
> part of
> > it in order to ask my question.
> >
> > Here is the indicator (one half of it), AroonUp:
> >
> > H14 = HHV( High, 14 );
> >
> > AroonUp =
> > 100 * ( 14 - ( ( IIf(Ref(H ,-1) == H14 ,1 ,
> > IIf(Ref(H ,-2 ) == H14 ,2,
> > IIf(Ref(H ,-3 ) == H14 ,3,
> > IIf(Ref(H ,-4 ) == H14 ,4 ,
> > IIf(Ref(H ,-5 ) == H14 ,5 ,
> > IIf(Ref(H ,-6 ) == H14 ,6 ,
> > IIf(Ref(H ,-7 ) == H14 ,7 ,
> > IIf(Ref(H ,-8 ) == H14 ,8 ,
> > IIf(Ref(H ,-9 ) == H14 ,9 ,
> > IIf(Ref(H ,-10 ) == H14 ,10 ,
> > IIf(Ref(H ,-11 ) == H14 ,11 ,
> > IIf(Ref(H ,-12 ) == H14 ,12 ,
> > IIf(Ref(H ,-13) == H14 ,13 ,
> > IIf(Ref(H ,-14 ) == H14 ,14 ,0 ) ) ) ) ) )
> > ) ) ) ) ) ) ) ) ) ) ) / 14;
> >
> > Now, putting in a Parameter statement for the HHV length of 14 is
> > obviously meaningless because the ArronUp statement has 14 IIf
> > comparisons.
> >
> > My question for those loop writers who are more experienced than
me
> is
> > this: how do you construct a loop structure which increase the
> > comparison sections as the lookback period increases or decreases
> the
> > comparison sections as the lookback period decreases.
> >
> > Tomasz wrote this Aroon structure in the days (2001) before
> Amibroker
> > had loops and functions etc. So how could it be written today in
> order
> > to easily change the lookback period without massive changes to
the
> IIf
> > comparisons?
> >
> > I hope the question is clear; if not, ask and I will attempt
another
> > explanation.
> >
> > Any ideas?
> >
> > Thanks,
> >
> > Ken
> >
> > PS: I have looked at this indicator before (outside of
Amibroker)
> but
> > was stimulated by a recent article in the Ensign Newsletter that
has
> > this to say about using the Aroon indicator. BTW, a parameter
> screen
> > from the article showed a 6 period lookback which is what got me
> > thinking about how to change the AB Aroon indicator.
> >
> > Ah, the text is too long to put in here. Better, if you are
> interested,
> > is to go to the following address where you can read all of the
> Ensign
> > Newsletters, which sometimes contain useful info apart from the
> Ensign
> > program.
> >
> > http://www.ensignsoftware.com/tips/newsletter.htm
> >
> > The Aroon discussion is in the Sept Newsletter, the second
section
> about
> > half way down the page.
> >
> >
> > ---
> > Outgoing mail is certified Virus Free.
> > Checked by AVG anti-virus system (http://www.grisoft.com).
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