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Sorry I couldn't reply sooner my "box" just has got back from the
shop and the backup is still in..ugh...
Thanks for your help Natasha, I added it to AB and kept getting
sintax errors, I would debug it except I don't understand it..
It is first saying "Sincebar" used without being initialized.... hmmm
any thoughts?
Thanks again for your help
Mark
--- In amibroker@xxxxxxxxxxxxxxx, Natasha !! <dynomitedoll_ddd@xxxx>
wrote:
>
**********************************************************************
*********************************
>
> mleonsprint <mleonsprint@xxxx> wrote:
>
> Does anyone have the code for the "B indicator"? I saw the code for
> the "Q indicator" but I didn't see the "B indicator", was hoping
maybe
> someone has coded it up?
>
> Thanks for your help
> Mark
>
> *****************************************************************
> Hi ,
>
>
>
> /*AMIBROKER: TREND-QUALITY-BALANCE INDICATOR
>
> In "Trend-Quality Indicator" in this issue, David Sepiashvili
presents an innovative trend-detection tool -- the trend-quality
indicator -- that attempts to estimate the trend in relation to
noise.
>
> Calculations presented in the article can be easily reproduced
using AmiBroker Formula Language. The only tricky part is a piecewise
exponential moving average that restarts the calculations on every
moving average crossover, but we managed to implement it in two lines
of code, thanks to AmiBroker's powerful Ama2 function, which allows
easy implementation of all kinds of single-order infinite impulse
response filters.
>
> Listing 1 shows ready-to-use indicator code to plot the Q-
indicator. In AmiBroker, select Indicator Builder from the Analysis
menu, click the "Add" button, enter the formula, and then
press "Apply." Figure 3 shows a sample chart.
>
> reproduces the chart presented in Sepiashvili's article.LISTING 1*/
>
> // Piecewise EMA is an EMA function that restarts calculations each
time// the 'sincebar' argument is truefunction PiecewiseEMA( array,
range, sincebar ){ factor = IIf( sincebar, 1, 2/(range+1) ); return
AMA2( array, factor, 1-factor );//ama2( ARRAY, SMOOTHINGFACTOR,
FEEDBACKFACTOR ) }// parameterssmoothing=Param
("smooth",4,0,100,1);//m=4;n=250;// generate reversal signals based
on EMA crossover ruleLpf1 = EMA( C, 7 );Lpf2 = EMA( C,
15 );CrossPoint = Cross( Lpf1, Lpf2 ) OR Cross( Lpf2, Lpf1 );Periods
= BarsSince( CrossPoint );// variable bar sumDC = Close - Ref(
Close, -1 );CPC = Sum( DC, Periods );// smooth CPC by piecewise 4 bar
EMATrend = PiecewiseEMA( CPC, smoothing , CrossPoint );// noiseDT =
CPC - Trend;Noise = 2 * sqrt( MA( DT^2, n ) );// alternative 'linear'
noise calculation// Noise = 2 * MA( abs( DT ), n ) );BIndicator = (abs
(Trend)/(abs (Noise)+abs(Trend))) * 100;Plot(
Bindicator, "Bindicator", colorDarkGreen, 1);PlotGrid( 0 );PlotGrid(
20 );PlotGrid( 40 );PlotGrid( 60
> );PlotGrid( 80);PlotGrid(100);//--Tomasz Janeczko, AmiBroker.com
GraphXSpace = 3;
>
> ****************************************
>
> The above is trend Noise balance:
>
> *****************************************
>
> The below is trend Quality:
> *AMIBROKER: TREND-QUALITY INDICATOR
>
> In "Trend-Quality Indicator" in this issue, David Sepiashvili
presents an innovative trend-detection tool -- the trend-quality
indicator -- that attempts to estimate the trend in relation to
noise.
>
> Calculations presented in the article can be easily reproduced
using AmiBroker Formula Language. The only tricky part is a piecewise
exponential moving average that restarts the calculations on every
moving average crossover, but we managed to implement it in two lines
of code, thanks to AmiBroker's powerful Ama2 function, which allows
easy implementation of all kinds of single-order infinite impulse
response filters.
>
> Listing 1 shows ready-to-use indicator code to plot the Q-
indicator. In AmiBroker, select Indicator Builder from the Analysis
menu, click the "Add" button, enter the formula, and then
press "Apply." Figure 3 shows a sample chart.
>
> reproduces the chart presented in Sepiashvili's article.
> *AMIBROKER: TREND-QUALITY INDICATOR
>
> In "Trend-Quality Indicator" in this issue, David Sepiashvili
presents an innovative trend-detection tool -- the trend-quality
indicator -- that attempts to estimate the trend in relation to
noise.
>
> Calculations presented in the article can be easily reproduced
using AmiBroker Formula Language. The only tricky part is a piecewise
exponential moving average that restarts the calculations on every
moving average crossover, but we managed to implement it in two lines
of code, thanks to AmiBroker's powerful Ama2 function, which allows
easy implementation of all kinds of single-order infinite impulse
response filters.
>
> Listing 1 shows ready-to-use indicator code to plot the Q-
indicator. In AmiBroker, select Indicator Builder from the Analysis
menu, click the "Add" button, enter the formula, and then
press "Apply." Figure 3 shows a sample chart.
>
> reproduces the chart presented in Sepiashvili's article.LISTING 1*/
>
> // Piecewise EMA is an EMA function that restarts calculations each
time// the 'sincebar' argument is truefunction PiecewiseEMA( array,
range, sincebar ){ factor = IIf( sincebar, 1, 2/(range+1) ); return
AMA2( array, factor, 1-factor );//ama2( ARRAY, SMOOTHINGFACTOR,
FEEDBACKFACTOR ) }// parameterssmoothing=Param
("smooth",4,0,100,1);//m=4;n=250;// generate reversal signals based
on EMA crossover ruleLpf1 = EMA( C, 7 );Lpf2 = EMA( C,
15 );CrossPoint = Cross( Lpf1, Lpf2 ) OR Cross( Lpf2, Lpf1 );Periods
= BarsSince( CrossPoint );// variable bar sumDC = Close - Ref(
Close, -1 );CPC = Sum( DC, Periods );// smooth CPC by piecewise 4 bar
EMATrend = PiecewiseEMA( CPC, smoothing , CrossPoint );// noiseDT =
CPC - Trend;Noise = 2 * sqrt( MA( DT^2, n ) );// alternative 'linear'
noise calculation// Noise = 2 * MA( abs( DT ), n ) );QIndicator =
Trend/Noise;sign = IIf(Lpf1>Lpf2,1,-1);Plot(sign/*(Lpf1-Lpf2)
*/, "Rev", colorRed );Plot( Qindicator, "Qindicator",
colorBrightGreen,
> styleHistogram);PlotGrid( -1 );PlotGrid( 1 );PlotGrid( 2 );PlotGrid
( -2 );PlotGrid( 5 );PlotGrid(-5);//--Tomasz Janeczko, AmiBroker.com
GraphXSpace = 5;
>
>
>
> Have fun ,
>
>
>
>
>
>
> Warm regards,
> Natasha !
>
>
>
>
>
> ---------------------------------
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