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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Gauss Kernel System for Amibroker (AFL)
Plots deviation of Close from its Kernel Gauss Filter, and normalized to the rms of the deviations. A simple strategy is built around it.
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Similar Indicators / Formulas
Indicator / Formula
function Kernel(Input, Length) { Norm = 0; sigma = (Length+1)/4.0; for (i = 0; i <= Length; i++) { Norm = Norm + exp(-((Length/2 - i)*(Length/2 - i))/(2*sigma*sigma)); } array = Input; for (j = Length; j < BarCount; j++) { Filtered = 0; for (k = 0; k <= Length; k++) { Filtered = Filtered + exp(-((Length/2 - k)*(Length/2 - k))/(2*sigma*sigma))*Input[j - k]; } array[j] = Filtered/Norm; } return array; } function Kernel_HMA(Input, N) { f = Kernel(2 * Kernel(Input,round(N/2)) - Kernel(Input,N), round(sqrt(N))); return f; } Length1 = Param("Length1", 8, 2, 50, 1); Length2 = Param("Length2", 13, 2, 50, 1); Length3 = Param("Length3", 21, 2, 50, 1); Smoothx = Kernel(C, Length1); Smoothy = Kernel(C, Length2); Smoothz = Kernel(C, Length3); x = C - Smoothx; y = C - Smoothy; z = C - Smoothz; Normx = Kernel_HMA(x/sqrt(Kernel(x^2,Length1)),2); Normy = Kernel_HMA(y/sqrt(Kernel(y^2,Length2)),2); Normz = Kernel_HMA(z/sqrt(Kernel(z^2,Length3)),2); Buy = ( Cross(Normx,0) OR Cross(Normy,0) OR Cross(Normz,0)) AND (Normx > Ref(Normx,-1) AND Normy > Ref(Normy,-1) AND Normz > Ref(Normz,-1)); Sell = ( Cross(0,Normx) OR Cross(0,Normy) OR Cross(0,Normz) ) AND (Normx < Ref(Normx,-1) AND Normy < Ref(Normy,-1) AND Normz < Ref(Normz,-1)); Short = Sell; Cover = Buy; Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy); shape = Buy * shapeUpArrow + Sell * shapeDownArrow; PlotShapes( shape, IIf( Buy, colorBrightGreen, colorRed ), 0, IIf( Buy, 0 , 0)); Plot(Normx, "Normx", colorYellow, styleThick); Plot(Normy, "Normy", colorBlue, styleThick); Plot(Normz, "Normz", colorRed, styleThick); Plot(0, "Zero", colorBlack, styleThick);
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