|
PureBytes Links
Trading Reference Links
|
I am going to try and answer my own question. StochD is a 3 period average of %k, so even though t = t1 for one day, x and x1 will not be equal.
James
From: James <jamesmemphis@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Mon, March 15, 2010 9:31:29 AM
Subject: [amibroker] Need help with formula calculation
Hello,
Following is some slightly modified code originally introduced by D. Tsokakis. I obviously do not understand how the formula calculates x1.
It seems to me that when k1 or k2 = 0, then t1 will equal t. This is because coeff*k1 or coeff*k2 would equal 0. If t = t1 then x would equal x1, and the two graphs should be equal at this point. However, this is clearly not what is going on when you look at this on a chart. Can someone tell me what I am missing here?
Best regards,
James Karn
/*TREND DETECTOR WITH VARIABLE PERIOD, by D. Tsokakis, Apr2003*/
t=20;
x=DEMA(StochD(40),t);
Plot(x,"",1,8);
Cond1=Ref(x,-1)==LLV(x,3);
Plot(50*Cond1,"",5,2);
Cond2=Ref(x,-1)==HHV(x,3);
Plot(50*Cond2,"",4,2);
k1=BarsSince(Cond1);
k2=BarsSince(Cond2);
Plot((k2>k1)*10,"",5,2);
Plot((k2<k1)*10,"",4,2);
t1=IIf(k2>k1,t+coeff*k1, t+coeff*k2) ;// if k1 or k2 = 0, then t1 = t ?
x1=DEMA(StochD(40),t1);// if t1 = t, then x1 = x ?
Plot(x1,"",(x1>Ref(x1,-1))*5+(x1<Ref(x1,-1))*4,8);
GraphXSpace=1;
"x: " + NumToStr( x, 1.4);
"k1: " + NumToStr( k1, 1.0);
"k2: " + NumToStr( k2, 1.0);
"t1: " + NumToStr( t1, 1.0);
"x1: " + NumToStr( x1, 1.4);
__._,_.___
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
![]()
__,_._,___
|