PureBytes Links
Trading Reference Links
|
razzbarry, I apologize for overlooking your reply. I did try to see if
there was any, may be the refresh did not occur properly before my
re-post.
I appreciate your help.
Thanks,
--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx>
wrote:
>
> I answered this already and provided the formula that implements the
> math you posted in post 130599, right before your recent post. Didn't
> the formula I provided not work?
>
> Barry
>
> --- In amibroker@xxxxxxxxxxxxxxx, "srj3inc" <faltu0@> wrote:
> >
> > I need help to create this indicator.
> >
> > The %C indicator uses true range to measure trend strength, as fol-
> > lows:
> >
> > 1. Add each bar's true range in the 14-bar look-back period.
> >
> > 2. Divide this running total by the largest one-day true range
> > value of that look-backperiod.
> >
> > 3. Calculate the logarithm of the raw value from step 2.
> >
> > 4. Divide the result by the logarithm of the look-back
> > period (14, in this case).
> >
> > 5. Multiply by 100.
> >
> > The following example uses 15-minute bars on the E-Mini Russell 2000
> > futures. On Sept. 12 at noon, the run-ning total of the E-Mini
> Russell
> > 2000 futures' 14-bar true range was 47.3,and the largest one-bar
> > true-range ofthe past 14 bars was 5. The %C reading
> > would be:
> >
> > 1. 47.3/5 = 9.46.
> > 2. log(9.46) = 0.9758.
> > 3. log(14) = 1.1461
> > 4. 0.9758/1.1461 = .8514
> > 5. 0.8514*100 = 85.14
> >
> > How do I translate this to Amibroker?
> > Thanks,
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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/
|