[amibroker] Re: Another Composite Trend/Mean Reversion Indicator

["ricko8294_98" <ricko@xxxxxxxxxx>]

I think you will find that the Z-Score is exactly the same as the Bollinger Band %b indicator - with a different scale.

Here is what I have, - it is just the bare bones


function zscore( Price, Length )
{
    av = MA( Price, Length );
    st = StDev( Price, Length );
    zs = ( Price - av ) / st;
    return zs;
}

AggZ= ( zscore(C,10))+( zscore(C,10))/2;
Plot(Aggz,"Aggz",colorRed,1);
Buy = Cross(Aggz,0);
Sell = Cross(0,Aggz);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

Enjoy
--- In amibroker@xxxxxxxxxxxxxxx, Bob Waits <bobwaits2@xxx> wrote:
>
> Any idea on how to code and system test this:
> 
> http://cssanalytics.wordpress.com/2010/03/19/aggz-another-composite-trendmean-reversion-indicator/
> 
> 
> Thanks,
> 
> Rajiv
>




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