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--- In amibroker@xxxxxxxxxxxxxxx, Ken Close <ken45140@xxx> wrote:
>
> Here is the variable SAR code. You have to look very closely and
watch all
> of the subscripts and temporary variables in order to make the
substitution
> you want.
>
> Ken
>
> /////////////////////////////////
> // Parabolic SAR re-implemented in
> // native AFL.
> //
> // Example of for/if/else control statements
> //
> // Requires:
> // AmiBroker 4.31.1
> //
> // Written by: Tomasz Janeczko
>
> IAF = 0.04; // acceleration factor
> MaxAF = 0.2; // max acceleration
>
> psar = Close; // initialize
> long = 1; // assume long for initial conditions
> af = IAF; // init acelleration factor
> ep = Low[ 0 ]; // init extreme point
> hp = High [ 0 ];
> lp = Low [ 0 ];
>
> for( i = 2; i < BarCount; i++ )
> {
> if ( long )
> {
> psar [ i ] = psar [ i-1 ] + af * ( hp - psar [ i-1 ] );
> }
> else
> {
> psar [ i ] = psar [ i-1 ] + af * ( lp - psar [ i-1 ] );
> }
>
> reverse = 0;
> //check for reversal
> if ( long )
> {
> if ( Low [ i ] < psar [ i ] )
> {
> long = 0; reverse = 1; // reverse position to Short
> psar [ i ] = hp; // SAR is High point in prev
> trade
> lp = Low [ i ];
> af = IAF;
> }
> }
> else
> {
> if ( High [ i ] > psar [ i ] )
> {
> long = 1; reverse = 1; //reverse position to
> long
> psar [ i ] = lp;
> hp = High [ i ];
> af = IAF;
> }
> }
>
> if ( reverse == 0 )
> {
> if ( long )
> {
> if ( High [ i ] > hp )
> {
> hp = High [ i ];
> af = af + IAF;
> if( af > MaxAF ) af = MaxAF;
> }
>
> if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low[ i -
> 1 ];
> if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low[ i -
> 2 ];
> }
> else
> {
> if ( Low [ i ] < lp )
> {
> lp = Low [ i ];
> af = af + IAF;
> if( af > MaxAF ) af = MaxAF;
> }
>
> if( High[ i - 1 ] > psar[ i ] ) psar[ i ] = High[ i
> - 1 ];
> if( High[ i - 2 ] > psar[ i ] ) psar[ i ] = High[ i
> - 2 ];
>
> }
> }
> }
>
> Plot( Close, "Price", colorBlack, styleLine );
> Plot( psar, "SAR", colorRed, styleDots | styleNoLine | styleThick );
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of ikodu.takana
> Sent: Tuesday, June 12, 2007 1:02 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] SAR more reliable
>
> Hello,
>
> is it possible to plot a SAR signal computed from an EMA(close,5) for
> instance instead of the standard close - that would make the SAR
much more
> reliable against market noises.
>
> from that link ( http://www.amibroker.com/library/detail.php?id=268 ) i
> tried to replace the line :
>
> psar = Close; // initialize
> with
> psar = EMA(Close,5); // initialize
>
> or
> psar = (C + H + L)/3; // initialize
>
> but that made strange results or even bugged the code
>
> If someone can explain to me the right solution
>
> thanks
>
>
>
> 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
>
thanks for replying to my question - too bad you couldn't give me the
answer.
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
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