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Kase Peak Oscillator for Amibroker (AFL)
vole_00
about 13 years ago
Amibroker (AFL)

Rating:
5 / 5 (Votes 2)
Tags:
oscillator, amibroker

http://srsc.com.vn/forum/trading-system/6449-kase-peak-oscillator.html

I convert this code to amibroker and upload to forum srsc.com.vn too.

Screenshots

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Indicator / Formula

Copy & Paste Friendly
Per1 = Param("Per1",7,1,100,1);
RWH=(H-Ref(L,-Per1))/(ATR(Per1)*sqrt(Per1));
RWL=(Ref(H,-Per1)-L)/(ATR(Per1)*sqrt(Per1));
Pk=WMA((RWH-RWL),3);
MN=MA(Pk,Per1);
SD=StDev(Pk,Per1);
Val1=IIf(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);
Val2=IIf(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);
ln1=IIf(Pk>0,Val1,IIf(Pk<0,Val2,0));
Red=IIf(Ref(Pk,-1)>Pk,Pk,0);
Blue=IIf(Pk>Ref(Pk,-1),Pk,0);
Plot(Red,"Red",colorRed,styleHistogram);
Plot(Blue,"Blue",colorBlue,styleHistogram);
Plot(ln1,"ln",colorGreen,styleLine);

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