[amibroker] Re: digital Stochastic

["dubi1974" <gonzales74@xxxxxxxxx>]

Yes, you are right. I can rewrite it... 
But 50 is not defined. But after searching in the WEB I think I translated it quite correctly.

Thanks, dubi

--- In amibroker@xxxxxxxxxxxxxxx, Rajiv Arya <rajivarya87@xxx> wrote:
>
> 
> Can rewrite this 
> 
> summ = 0;
> for( i = 5; i < BarCount; i++ )
> {
> if ((22*KAdjusted[i]+8*DAdjusted[i])/30 >50) summ[i]=1; 
> if ((22*KAdjusted[i]+8*DAdjusted[i])/30 <50) summ[i]=-1;
> }
> xAverage = EMA(Summ,5);
> 
>  
> 
>  
> 
> to 
> 
> summ=iif(((22*Kadjust+8*Dadjust)/30)>=50,1,-1);
> 
> xaverage = ema(summ,5);
> 
>  
> 
> 
>  
> 
> 
> To: amibroker@xxxxxxxxxxxxxxx
> From: gonzales74@xxx
> Date: Thu, 12 Nov 2009 22:47:51 +0000
> Subject: [amibroker] digital Stochastic
> 
>   
> 
> 
> 
> Hi,
> 
> tried to translate this code from TradeSignal to Amibroker (but I think I did something wrong):
> 
> TradeSignal Code:
> 
> Meta:
> Synopsis( "Digitale Stochastic - (c)2008 kahler@xxx -
> Info: Trader`s 08/2008" ),
> SubChart( True ),
> WebLink( "http://www.quanttrader.at"; );
> 
> Inputs:
> PeriodStoch( 5, 1 ),
> PeriodSmoothing1( 3, 1 ),
> PeriodSmoothing2( 3, 1 ),
> OverBought( 80, 0, 100 ),
> OverSold( 20, 0, 100 );
> 
> Variables:
> fast_k( 0 ),
> slow_k( 0 ),
> slow_d( 0 ),
> summ;
> { Berechnung fast_k, slow_k }
> StochasticNormal( High, Low, Close, PeriodStoch, PeriodSmoothing1,
> PeriodSmoothing2, fast_k, slow_k, slow_d );
> 
> { Digitalisierung }
> if (22*slow_k+8*fast_k)/30 >50 then summ=1;
> if (22*slow_k+8*fast_k)/30 <50 then summ=-1;
> 
> { Darstellung }
> DrawLine(xaverage(summ,periodStoch), "digitale Stochastic" ); 
> 
> AFL:
> 
> KAdjusted = StochK(5,3);
> DAdjusted = StochD(5,3,3);
> 
> // Digitalisierung
> summ = 0;
> for( i = 5; i < BarCount; i++ )
> {
> if ((22*KAdjusted[i]+8*DAdjusted[i])/30 >50) summ[i]=1; 
> if ((22*KAdjusted[i]+8*DAdjusted[i])/30 <50) summ[i]=-1;
> }
> xAverage = EMA(Summ,5);
> 
> Plot (xAverage, "Stoch. Dig.", colorBlack);
> 
> Is my code right?
> 
> Thanks and regards, dubi
> 
> 
> 
> 
>  		 	   		  
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