[amibroker] Collaborative success on NORMSDIST(), here's the completed code.

["sebastiandanconia" <sebastiandanconia@xxxxxxxxx>]

The data inputs ^TNX and ^IRX can be pulled in from Yahoo! as normal
symbols, but you will have to get weekly Fed Funds data (available for
free online from the Federal Reserve, a Google search on Fed Funds
historical data should get you there).  Save as a csv. file and import
into AB.



Sebastian



SetBarsRequired( 100000, 100000 );

FedFunds=EMA(Foreign("^FedFundsWkly","C",1),12);

TNX=EMA(Foreign("^TNX","C",1),60);

IRX=EMA(Foreign("^IRX","C",1),60);

Spread= TNX-IRX;

x=-2.17-0.76*Spread+0.35*FedFunds;

Tx=1/(1+0.2316419*x);

HASx=1-(exp(-0.5*x^2)/sqrt(2*3.141592654))*(0.31938153*Tx-0.356563782*Tx\
^2+1.781477937*Tx^3-1.821255978*Tx^4+1.330274429*Tx^5);

function t(x)

{ return 1 / (1+0.2316419*x); }

function HASpre(x)

{ return 1 - (exp(-0.5*x^2)/sqrt(2*3.141592654))*(0.31938153*t(x)-

0.356563782*t(x)^2+1.781477937*t(x)^3-1.821255978*t(x)

^4+1.330274429*t(x)^5); }

function HAS(x)

{ return IIf(x<-6, 0, IIf(x>6, 1, IIf( x>0, HASpre(x), 1 - HASpre(-

x)))) ; }

Plot( HAS(x), "Trend line", colorBlue );




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