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TREND DETECTOR WITH VARIABLE PERIOD for Amibroker (AFL)
Rating:
3 / 5 (Votes 2)
Tags:
amibroker
TREND DETECTOR by using DEMA – Double Exponential Moving Average of the Stochastic by D. Tsokakis, Apr2003
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | _SECTION_BEGIN("Unnamed 32");/*TREND DETECTOR WITH VARIABLE PERIOD, by D. Tsokakis, Apr2003*/t=Param("f",20,1,60,1);// fast periodx=DEMA(StochD(40),t);Plot(x,"",1,8);// fast trend detectortA=Param("movcc",50,1,60,1);// slow periodxA=DEMA(StochD(40),tA);Plot(xA,"",7,8);// slow trend detectorCond1=Ref(x,-1)==LLV(x,3);Plot(50*Cond1,"",5,2);// the start of the fast uptrendCond2=Ref(x,-1)==HHV(x,3);Plot(50*Cond2,"",4,2);// the end of the fast uptrendk1=BarsSince(Cond1);// uptrend bar counterk2=BarsSince(Cond2);// downtrend bar counterPlot((k2>k1)*10,"",5,2);Plot((k2<k1)*10,"",4,2);t1=IIf(k2>k1,t+k1,t+k2);// the variable periodx1=DEMA(StochD(40),t1);// the variable trend detectorPlot(x1,"",(x1>Ref(x1,-1))*5+(x1<Ref(x1,-1))*4,8);GraphXSpace=1; _SECTION_END(); |
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