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Werner,
Many thanks for bringing up this subject.
I too was also thinking on those lines.
The code MM was kind enough to provide has the stoch
as a base for computing curr length. This should be
easily transferable to other indicators.
What I would like to see is a discussion on the
intellectual integrity of applying a stoch based
length determination module to other indicators. This
requires high level of math competence which I sorely
lack. Hope the more enlightened souls on the list will
take the initiative and shed some light on the
subject.
Regards
Rakesh
--- Werner <WKRAG@xxxxxxxxxxx> wrote:
>
> Hi MM,
>
> thanks a lot for this code of ADAPTIVE STOCH.
>
> Is it also possible to come up with a flexible code
> that will allow us
> to have ANY indicator "adaptive". I am thinking of
> an adaptive RSI,
> adaptive EMA etc. ??
>
> Thanks for any suggestions.
>
> Werner
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "micmus2002"
> <micmus2002@xxxx> wrote:
> >
> > Think this should do it Rakesh,
> >
> >
> > StDevPer=Param("Std Dev Period",20,10,30);
> > lenmax= 28;
> > lenmin=7;
> > currlen=0;
> > stochma=0;
> > v1 = StDev(C,StDevPer) ;
> > v2 = HHV(v1, StDevPer) ;
> > v3 = LLV(v1, StDevPer) ;
> >
> >
> >
> > v4 =IIf (v1==v2, 1, IIf (v1=v3,0,IIf((V2 -V3) >
> 0,((v1 - v3)/(v2-
> > v3)) ,0)));
> > currlen = int(lenmin + (lenmax-lenmin)*(1-v4));
> > hh = HHV(H, currlen) ;
> > ll = LLV(L, currlen) ;
> > stoch = IIf ((hh-ll) > 0 ,((Close - ll)/(hh - ll))
> * 100,0); ;
> > stochma =EMA(Stoch,3);
> > Plot(stoch,"Adaptive
> Stochastic",colorRed,styleLine);
> > Plot(stochma,"StochK",colorBlue,styleLine);
> >
> >
> > Cheers
> >
> >
> > MM
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Rakesh Sahgal
> <rakeshsahgal@xxxx>
> > wrote:
> > > Hi All
> > >
> > > Following is the link to an article on Adaptive
> > > Stochastic as created by Tushar Chande.
> > >
> > >
>
http://trader.online.pl/ELZ/t-i-Adaptive_Stochastic_Oscillator.html
> > >
> > > Quite simple excepting for the key bit(isnt it
> always
> > > that way!).
> > >
> > >
>
=======================================================
> > >
> > > v1 = stddev(c,20) ;
> > > v2 = highest(v1, 20) ;
> > > v3 = lowest(v1, 20) ;
> > >
> > >
> > > {-- Create v4: stochastic oscillator for 20-day
> std.
> > > dev. --}
> > > {-- if v1=v2 (highest level) => v4 = 1; if v1=v3
> > > (lowest level) => v4=0 --}
> > >
> > > if (v2-v3) > 0 then v4 = ((v1 - v3)/(v2-v3))
> Else v4 =
> > > 0 ;
> > >
> > > {-- Calculate current effective length; if v4 =
> 1,
> > > then length = mininum --}
> > >
> > > currlen = IntPortion(lenmin +
> (lenmax-lenmin)*(1-v4))
> > > ;
> > >
> > >
>
======================================================
> > >
> > >
> > > Can some please help out with the coding of this
> > > portion for ascertaining Stoch length?
> > >
> > >
> > > TIA
> > >
> > >
> > > Rakesh
> > >
> > >
> > >
> > >
> > > __________________________________
> > > Do you Yahoo!?
> > > Yahoo! Personals - Better first dates. More
> second dates.
> > > http://personals.yahoo.com
>
>
>
>
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