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Example:
The Aroonup period will vary from 9 to 19 according to the StochD()
values.
//Variable period AroonUp line
per = 14;
AroonUp = 100 * (per - (HHVBars(H, per))) / per;
Plot(AroonUp,"AU",colorBlack,8);
x=floor((StochD()-50)/10);
Varper = 14-x;
VarAroonUp = 100 * (Varper - (HHVBars(H, Varper))) / Varper;
Plot(VarAroonUp,"VarAU["+WriteVal(Varper,1.0)+"]",colorWhite,8);
Varper1 = 14+x;
VarAroonUp1 = 100 * (Varper1 - (HHVBars(H, Varper1))) / Varper1;
Plot(VarAroonUp1,"VarAU1["+WriteVal(Varper1,1.0)+"]",colorRed,8);
The red line will be faster [the white will be slower] when the stock
is oversold.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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).
> > > Version: 6.0.768 / Virus Database: 515 - Release Date: 9/22/2004
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