[amibroker] Ensign Volatility Stop

["amon_gizeh" <amon_gizeh@xxxxxxxxx>]

Hi.
I found this code on amibroker yahoo groups. There are a code to find
Price for tommorow that give a signal using Ensign Volatility Stop?


_SECTION_BEGIN("Ensign Volatility Stop");
// Ensign Volatility Stop
// get the multiple of 9 period EMA of ATR_Ensign

VS_raw = 2.5 * EMA(ATR(1), 9);

// for longs, VS line is below price

loline = VS_below_price = HHV(Close, 9) - VS_raw;

// for shorts, VS line is above price

hiline = VS_above_price = LLV(Close, 9) + VS_raw;

between = IIf (C < hiline AND C > loline, 1, 0);

up = IIf(C > hiline OR (H > Ref(H, -1) AND H > hiline), 1, 0);

dn = IIf(C < loline OR (L < Ref(L, -1) AND L < loline), 1, 0);

upcond = IIf(between AND BarsSince(up) < BarsSince(dn) , 1, 0);

dncond = IIf(between AND BarsSince(dn) < BarsSince(up) , 1, 0);

upline = IIf(up OR upcond, loline, Null);

dnline = IIf(dn OR dncond, hiline, Null);

Plot(C, "", colorLightGrey, styleBar);

Plot(upline, "", colorOrange, styleStaircase) ;

Plot(dnline, "", colorOrange, styleStaircase) ;

/**** END ****/
_SECTION_END();



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

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/