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Re: [amibroker] Re: AIQ Trading Bands to AFL



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hardrockgeo wrote:
>
> Thanks Kieth:
>
> This came from the Traders Tips Section of the June 2001 S&C. The
> Amibroker code was not provided. Here is the link to the Tips
> Section:
> http://www.traders.com/Documentation/FEEDbk_docs/Archive/062001/Trader 
> <http://www.traders.com/Documentation/FEEDbk_docs/Archive/062001/Trader>
> sTips/TradersTips.html
>
> Gene
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>, 
> Keith McCombs <kmccombs@xxx> wrote:
> >
> > g --
> > Most of the code printed in TA of S&C is also given for many other
> > programs in "Traders Tips" section near the back of the magazine.
> >
> > TJ also posts most of the code on Amibroker.com. Hopefully someone
> else
> > on this forum can provide the precise link for the "Traders Tips"
> coding.
> >
> > BTW, what issue of TA of S&C, and maybe even page number?
> > -- Keith
> >
> > hardrockgeo wrote:
> > >
> > > AIQ Trading Bands to AFL
> > >
> > > Can anyone please transform this AIQ code from S&C Mag to AFL, if
> u
> > > can, so it can be cut & pasted.
> > >
> > > Thanks in advance
> > > g
> > > ----------------------------------------------------------
> > > Here is the AIQ TradingExpert Pro code from Stocks & Commodities
> > > Magazine for plotting both kinds of bands.
> > >
> > > Aiq Eds code for Average True Range and Standard Deviation Bands
> > >
> > > Define AvgPd 20.
> > >
> > > !StDev Bands
> > > StdDev is Sqrt(Variance([close],AvgPd)).
> > > Stdh is ExpAvg([close],AvgPd) + 2 * StdDev.
> > > Stdl is ExpAvg([close],AvgPd) - 2 * StdDev.
> > >
> > > TrueRange is
> > > max([high]-[low],max([high]-val([close],1),val([close],1)-[low])).
> > >
> > > AvgTrueRange is SimpleAvg(TrueRange,AvgPd).
> > >
> > > !ATR Bands
> > > Stdha is ExpAvg([close],AvgPd) + 2 * AvgTrueRange.
> > > Stdla is ExpAvg([close],AvgPd) - 2 * AvgTrueRange.
> > >
> > > ----------------------------------------------------------
> > >
> > >
> >
>
>  
This is AFL Conversion from Metastock:

//The formulas discussed by Gordon Gustafson in his article in this 
issue, "Which Volatility Measure?" can be recreated in MetaStock 6.52 OR 
higher.
// To recreate these indicators in MetaStock, select the Indicator 
Builder from the Tools menu. Then click New AND enter the following 
formulas:
//Standard Deviation Bands

stdh = EMA(C,20)+2*(StDev(C,20));
stdl = EMA(C,20)-2*(StDev(C,20));

//Average True Range Bands

stdha = EMA(C,20)+2*(ATR(20));
stdla = EMA(C,20)-2*(ATR(20));


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