[amibroker] Stochastic Slow HELP

["Tony Lei" <yiupang91@xxxxxxxxx>]

Hi all,

Can someone help me translate this TS stochastic code to AB? I went to the
AFL library and found various stochastics indicators but none match the TS
indicator.  When I did the comparison, my data was the same for both TS and
AB.  It is just that the AB indicator algorithm is different.  The TS
function is in BLUE while the TS indicator is in RED.

thanks

{ Stochastic multiple-output "series" function with choice of Original or
Legacy
  smoothing; see MULTIPLE-OUTPUT FUNCTIONS note below }

inputs:
    PriceH( numericseries ),
    PriceL( numericseries ),
    PriceC( numericseries ),
    StochLength( numericsimple ),
    Length1( numericsimple ), { this input assumed to be a constant > 0;
used to slow
     FastK to FastD = SlowK }
    Length2( numericsimple ), { this input assumed to be a constant > 0;
used to slow
     FastD to SlowD }
    SmoothingType( numericsimple ), { this input is assumed to be constant;
pass in 1
     for Original, 2 for Legacy }
    oFastK( numericref ),
    oFastD( numericref ),
    oSlowK( numericref ),
    oSlowD( numericref ) ;

variables:
    LL( 0 ), { lowest low }
    HH( 0 ), { highest high }
    Num1( 0 ), { numerator 1 }
    Den1( 0 ), { denominator 1 }
    Num2( 0 ), { numerator 2 }
    Den2( 0 ), { denominator 2 }
    BarsToGo1( 0 ),
    BarsToGo2( 0 ) ;

Stochastic = 1 ;

LL = Lowest( PriceL, StochLength ) ;
HH = Highest( PriceH, StochLength ) ;
Num1 = PriceC - LL ;
Den1 = HH - LL ;

if Den1 > 0 then
    oFastK = Num1 / Den1 * 100
else
    begin
    oFastK = 0 ;
    Stochastic = -1 ;
    end ;

if SmoothingType = 1 then { Original }
    begin
    BarsToGo1 = Length1 - CurrentBar ;
    if BarsToGo1 > 0 and CurrentBar > 0 then
        begin
        { use approximate "backpropagated" calculations until we have enough
data }
        Num2 = ( Cum( Num1 ) + BarsToGo1 * Num1[ CurrentBar - 1 ] ) /
Length1 ;
        Den2 = ( Cum( Den1 ) + BarsToGo1 * Den1[ CurrentBar - 1 ] ) /
Length1 ;
        end
    else
        begin
        Num2 = Average( Num1, Length1 ) ;
        Den2 = Average( Den1, Length1 ) ;
        end ;
    if Den2 > 0 then
        oFastD = Num2 / Den2 * 100
    else
        begin
        oFastD = 0 ;
        Stochastic = -1 ;
        end ;
    BarsToGo2 = Length2 - CurrentBar ;
    if BarsToGo2 > 0 and CurrentBar > 0 then
        { use approximate "backpropagated" calculations until we have enough
data }
        oSlowD = ( Cum( oFastD ) + BarsToGo2 * oFastD[ CurrentBar - 1 ] ) /
Length2
    else
        oSlowD = Average( oFastD, Length2 ) ;
    end
else if SmoothingType = 2 then { Legacy }
    begin
    oFastD = XAverage( oFastK, Length1 ) ;
    oSlowD = XAverageOrig( oFastD, Length2 ) ;
    end ;

oSlowK = oFastD ;

inputs:
 AlertEndOfBar(true),
 PriceH( High),
 PriceL( Low),
 PriceC( Close),
 StochLength( 6),
 SmoothingLength1( 3), { used to slow FastK to FastD = SlowK }
 SmoothingLength2( 3), { used to slow FastD to SlowD }
 SmoothingType( 1), { pass in 1 for Original, 2 for Legacy }
 OverSoldC ( 20),
 OverBoughtC ( 80),
 MidLine ( 50),
 OverSoldA ( 35),
 OverBoughtA ( 65),
 upColour(Blue),
 downColour(Red),
 colourDeltaBar(1);

variables:
 oFastK( 0 ),
 oFastD( 0 ),
 oSlowK( 0 ),
 oSlowD( 0 );



Value1 = Stochastic(
 PriceH,
 PriceL,
 PriceC,
 StochLength,
 SmoothingLength1,
 SmoothingLength2,
 SmoothingType,
 oFastK,
 oFastD,
 oSlowK,
 oSlowD ) ;


Plot1( oSlowD, "SlowD") ;
Plot2 (OverSoldC, "OverSldC");
Plot3(OverBoughtC, "OverBotC");
Plot4 (OverSoldA, "OverSldA");
Plot5(OverBoughtA, "OverBotA");
Plot6(MidLine, "MidLine");

{ Color criteria }
if (oSlowD > oSlowD[1]) then
 SetPlotColor[colourDeltaBar](1, upColour)
else if (oSlowD < oSlowD[1]) then
 SetPlotColor[colourDeltaBar](1, downColour);

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