Thomas,
That’s a
good example of the kind of thing I want to do…but was stopping myself
from even trying as, until Corey helped me see the light, I had assumed that
the functions such as HHV, LLV could only take constant values. Can you tell I’ve
spent too long using Metastock??!! J
Thanks for the
reply.
Regards,
Andy
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Thomas Ludwig
Sent: 30 March 2006 20:43
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re:
Adaptive indicators / variable periods
Andy,
another possibility is using standard deviation
for writing adaptive
indicators. Example:
StDevPer=Param("Std Dev
Period",20,10,30);
lenmax= 28;
lenmin=7;
v1 = StDev(C,StDevPer) ;
v2 = HHV(v1, StDevPer) ;
v3 = LLV(v1, StDevPer) ;
V4=(V1-V3)/(V2-V3);
currlen = int(lenmin + (lenmax-lenmin)*(1-v4));
hh = HHV(H, currlen) ;
ll = LLV(L, currlen) ;
stoch = IIf ((hh-ll) > 0 ,((Close - ll)/(hh -
ll)) * 100,0); ;
stochma =EMA(Stoch,3);
Plot(Stoch,"Adaptive
Stochastic",colorRed,styleLine);
Plot(stochma,"StochK",colorBlue,styleLine);
Regards, Thomas
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