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Again, attached .ela for code listed
below.
Below code is just indicator and you will
need to import
.ela to get other functions
needed.
<FONT face="Courier New"
size=2>{*********************************************************************TRADESTATION
CODE FOR ADAPTIVE STOCHASTIC OSCILLATOR(c) 2K Tushar Chande; Adaptive
Stochastic Oscillator History: 6/20/01 - changed how
adaptive length is calculated.(John Hall) 6/22/01 - CL: Added smoothing
mode Avg, XAvg, T3Avg (C.
Lee) CL: Made
reference values an
input CL: Added
BobR's multiplier for
autolength. CL:
Added Length be Hilbert or Fourier analysis
Setup: Plot1 and Plot2 should
be setup as LINE plots Plot3
and Plot4 should be setup as POINT
plots!!!!!! ************************************************************************} Inputs:
Price((h+l)/2), {Price value to use in
computation }
CMode(1),
{1=Hilbert, 2...=FourPeriod n=#cycles
}
{Negative=reference length for adaptive
}
ALengMul(1.0), {Multiplier for
auto length determined
}
LengSmo1(3),
{Smoothing for
Stochastic
}
LengSmo2(3),
{Smoothing for Smoothed Stochastic
}
SMode(1),
{Smoothing Mode: 1=Avg, 2=XAvg, 3=T3Avg
} LoRef(20), HiRef(80);
{Referenc line
values
} vars: currlen(9), hh(0), ll(0), stoch(0), stochma1(0),
stochma2(0) ; CommentaryCL("Mode 0:
Kauffman");CommentaryCL("Mode 1: Hilbert");CommentaryCL("Mode
2: FourPeriod");
{--- Calculate current effective length
---} If CMode<0 then currlen =
adaptive_length(price,-CMode) Else If CMode=1
then currlen = HilbertPeriod(Price) else currlen =
FourPeriod(9, 45, Cmode); {--- Calculate stochastic oscillator and
its 3-day exponential average ---} hh = highest(h, currlen)
; ll = lowest(l, currlen) ; if (hh-ll) > 0 then stoch =
((close - ll)/(hh - ll)) * 100 ; if currentbar = 1
then begin stochma1 = stoch ;
stochma2 = stoch ; end else begin If
SMode<2 then begin
StochMa1=Average(Stoch,LengSmo1);
StochMa2=Average(StochMa1,LengSmo2);
end else If SMode=2 then
begin
StochMa1=xAverage(Stoch,LengSmo1);
StochMa2=xAverage(StochMa1,LengSmo2);
end else If SMode=3 then
begin
StochMa1=T3Average(Stoch,LengSmo1);
StochMa2=T3Average(StochMa1,LengSmo2); end;
end;
{--- Plot data ---} plot1(stochma1, "adapt_stoch")
; plot2(stochma2, "stochma") ; If Mod(CurrentBar,2)=1 then
begin plot3(hiref, "hi_ref") ; plot4(loref,
"lo_ref") ; End Else begin
Plot3(currlen,"hi_ref"); SetPlotColor(3, Green); End;
- - - - - - - - - - - - - - - - - - - - - - - - - - - -Clyde
Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - - -
- - - - - - - - - - - - - - - - - - - - - - - -
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
c_r@xxxxxxxxx
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Saturday, October 27, 2001
20:44
Subject: [RT] Adaptive Stochastic
Hello All, Sometime
back we had a discussion on the "adaptive stochastich". I believe
Ben, BobR and Clyde contributed. I was sure I saved the various
versions, but now cannot find the code. Anyone have it handy?
E:LA works, MS Excel is better.TIA,Charles
MarchandTo
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Attachment:
Description: "adapstoc.ela"
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