Hi,
I am a newbie to Amibroker, but I had
tried Metastock briefly. To me Amibroker is more user friendly and has many
value added applications such as free data feed from IB and yahoo
+ many others....
I need your help converting one my trend
following indicator to Amibroker format and create buy and sell signals for my
backtesting. While at the same time I will try to learn a little bit at a time
in doing so. Any useful reference for me would be appreciated.
Anyway thinks you all in advance.
Best regards,
Tim
Dunn-Type1
==========
TD1:=If(BarsSince(H>Ref(H,-1) AND L>Ref(L,-1))
<
BarsSince(L<Ref(L,-1) AND
H<Ref(H,-1)),
{then}1,
{else}-1);
TD1
Dunn-Type2
==========
TD1:=If(BarsSince((H>Ref(H,-1) AND
L>Ref(L,-1))
AND (Ref(H,-1)>Ref(H,-2)
AND Ref(L,-1)>Ref(L,-2)))
<
BarsSince((L<Ref(L,-1) AND H<Ref(H,-1))
AND
(Ref(L,-1)<Ref(L,-2)
AND
Ref(H,-1)<Ref(H,-2))),
{then}1,
{else}-1);
TD1
Dunnigan Trend
==============
{Ask to use 1 day or 2 day Swing
type}
St:=Input("Short Term Swing Type, 1 or 2 ?",
1,2,2);
{Call Swing
Type Formula}
Sd:=If(Round(St)=1,
{then}
FmlVar("Dunn-Type1","TD1"),
{else} FmlVar("Dunn-Type2","TD1"));
{Number Of
Periods Since Swing Started Up}
Hc:=BarsSince(SD=-1);
{Number Of Periods
Since Swing Started Down}
Lc:=BarsSince(SD=1);
{Find Highest Value Of Up
Swing}
Hv:=If(Hc>Lc AND
H>Ref(H,-1),
{then}HighestSince(1,Hc=1,H),
{else}0);
{Find Lowest
Value Of Down Swing}
Lv:=If(Hc<Lc AND
L<Ref(L,-1),
{then}LowestSince(1,Lc=1,L),
{else}0);
{Find The Low Of
The Highest High}
Hlv:=ValueWhen(1,H=Hv,L);
{Find The High Of The Lowest
Low}
Lhv:=ValueWhen(1,L=Lv,H);
{Calculate And Plot Trend
Direction,
Note: 1= Uptrend,
-1= Downtrend}
TD2:=If(Sd=1 AND
H>Lhv,
{then}1,
{else}If(Sd=-1 AND
L<Hlv,
{then}-1,
{else}0));
TD3:=ValueWhen(1,TD2<>0,TD2);
TD3
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