|
PureBytes Links
Trading Reference Links
|
Hi there,
I am trying to modify the Parabolic SAR formula I found on
Amibroker's website (written by Thomas Ludwig)so that it uses Heikin
ashi O, H, L and C instead of normal O, H, L, C. I tried to do this
by simply replacing all the O, H, L, and C in the SAR formula by the
corresponding Heikin Ashi HaClose, HaOpen, HaHigh and HaLow. However,
this just doesn't work and I can't find out why. Whenever I am trying
to blot the SAR, it says that it is EMPTY and no curve can be seen.
The two formulas are lised below.
Any help would be greatly appreciated!
Thanks a lot!
//Heikin Ashi:
HaClose = (O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
// Parabolic SAR (ParabXO):
acc=Param("Acceleration factor",0.02,0.01,0.05,0.01);
af_start=Param("Starting AF value",0.02,0.01,0.05,0.01);
af_max=Param("Maximum AF value",0.2,0.1,0.3,0.01);
Ct=Param("Crossover threshold in %",1,0,3,0.5);
Ct1=Ct/100;
IAF = acc;
MaxAF = af_max; // max acceleration
psar = Close; // initialize
long = 1; // assume long for initial conditions
af = af_start; // starting value of the acelleration factor
ep = Low[ 0 ]; // init extreme point
hp = High [ 0 ];
lp = Low [ 0 ];
for( i = 2; i < BarCount; i++ )
{
if ( long )
{
psar [ i ] = psar [ i-1 ] + af * ( hp - psar [ i-
1 ] );
}
else
{
psar [ i ] = psar [ i-1 ] + af * ( lp - psar [ i-
1 ] );
}
reverse = 0;
//check for reversal
if ( long )
{
if ( Low [ i ] < psar [ i ] * (1-Ct1) )
{
long = 0; reverse = 1; // reverse position to
Short
psar [ i ] = hp; // SAR is High point
in prev trade
lp = Low [ i ];
af = af_start;
}
}
else
{
if ( High [ i ] > psar [ i ] * (1+Ct1) )
{
long = 1; reverse = 1; //reverse
position to long
psar [ i ] = lp;
hp = High [ i ];
af = af_start;
}
}
if ( reverse == 0 )
{
if ( long )
{
if ( High [ i ] > hp )
{
hp = High [ i ];
af = af + IAF;
if( af > MaxAF ) af = MaxAF;
}
if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low
[ i - 1 ];
if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low
[ i - 2 ];
}
else
{
if ( Low [ i ] < lp )
{
lp = Low [ i ];
af = af + IAF;
if( af > MaxAF ) af = MaxAF;
}
if( High[ i - 1 ] > psar[ i ] ) psar[ i ] =
High[ i - 1 ];
if( High[ i - 2 ] > psar[ i ] ) psar[ i ] =
High[ i - 2 ];
}
}
}
Plot( psar, _DEFAULT_NAME(), ParamColor( "Color", colorRed ),
styleDots | styleNoLine | styleThick );
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|