Download Aggregate M Indicator For Amibroker (AFL)

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5 / 5 (Votes 2)

oscillator, amibroker

David Varadi’s Aggregate M Indicator as discussed here: http://cssanalytics.wordpress.com/2009/11/05/trend-or-mean-reversion-why-make-a-choice-the-simple-aggregate-m-indicator/

Submitted by abhinavsingh over 13 years ago

Submitted by tuanstock1 over 10 years ago

Submitted by dljtrader over 14 years ago

Submitted by janet0211 almost 15 years ago

Submitted by klimpek over 14 years ago

Submitted by genkumag over 13 years ago

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//PercentRankHLC Function
//As Coded by Ramon Cummins
function PercentRankHLC(Data1, Data2, Data3, Periods) {
    Count = 0;
    for (i = 0; i < Periods + 1; i++) {
        Count = Count + IIf(Ref(Data3, 0) > Ref(Data1, -i), 1, 0);
        Count = Count + IIf(Ref(Data3, 0) > Ref(Data2, -i), 1, 0);
        Count = Count + IIf(Ref(Data3, 0) > Ref(Data3, -i), 1, 0);
    }
    return 100 * Count / (Periods*3-1);
}
 
//David Varadi's Aggregate M Indicator as discussed here:
//http://cssanalytics.wordpress.com/2009/11/05/trend-or-mean-reversion-why-make-a-choice-the-simple-aggregate-m-indicator/
rank_Long = PercentRankHLC( H, L, C, 252 );
rank_Short = 1 - PercentRankHLC( H, L, C, 10 );
Value = ( rank_Long + rank_Short ) / 2;
AggM = ( Ref(value, -1) * 0.4 ) + ( value * 0.6 );
 
Plot(AggM, "AggM", colorBlack);
 
Plot(50, "", colorLightGrey);
Plot(0, "", colorLightGrey);
Plot(-50, "", colorLightGrey);

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Aggregate M Indicator for Amibroker (AFL)
BBChopper
almost 14 years ago
Amibroker (AFL)

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