_SECTION_BEGIN ("MA
Detrend 28");
SetBarsRequired(100000,0);
period1 = Param("Period1",6,1,10,1);
period2 = Param("Period2",9,1,100,1);
period3 = Param("Period3",28,1,300,1);
M0 = MA(C,period1 );
M1 = MA(C,period2 );
M2 =
MA(C,period3
);
Detrend28 = M0 - M1;
Detrend50 = M1 - M2;
Detrended = M0 +
(Detrend28 + Detrend50)/3;
M02 = MA(H,period1 );
M10 = MA(H,period2 );
M20 = MA(H,period3 );
Detrend28a =
M02 - M10;
Detrend50a = M10 - M20;
Detrendeda = M02 +
(Detrend28a + Detrend50a)/3;
M03 = MA(L,period1 );
M13 = MA(L,period2 );
M23 = MA(L,period3 );
Detrend28b =
M03 - M13;
Detrend50b = M13 - M23;
Detrendedb = M03 + (Detrend28b +
Detrend50b)/3;
Plot(Close,"Close",1,128);
//Plot(Detrend28 ,"Detrend28 ",7,1);
//Plot(Detrend50 ,"Detrend50
",6,1);
Plot(Detrendeda
,"High ",6,1);
Plot(Detrended ,"Close ",2,1);
Plot(Detrendedb ,"Low ",4,1);
Plot(EMA(C,34),"",14,1);
_SECTION_END();
Mr.
Valley
Anybody can help?
Thanks,
Louis
--- In amibroker@xxxxxxxxxps.com,
"Louis Préfontaine" <rockprog80@...>
wrote:
>
> I am
trying to build a formula to "detrend" the market.
>
> What I
want to set is something like this
>
> Close of day 0 * ( log
(open day2/open day 1) - average log
return of
> every day of the
data available.
>
> Anybody can do that?
>
>
Thanks,
>
> Louis
>
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