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Re: [amibroker] Re: Moving Average Channels



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I sent it as an attachment. If you dont receive these posts as e-mails, I 
guess you wouldn't see it. I have included it below.



Steve

----------------------------------------------------------------

// user defined params

Field = Avg;

MovAvgPds = 13;

LookbackPds = 63;

StepPct = 0.25; // increment bands by this percent each step

WantInChan = 85; // want 85% of bars to be inside channel

// error handling for stocks with very few bars

MovAvgPds = Min( MovAvgPds, BarCount - 3 );

LookbackPds = Min( LookbackPds, BarCount );

// optimization loop

StepAmt = LastValue( Field ) * StepPct / 100; // calculate % for each stock

MovAvg = MA( Field, MovAvgPds );

UpperBand = LowerBand = MovAvg;

KeepLooping = True;

for( Incr = StepAmt; Incr < LastValue( Field ) AND KeepLooping; Incr = Incr 
+ StepAmt )

{

UpperBand = MovAvg + Incr;

LowerBand = MovAvg - Incr;

InChan = High < UpperBand AND Low > LowerBand;

TotalInChan = Sum (InChan, LookbackPds );

PctInChan = LastValue( TotalInChan / Min( LookbackPds, BarsSince( IsEmpty( 
MovAvg ) ) ) * 100 ); // more error handling

if( PctInChan >= WantInChan )

{

KeepLooping = False;

ChanPts = UpperBand - MovAvg;

ChanPct = ChanPts / MovAvg * 100;

}

}

// plot indicator

Plot( Close, "Close", colorBlack, styleCandle );

Plot( MovAvg, "MA", colorWhite, styleLine|styleNoTitle );

Plot( MovAvgPds, "MA Pd", colorDarkRed, 
styleOwnScale|styleNoLine|styleNoLabel );

Plot( LookbackPds, "LB Pd", colorDarkRed, 
styleOwnScale|styleNoLine|styleNoLabel );

Plot( TotalInChan, "Inside Bars", colorDarkRed, 
styleOwnScale|styleNoLine|styleNoLabel );

Plot( PctInChan, "% Inside Bars", colorDarkRed, 
styleOwnScale|styleNoLine|styleNoLabel );

Plot( UpperBand, "Upper Band", colorBlue, styleLine|styleNoTitle );

Plot( LowerBand, "Lower Band", colorBlue, styleLine|styleNoTitle );

Plot( ChanPts, "Chan $", colorBlue, 
styleOwnScale|styleNoLine|styleNoLabel );

Plot( ChanPct, "Chan %", colorBlue, 
styleOwnScale|styleNoLine|styleNoLabel );

----- Original Message ----- 
From: "ckinsey2003" <ckinsey2003@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 31, 2005 9:27 AM
Subject: Re: [amibroker] Re: Moving Average Channels


> Steve, Thanks for fixing it but I don't see the new code ?? <G>
>
> Ever hopefull,    Jack
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
> 




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