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Double Stochastic Oscillator for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
oscillator, amibroker
Based on the the excel file made by David Vardi of http://cssanalytics.wordpress.com
Please check his blog for much more good quantitative ideas.
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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 | /*Double Stochastic------------------Based on David Vardi's Idea:http://cssanalytics.wordpress.com/2009/09/11/calculation-dv-super-smoothed-double-stochastic-oscillator/Coded by: Graves. Date: 18.9.2009.You can change the lookback period and find the optimal value for you.*///DS CodeLookback=Param("Look Back period",10,2,100,1);Fo=(C-LLV(L,lookback))/(HHV(H,lookback)-LLV(L,lookback));Go=(fo-LLV(fo,lookback))/(HHV(fo,lookback)-LLV(fo,lookback));Ho=MA(go,3);Io=0.85*Ho+0.15*Ref(Ho,-1);// End of DS CodePlot(Io, "DoubleStoc",ParamColor( "Color", colorCycle ),styleLine); |
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