Keep getting a syntax error
after “function FisherSto(array, period, factor) {
“
I am using
5.0
_SECTION_BEGIN("Fisher
Transform of Stochastics");
// Fisher
transform of stochastics
//
//It is an
improvement on the Stochastics. Identifying turning points better with less
wipsaws.
//Good for
swing trading.
//
function
FisherSto(array, period, factor) {
MaxH =
HHV(array,
period);
MinL = LLV(array,
period);
Range = MaxH - MinL;
sto = (array - MinL)/(MaxH - MinL);
Value1 = AMA(2*(sto -
0.5),
factor);
Value1 = IIf(Value1 >
0.999,
0.999,
IIf(Value1 <
-0.999,
-0.999,
Value1));
Fish = AMA(log((1 +
Value1)/(1 - Value1)),
0.5);
return
fish;
}
//
Parameters
period =
Param("Period",
14,
3,
35,
1);
factor =
0.10;
price =
AMA(Avg,0.5);
StoFR =
FisherSto(price, period, factor); temp = Ref(StoFR,-1);
Plot(StoFR,
"Stochastic",
colorRed,styleThick); Plot(Ref(StoFR,-1),
"previous",
colorPink,styleDashed);
Buy=Cross(StoFR,temp);
Sell=Cross(temp,StoFR);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone)
,colorGreen,0,Graph0,-5);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,Graph1,5);
_SECTION_END();
From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@yahoogroups.com] On Behalf Of
progster01
Sent: Monday, March 03, 2008 1:06 AM
To:
amibroker@xxxxxxxxxps.com
Subject: [amibroker] Re: The OHLC and
Split Scams
Brian,
I agree with everything you've said, with one possible
exception - as
I see it, the presence or absence of HL precedence
information is
appropriately designated a "quality" item, since basic "path
of the
market" info is either present (in theory), or not. Not having
that
information is a data quality fault, or rather a data format
design
fault. That's basically what Herman said (OHLC is obsolete) and
I
started writing in agreement with him, only I wrote a bit more than
I
set out to!
Thanks for your comments.
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