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I have on occasion got it to work but just don't feel it is reliable
so haven't used. Maybe others can give us some input.
Dick H.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman" <psytek@xxx> wrote:
>
> Thank you for the nice code Dick,
>
> am testing your formula now... just out of curiosity, did you ever
get the
> AB build-in ADLine to work?
>
> herman
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
> Behalf Of areehoi
> Sent: January 4, 2007 2:27 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Need help with ADLine
>
>
>
> Herman,
> Try this and let me know how it works.
>
> Dick H.
>
> _SECTION_BEGIN("A_D_NewHi_NewLo_Line");
> // Breadth of NDX100
> // Develops 4 composites that can be plotted or manipulated as you wish
> // How to Run
> // 1) Build a watchlist of NDX100 stocks
> // 2) Select an issue with a long history in the current ticker window
> // 3) Set APPLY TO to use filter NDX100
> // 4) Set RANGE to one bar... 1 n last quotations
> // 5) Press SCAN
>
> //===================6 Weeks New
> NewLows==================================
>
> AddToComposite(IIf(C > HHV(Ref(C, -1), 30), 1,
> 0), "~NDXNewHi", "X");
>
> AddToComposite(IIf(C < LLV(Ref(C, -1), 30), 1,
> 0), "~NDXNewLo", "X");
>
> NewHigh=Foreign("~NDXNewHi","X");
> NewLow = Foreign("~NDXNewLo","X");
>
>
> Opt_H_L=Optimize("Opt_H_L",43,20,50,1);
> Opt_A_D=Optimize("Opt_A_D",12,10,30,1);
>
> //Opt_H_L=30;
> //Opt_A_D=5;
>
> DIFF_H_L = NewHigh-NewLow;
> MADiff_H_L=MA(Diff_H_L,Opt_H_L);
> Plot(NewHigh,"NewHigh",colorGreen,styleLine);
> Plot(NewLow,"NewLow",colorRed,styleLine);
> Plot(MADiff_H_L,"MADiff_H_L",colorPlum,styleLine);
>
> MA_H_L=Ref(MADiff_H_L,0);
> MA_H_L1=Ref(MADiff_H_L,-1);
> MA_H_L3=Ref(MADiff_H_L,-3);
> MA_H_L4=Ref(MADiff_H_L,-5);
> Rising_H_L=MA_H_L>MA_H_L1 AND MA_H_L>MA_H_L3 AND MA_H_L>MA_H_L4 ;
>
> //===================Advance/Decline Issues
>
> AddToComposite(IIf(C - Ref(C, -1) > 0, 1,
> 0), "~NdxAdv", "X" );
>
> AddToComposite(IIf(Ref(C, -1) - C > 0, 1,
> 0), "~NdxDec", "X" );
>
> Adv=Foreign("~NdxAdv","X");
> Dec = Foreign("~NdxDec","X");
>
> DIFF_A_D = Adv-Dec;
> MADiff_A_D=MA(Diff_A_D,Opt_A_D);
> Plot(Adv,"Adv",colorBlack,styleLine);
> Plot(Dec,"Dec",colorBrown,styleLine);
> Plot(MADiff_A_D,"MADiff_A_D",colorBrown,styleLine);
>
> MA_A_D=Ref(MADiff_A_D,0);
> MA_A_D1=Ref(MADiff_A_D,-1);
> MA_A_D3=Ref(MADiff_A_D,-3);
> MA_A_D4=Ref(MADiff_A_D,-5);
> Rising_A_D=MA_A_D>MA_A_D1 AND MA_A_D>MA_A_D3 AND MA_A_D>MA_A_D4;
>
> // >>>>>>>>>>>>>>>>>>>>> for Your indicator builder
>
> // use for long fund
> Buy=Cover=Rising_A_D==True AND Rising_H_L==True;
> Sell=Short= Rising_A_D==False AND Rising_H_L==False;
>
> // use for short funds
> //Buy=Cover =Rising_H_L==False;// AND Rising_A_D==False ;
> //Sell=Short =Rising_H_L==True;// AND Rising_A_D==True;
>
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
> //PlotShapes( shapeUpArrow * Buy + shapeDownArrow * Sell, IIf (Buy,
> colorGreen, colorRed));
> Bu=Ref(Buy,-1);
> Se=Ref(Sell,-1);
> PlotShapes( shapeUpArrow * Bu + shapeDownArrow * Se, IIf (Bu,
> colorBlue, colorBlue));
>
> // Apply Stops
> //OptStop=Optimize("OptStop",5,1,15,1);
> //OptStop=9;
> //ApplyStop( stopTypeNBar, stopModeBars, OptStop );
>
> change = IIf( BarsSince(Bu)<BarsSince(Se), (C/ValueWhen(Bu,C)-1)*100,
> (C/ValueWhen(Se,C)-1)*100 );
>
> Close5= Ref(C,5);
> Close10=Ref(C,10);
> Fut5=((Close5/C)-1)*100;
> Fut10=((Close10/C)-1)*100;
>
> //Buy=0;
> Filter=1;
> NDX=Foreign("^NDX","Close",1);
> Cor_A_D=Correlation(NDX,Diff_A_D,250);
> Cor_H_L=Correlation(NDX,Diff_H_L,250);
> MaCor_A_D=Correlation(NDX,MADiff_A_D,250);
> MaCor_H_L=Correlation(NDX,MADiff_H_L,250);
>
>
> AddColumn(C,"Close",1.2);
> AddColumn(Rising_A_D,"A_D",1.2);
> AddColumn(Rising_H_L,"H_L",1.2);
> AddColumn(Fut5,"Fut5",1.2);
> AddColumn(Fut10,"Fut10",1.2);
> AddColumn(Cor_A_D,"Cor_A_D",1.2);
> AddColumn(MaCor_A_D,"MaCor_A_D",1.2);
>
> AddColumn(Cor_H_L,"Cor_H_L",1.2);
> AddColumn(MaCor_H_L,"MaCor_H_L",1.2);
>
> "A_D_NewHi_NewLo_Line in Rut";
> " ";
> "Advancing " +WriteVal(Adv,1.0);
> "Declining " +WriteVal(Dec,1.0);
> "Brown line is "+WriteVal(Opt_A_D,1.0)+ " day moving Avg";
> " ";
> "New Highs " +WriteVal(NewHigh,1.0);
> "New Lows " +WriteVal(NewLow,1.0);
> "Yellow line is "+WriteVal(Opt_H_L,1.0)+ " day moving Avg";
> " ";
> "The Brown Line is currently " + WriteVal( MADiff_A_D,1.1 ) + " and "
> +WriteIf( rising_A_D,"rising", "falling.");
> " ";
> "The Yellow Line is currently " + WriteVal( MADiff_H_L,1.1 ) + " and "
> +WriteIf( rising_H_L,"rising", "falling.");
> " ";
> "Precentage change since last signal is " +
> WriteVal( change,.1);
>
>
>
> _SECTION_END();
>
>
> - In amibroker@xxxxxxxxxxxxxxx, "Herman" <psytek@> wrote:
> >
> > Blankhello,
> >
> > I can't figure out how to create ADLines for the NASDAQ N100 (eSig
> data),
> > and yes, to pre-empt the usual reply: I did search the lists and
> help (btw,
> > it seems i am not the only own who has problems) but I still can't
> get it to
> > work.
> >
> > Of course i can use composites but this seems a nice feature.
> >
> > Many thanks for any help you can give,
> >
> > herman
> >
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
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>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
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>
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