Hello,
I coded in AFL this indicator (oscillator):
// from "Momentum, Direction and Divergence" by
William Blau
// John Wiley
& Sons
function Ergodic_CSI(f1)
{
Cmtm = Close - Open; //Candlestick momentum
NUM = EMA(EMA(Cmtm,f1),5);
DEN
= EMA(EMA((H-L),f1),5);
return (NUM / DEN) * 100;
}
f1
= Param("EMA 1",3,1,1000,1);
f2
= Param("Signal",5,1,100,1);
Plot( Ergodic_CSI(f1)
,"ErgodicCSI("+f1+",5)",colorDarkGreen,styleLine);
Plot(EMA(Ergodic_CSI(f1),f2),"Signal Line ("+f2+")",colorRed,styleLine);
PlotGrid(0,colorWhite);
“Ergodic” is only a double smoothing
indicator with the second moving average set to 5.
I warmly recommend to read the book by Blau and I hope
You already did it!
It’s a commendable work: I found several interesting
concepts in it.
Regards,
Antonio
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of
Tim
Sent: Wednesday, August 31, 2005 12:43 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] re:Ergodic Candle Oscillator
Hello,
Does anyone have this indicator they wouldn't mind sharing? I've
tried
to find it in the formula's but apparently this is one that hasn't been
done. William Blau's work is very good and extremely useful. He has
several Ergodic formula's that are very interesting. Thank you for any
and all help.
Kindest regards,
Tim
------------------------ Yahoo! Groups Sponsor --------------------~-->
Put more honey in your pocket. (money matters made easy).
http://us.click.yahoo.com/r7D80C/dlQLAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> 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/