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The code is in the subscribers area: TRADESTATION CODE FOR ADAPTIVE STOCHASTIC OSCILLATOR
{--- (c) 2K Tushar Chande; Adaptive Stochastic Oscillator ---}
vars: v1(0), v2(0), v3(0), v4(0) ;
vars: lenmax(28), lenmin(7), currlen(0) ;
vars: hh(0), ll(0), stoch(0), stochma(0) ;
{--- Calculate 20-day std. Dev. And its 20-day range ---}
v1 = stddev(c,20) ;
v2 = highest(v1, 20) ;
v3 = lowest(v1, 20) ;
{--- Create v4: stochastic oscillator for 20-day std. dev. ---}
{--- if v1=v2 (highest level) => v4 = 1; if v1=v3 (lowest level) => v4=0 ---}
if (v2-v3) > 0 then v4 = ((v1 - v3)/(v2-v3)) Else v4 = 0 ;
{--- Calculate current effective length; if v4 = 1, then length = mininum ---}
currlen = IntPortion(lenmin + (lenmax-lenmin)*(1-v4)) ;
{--- Calculate stochastic oscillator and its 3-day exponential average ---}
hh = highest(h, currlen) ;
ll = lowest(l, currlen) ;
if (hh-ll) > 0 then stoch = ((close - ll)/(hh - ll)) * 100 ;
if currentbar = 1 then stochma = 0 else
stochma = 0.5*stoch + 0.5*stochma[1] ;
{--- Plot data ---}
plot1(stoch, "adapt_stoch") ;
plot2(stochma, "stochma") ;
plot3(80, "hi_ref") ;
plot4(20, "lo_ref") ;
{ --- End of code -}
- - - - - - - - - - - - - - - - - - - - - - - - - - - -Clyde
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<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
M.
Simms
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Cc: <A title=JSweeney@xxxxxxxxxxx
href="mailto:JSweeney@xxxxxxxxxxx";>John Sweeney S&C ; <A
title=jrhall@xxxxxxxxxxxx
href="mailto:jrhall@xxxxxxxxxxxx";>jrhall@xxxxxxxxxxxx
Sent: Saturday, November 10, 2001
20:00
Subject: RE: [RT] Digest Number 669
Thanks John, but funny... several searches on that site
produced no relevanthits for "adaptive stochastic".Buggy/defective
traders.com search engine ? Could be !> -----Original
Message-----> From: John Hall [mailto:jrhall@xxxxxxxxxxxx]>
Sent: Saturday, November 10, 2001 1:05 PM> To: <A
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx>
Subject: RE: [RT] Digest Number 669>>> TASC. Code is on
the TASC web site.> John>> -----Original
Message-----> From: Terry [mailto:terrence@xxxxxxxxxxxxxx]>
Sent: Saturday, November 10, 2001 10:03 AM> To:
realtraders@xxxxxxxxxxxxxxx> Subject: Re: [RT] Digest Number
669>>> At 05:18 AM 11/10/2001, you wrote:>
>Message: 18> > Date: Fri, 9 Nov 2001 14:03:40
-0800> > From: "John Hall"
<jrhall@xxxxxxxxxxxx>> >Subject: RE: Re: Adaptive
Stochastic> >> >Chande published his version of an
adaptive stochastic last year. July> >2000.>
>John>> Where?>>> To unsubscribe from
this group, send an email to:>
realtraders-unsubscribe@xxxxxxxxxxxxxxx>>>> Your
use of Yahoo! Groups is subject to <A
href="http://docs.yahoo.com/info/terms/";>http://docs.yahoo.com/info/terms/>>>>
To unsubscribe from this group, send an email to:>
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