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Thank you very much for the conversion. I will compare results to my excel program. The first thing I noticed is that it works in a trending market, but not in a range bound market. A little tweaking will be in order.
--- In amibroker@xxxxxxxxxxxxxxx, "sanjiv" <sumangalam@xxx> wrote:
>
> Hello,
>
> You could please see if following is what you are looking for. Please do cross verify individual component by plotting to make sure that the formula is doing what you are looking for :
>
> //============
>
> xMACD = MACD(12,26) ;
> Signal_9 = Signal(12, 26, 9);
> xHistogram = xMACD - Signal_9;
> //==================================== Hist Trend ========================================
> Hist_Trend = IIf( xHistogram > 0, 1, -1);
> Hist_Trend = IIf(xHistogram >0 ,IIf(Ref(Hist_Trend,-1) == 5 , 5, Ref(Hist_Trend,-1)+1) ,IIf(xHistogram > Ref(xHistogram,-1) , Ref(Hist_Trend,-1) ,IIf(Ref(Hist_Trend,-1) ==-5 ,-5, Ref(Hist_Trend,-1) -1)));
> //==================================== MACD Trend ======================================
> MACD_Trend = IIf( xMACD > 0, 1, -1);
>
> MACD_Trend = IIf(xMACD > 0 , IIf(Ref(xMACD,-1) == 5 , 5,Ref(xMACD,-1) +1) ,IIf(xMACD > Ref(xMACD,-1) ,Ref(xMACD,-1) , IIf(Ref(xMACD,-1)== -5 , -5 , Ref(xMACD,-1) -1)));
> //===================================== MA Trend =======================================
> MA_Trend = IIf (C > MA(C,20) , 1 , -1);
> MA_Trend = IIf(C > MA(C,20) , IIf(Ref(MA_Trend,-1) == 5 , 5, Ref(MA_Trend,-1)+1) , IIf(MA_Trend > Ref(MA_Trend,-1), Ref(MA_Trend,-1) , IIf(Ref(MA_Trend,-1) == -5 , -5 , Ref(MA_Trend,-1) -1)));
> //======================================TREND===========================================
> Trend = (Hist_Trend + (MACD_Trend * 3) + (MA_Trend * 2)) / 6; //Weighted Average of Three Trend Indicators
> Trend_Average = MA(Trend,10);
> mTRADE = IIf (Trend_Average >= 0 , IIf (Ref(Trend_Average,-1) < 0 , 1 ,0) , IIf (Ref(Trend_Average,-1) > 0 ,-1 , 0));
>
> Buy = Cover = mTRADE == 1;
> Sell = Short = mTRADE == -1;
>
> BuyPrice = SellPrice = ShortPrice = CoverPrice = C;
> SetTradeDelays(0,0,0,0);
>
> Plot( C, "C",colorYellow, 128 );
>
> PlotShapes( shapeUpArrow * Buy, colorGreen, 0 , L, -10 );
> PlotShapes( shapeDownArrow * Sell, colorRed, 0 , H, -10 );
>
>
> With Regards
>
> Sanjiv Bansal
>
> --- In amibroker@xxxxxxxxxxxxxxx, "JEFF F" <jefff@> wrote:
> >
> > I have created this simple system in excel and would like to try to convert it to AFL. If anyone can help, I would appreciate it.
> >
> > ===================================DEFINITIONS=======================================
> > MACD = EMA12 ? EMA26
> > 9 Day Signal = 9 Day Average MACD
> > Histogram = MACD - 9 Day Signal
> > ==================================== Hist Trend ========================================
> > Hist Trend = If Histogram > 0, 1, -1
> > =IF(Histogram Today >0 , IF(Hist Trend Yesterday = 5 , 5, Hist Trend Yesterday +1) , IF(Histogram Today > Histogram Yesterday , Hist Trend Yesterday , IF(Hist Trend Yesterday =-5 , -5, Hist Trend Yesterday -1)))
> > ==================================== MACD Trend ======================================
> > MACD Trend = If MACD > 0, 1, -1
> > =IF(MACD Today > 0 , IF(MACD Trend Yesterday = 5 , 5, MACD Trend Yesterday +1) , IF(MACD Today > MACD Yesterday , MACD Trend Yesterday , IF(MACD Trend Yesterday = -5 , -5 , MACD Trend Yesterday -1)))
> > ===================================== MA Trend =======================================
> > MA Trend = IF (Close > MA20 , 1 , -1)
> > =IF(Close Today > MA20 Today , IF(MA Trend Yesterday = 5 , 5, MA Trend Yesterday +1) , IF(Close Today > Close Yesterday, MA Trend Yesterday , IF(MA Trend Yesterday = -5 , -5 , MA Trend Yesterday -1)))
> > ======================================TREND=========================================
> > Trend = (Hist Trend + (MACD Trend * 3) + (MA Trend * 2)) / 6 //Weighted Average of Three Trend Indicators
> > Trend Average = AVERAGE (10 Day Trend)
> > =IF (Trend Average Today >= 0 , IF (Trend Average Yesterday < 0 , "BUY" , "Hold") , IF (Trend Average Yesterday > 0 , "SELL" , "Hold"))
> > =========================================END========================================
> >
>
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