PureBytes Links
Trading Reference Links
|
the bottom code works in Metastock.
al
Schaff Trend Cycle Oscillator
{ Schaff Trend Cycle Oscillator v1.0 }{ Automatic trigger levels }{ Also see: "MACD oscillator - Schaff Trend Cycle" }{ josesilva22@xxxxxxxxx }{ With thanks to Tim Straiton, www.stoploss.ch }
{ variables input }
pdsCy:=Input("Schaff cycle periods",2,252,10);
pdsSh:=Input("Short periods",1,252,10);
pdsLg:=Input("Long periods",2,2520,21);
{ Schaff Trend Cycle }
MCD:=Wilders(MP(),pdsSh)-Wilders(MP(),pdsLg);
ST:=(MCD-LLV(MCD,pdsCy))
/(HHV(MCD,pdsCy)-LLV(MCD,pdsCy))*100;
STC:=Wilders(ST,pdsCy/2);
{ automatic trigger levels }
pk:=Ref(STC,-1)>STC AND Ref(STC,-1)>Ref(STC,-2);
pkVal:=If(pk,Ref(STC,-1),0);
pkAvg:=Cum(pkVal)/(Cum(pk)+.000001);
pkAvg:=If(pkAvg=0,100,pkAvg);
tr:=Ref(STC,-1)<STC AND Ref(STC,-1)<Ref(STC,-2);
trVal:=If(tr,Ref(STC,-1),0);
trAvg:=Cum(trVal)/(Cum(tr)+.000001);
{ plot on own window }
pkAvg;trAvg;STC
Schaff Trend Cycle Indicator
{ Schaff Trend Cycle Indicator v1.0 }{ Automatic trigger levels }{ Also see: "MACD oscillator - Schaff Trend Cycle" }{ josesilva22@xxxxxxxxx }{ With thanks to Tim Straiton, www.stoploss.ch }
{ variables input }
buffer:=Input("Long/Short buffer zone %",
0,100,0)/100;
pdsCy:=Input("Schaff cycle periods",2,252,10);
pdsSh:=Input("Short periods",1,252,10);
pdsLg:=Input("Long periods",2,2520,21);
{ Schaff Trend Cycle }
MCD:=Wilders(MP(),pdsSh)-Wilders(MP(),pdsLg);
ST:=(MCD-LLV(MCD,pdsCy))
/(HHV(MCD,pdsCy)-LLV(MCD,pdsCy))*100;
STC:=Wilders(ST,pdsCy/2);
{ Schaff Trend Cycle }
MCD:=Wilders(MP(),pdsSh)-Wilders(MP(),pdsLg);
ST:=(MCD-LLV(MCD,pdsCy))
/(HHV(MCD,pdsCy)-LLV(MCD,pdsCy))*100;
STC:=Wilders(ST,pdsCy/2);
{ automatic trigger levels }
pk:=Ref(STC,-1)>STC AND Ref(STC,-1)>Ref(STC,-2);
pkVal:=If(pk,Ref(STC,-1),0);
pkAvg:=Cum(pkVal)/(Cum(pk)+.000001);
pkAvg:=If(pkAvg=0,100,pkAvg);
tr:=Ref(STC,-1)<STC AND Ref(STC,-1)<Ref(STC,-2);
trVal:=If(tr,Ref(STC,-1),0);
trAvg:=Cum(trVal)/(Cum(tr)+.000001);
{ STC crossover signals }
In:=Cross(pkAvg,STC);
Out:=Cross(STC,trAvg);
InInit:=Cum(In)=1;
Init:=Cum(In+Out>-1)=1;
flag:=BarsSince(Init OR In)
< BarsSince(Init OR Out)+InInit;
signals:=(InInit AND Alert(InInit=0,2)
OR flag AND Alert(flag=0,2))
-(flag=0 AND Alert(flag,2));
{ trend support/resistance levels }
STCI:=If(flag,ValueWhen(1,signals,L*(1-buffer)),
ValueWhen(1,signals=-1 OR Init,H*(1+buffer)));
{ alternative STC crossover signals method}
{bb:=BarsSince(Cross(STC,trAvg));
bs:=BarsSince(Cross(pkAvg,STC));
tb:=ValueWhen(1,Cross(STC,trAvg),H*(1+buffer));
ts:=ValueWhen(1,Cross(pkAvg,STC),L*(1-buffer));
STCI:=If(bb<bs,tb,ts);}
{ plot on price chart }
STCI
__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com
[Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|