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Joe, Thanks for the quick response. I am still reading John Ehler's
book. I am still trying to understand his model, hence I took for
granted the AB codes in the library. Are you familiar with John Ehler
work?
BTW, name is Mike Pham
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxxx> wrote:
> TO MMQP ( your name?)
>
> This is how I think you mean to calculate Value4
>
> Value4 =( 4*Value3 + 3*Ref(Value3,-1) + 2*Ref(Value3,-2)+
Ref(Value3,-3))/10;
>
> and the way I debugged this was by adding the following AddColumns
at the end of your program to see what were the intermediate results
you were developing. In your case Value4 was empty... If I don't get
the answers I expect, this is how I start after first reviewing how to
use the coded AFL functions. There are ways to use the index [i] but
this is not the way
>
> Hope this helps
>
> JOE
>
> Filter =1;
>
> AddColumn(RVI,"RVI");
>
> AddColumn(RVISig,"RVISig");
>
> AddColumn(Value3,"Val3");
>
> AddColumn(Value4,"Val4");
>
>
>
>
>
> ----- Original Message -----
> From: mmqp
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, September 07, 2005 8:43 AM
> Subject: [amibroker] John Ehler's Relative Vigor Index.
>
>
> Hi, I tried to implemement John Ehler's RVI, stoRVI and FisherRVI,
> however the arrays always resulting EMPTY. Can someone help? TIA
>
> FIG 8.8 Pg 84
>
> /* Relative Vigour Index from TASC 01/02 */
>
> SetBarsRequired(200, 0);
>
> //period = 14;
> Period = Param("Period", 10, 1, 250, 1); // window should be half of
> dominant cycle length
> stoLen = Period; // Param("stoLen", 8, 1, 50, 1); // window should be
> half of dominant cycle length
>
> value1 = ( ( Close - Open ) + ( 2 * Ref( Close - Open, -1) ) + ( 2 *
> Ref( Close - Open, -2) ) + Ref( Close - Open, -3) ) / 6;
> value2 = ( ( High - Low ) + ( 2 * Ref( High - Low, -1) ) + ( 2 * Ref(
> High - Low, -2) ) + Ref( High - Low, -3) ) / 6;
>
> num = Sum( value1, period );
> denom = Sum( value2, period );
>
> RVI = IIf( denom != 0, num / denom, 0);
> RVISig = ( RVI + 2 * Ref( RVI, -1) + 2 * Ref( RVI, -2) + Ref( RVI, -3)
> ) / 6;
>
> MinRVI = LLV(RVI,stoLen);
> MaxRVI = HHV(RVI,stoLen);
>
> Value3 = IIf(MaxRVI != MinRVI, (RVI - MinRVI) / (MaxRVI - MinRVI), 0);
> Value4 = (4*Value3 + 3*Value3[1] + 2*Value3[2] + Value3[3]) / 10; //
> weighted averages.
>
> Value5 = 2*(Value4 - 0.5);
>
>
> FisherStoRVI = 0.5 * log((1+1.98*(Value4 - 0.5))/(1-1.98*(Value4 -
0.5)));
>
> Plot(RVI , "Ehlers RVI(" + Period + ")", colorBlue, styleLine);
> Plot(Ref(RVI,-1), "Ehlers RVI-Trig", colorRed, styleLine);
>
> Plot(Value5, "Ehlers stoRVI(" + stoLen + ")", colorViolet, styleLine +
> styleOwnScale);
> Plot(0.96*(Ref(Value5,-1)+0.02), "Ehlers StoRVI triggers" ,
> colorBrown, styleLine + styleOwnScale);
>
> Plot(FisherStoRVI , "Ehlers Fisher stoRVI", colorTeal, styleLine +
> styleOwnScale);
> Plot(0.96*(Ref(FisherStoRVI ,-1)+0.02), "Ehlers Fisher StoRVI
> triggers" , colorViolet, styleLine + styleOwnScale);
>
> Plot(0,"",colorLightGrey,styleLine);
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For other support material please check also:
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>
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>
>
>
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