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One could also simply ratio the highs and lows to 1, -1
You could also apply a Stochastic formula, which isn't exactly a ratio,
but does keep the range between -1 and 1. Here is that formula applied
to the RSI of the Close (giving SRSI). You can apply it to what
indicator you wish:
/* StochRSI %K Calculations (SRSI) */
Period = 14;
xRSI = RSI(Period); //Define whatever you want Stochastics of here
SRSI = (xRSI - LLV(xRSI,Period))/(HHV(xRSI,Period) - LLV(xRSI,Period));
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of JJ
Sent: Tuesday, October 11, 2005 19:37
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: [use Y = tanh( X ) ]: normalize indicator
"gunovanengel" wrote:
>
> In excel there is a function (RANK(value, series, AorD))that can be
> used to find the distribution , the position of one number within a
> sequence of numbers. If there is a similar function in Amibroker.
> This could be used in conjunction with tanh to normalize the
> indicator.
I use RANK all the time, but it is not native to AB, nor is it used to
find a distribution. i suggest finding what sort of output you have
from your indicator. excel can be used to visualize the output. then
you can send it thru a transformation function to squeeze it, shift
it, twist it, and so on, then cap it with a tanh or with min and max
functions. for example, i like this:
tanh(x)*abs(tanh(x))
x has values mostly around -2 to +2. this transform reduces the
values around -0.5 to +0.5 close to 0, and gives added emphasis to
those values less then -1 and greater then 1.
\j
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