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Hi guys,
Thanks for all the effort on the
Kirshenbaum issue. Appreciate it. Since I’m fairly new to Amibroker and
programming I’ll have to dig into your code and suggestions.
Kind regards,
Arie
Van:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] Namens emp62
Verzonden: Sunday, March 05, 2006
11:12 AM
Aan: amibroker@xxxxxxxxxxxxxxx
Onderwerp: Re: [amibroker] Help
with Kirshenbaum indicator
you can easily add possible buy and sell entry
positions. See example below:
SetBarsRequired(10000,10000);
PPeriod = Param( "P Period", 12, 2, 100, 1 );
LPeriod = Param( "L Period", 12, 2, 100, 1 );
NPeriod = Param( "N Period", 2, 0, 10, 0.25 );
Bandwidth = 0;
EmaP = EMA(C,PPeriod);
aaa = LinRegIntercept(C,
LPeriod);
bbb = LinRegSlope(C,
LPeriod);
for (i =
LPeriod; i < BarCount; i++) {
AE = 0;
for (j = 0; j < LPeriod; j++) {
// calculate point on regression line
RegPoint = aaa[ i ] + bbb[ i ] * j;
// calculate the standard error using the distance from line
AE = AE + (C[ (i - LPeriod) + j + 1 ] - RegPoint) ^ 2;
}
// standard
error
avErr = (AE / LPeriod) ^ 0.5;
// save the
bandwidth
Bandwidth[ i ] = avErr * NPeriod;
}
Buy = Ref(Cross(EmaP
- Bandwidth,C),-1); BuyPrice
= O;
Sell = Ref(Cross(C, EmaP + Bandwidth),-1); SellPrice
= O;
SetChartOptions(0, chartShowDates);
GraphXSpace = 5;
Plot(C,"",colorWhite,64);
Plot(EmaP,"",colorWhite,1);
Plot(EmaP + Bandwidth,"",colorRed,1);
Plot(EmaP - Bandwidth,"",colorBrightGreen,1);
PlotShapes(IIf(Buy,shapeUpTriangle,0),colorWhite,
layer = 0, yposition = BuyPrice, offset = 0 );
PlotShapes(IIf(Sell,shapeDownTriangle,0),colorYellow,
layer = 0, yposition = SellPrice, offset = 0 );
----- Original Message -----
Sent:
Saturday, March 04, 2006 11:14 PM
Subject:
RE: [amibroker] Help with Kirshenbaum indicator
With those
settings I do not see there being a buy or sell on the chart since the close
price is not out of the bands anywhere
Am I missing
something?
Mark
I changed 1 line in the code. I think it is good now. See
chart below which resembles your original chart very good (settings I use for
that chart are: 5, 7, 4.5)
SetBarsRequired(10000,10000);
PPeriod = Param( "P Period", 12, 2, 100, 1 );
LPeriod = Param( "L Period", 12, 2, 100, 1 );
NPeriod = Param( "N Period", 2, 0, 10, 0.25 );
Bandwidth = 0;
EmaP = EMA(C,PPeriod);
aaa = LinRegIntercept(C,
LPeriod);
bbb = LinRegSlope(C,
LPeriod);
for (i = LPeriod; i
< BarCount; i++) {
AE = 0;
for (j = 0; j < LPeriod; j++) {
// calculate point on regression line
RegPoint = aaa[ i ] + bbb[ i ] * j;
// calculate the standard error using the distance from line
AE = AE + (C[ (i - LPeriod) + j + 1 ] - RegPoint) ^ 2;
}
// standard
error
avErr = (AE / LPeriod) ^ 0.5;
// save the
bandwidth
Bandwidth[ i ] = avErr * NPeriod;
}
SetChartOptions(0, chartShowDates);
GraphXSpace = 5;
Plot(C,"",colorWhite,64);
Plot(EmaP,"",colorWhite,1);
Plot(EmaP + Bandwidth,"",colorRed,1);
Plot(EmaP - Bandwidth,"",colorBrightGreen,1);
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