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#1 Selling Amibroker Plugin featuring:
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Advanced Pattern Exploration
Neural Networks
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StdDev move and Z-Score mix for Amibroker (AFL)
Rating:
3 / 5 (Votes 2)
Tags:
amibroker
I told you earlier that i am not a coder/programmer but like to trics/tweaks with due respect to original creator .this time i jist mix 2 afl z-score and standard deviation move and found something interesting.
Screenshots
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Indicator / Formula
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/*-----------------------------------------------------------
MTR Investors Group - www.MTRIG.com
Statistical Z-Score Indicator: Tracks how many standard
deviations the price is from the mean.
For more information on this indicator see the links below.
MTRIG - Reference
http://blog.mtrig.com/mtrig/blog/page/Z-Score-Indicator.aspx
Z-Score Trader's Notebook Article
http://premium.working-money.com/wm/display.asp?art=344
AMIBroker forumula on Traders.com
http://www.traders.com/Documentation/FEEDbk_docs/Archive/022003/TradersTips/TradersTips.html
Z-Score in Wikipedia
http://en.wikipedia.org/wiki/Standard_score
-------------------------------------------------------------*/
periods = Param( "Period", 20, 1,3, 1);
ZScore = ( Close - MA( Close, periods ) ) / StDev( Close, periods );
Plot(ZScore, "Z-Score", colorDarkGrey );
Plot(2, "2", colorBlueGrey);
Plot(0, "0", colorBlueGrey );
Plot(-2, "-2", colorBlueGrey);
//3 Gradient Color
_SECTION_BEGIN("3 color gradient");
priceAxesWidth=0;
dateAxesHeight=0;
TitleHeight=0;
pxwidth = Status("pxwidth");
pxheight = Status("pxheight");
chartwidth = pxwidth-priceAxesWidth;
chartheight = pxheight-dateAxesHeight;
topColor=ParamColor("topColor",ColorRGB(207,254,240) );
centerColor=ParamColor("centerColor", ColorRGB(249,236,164));
botColor=ParamColor("BottomColor", ColorRGB( 253,223,196));
priceAxesColor=ParamColor("priceAxesColor", colorWhite );
dateAxesColor=ParamColor("dateAxesColor", colorWhite);
relPos=Param("centerPosition%",50,0,100,1)/100;
centerHeight=chartheight*Param("centerHeight%",10,0,100,1)/100;
x0=0;
y0=Max(TitleHeight,chartheight*relPos-centerHeight/2);
x1=chartwidth;
y1=Min(chartheight,chartheight*relPos+centerHeight/2);
GfxSetBkMode( 1 );
GfxSetOverlayMode(1);
GfxGradientRect(0,0,chartwidth,TitleHeight, colorWhite ,colorWhite);
GfxGradientRect(chartwidth,0,pxwidth,pxheight, priceAxesColor
,priceAxesColor);
GfxGradientRect(0,chartheight,chartwidth,pxheight, dateAxesColor
,dateAxesColor);
GfxGradientRect(x0,y0,x1,y1, CenterColor ,CenterColor );
GfxGradientRect(0,TitleHeight,chartwidth, y0,topColor, CenterColor );
GfxGradientRect(0,y1,chartwidth, chartheight, CenterColor ,botColor);
_SECTION_END();
_SECTION_BEGIN("STANDARD DEVIATION MOVE");
stmove=(C-MA(C,20))/StDev(C,20);
Plot(stmove,"Standard Deviation Move",colorBlue,styleHistogram);
Plot(1,"",colorRed,styleLine);
Plot(-1,"",colorRed,styleLine);
_SECTION_END();
/*-----------------------------------------------------------
MTR Investors Group - www.MTRIG.com
Statistical Z-Score Indicator: Tracks how many standard
deviations the price is from the mean.
For more information on this indicator see the links below.
MTRIG - Reference
http://blog.mtrig.com/mtrig/blog/page/Z-Score-Indicator.aspx
Z-Score Trader's Notebook Article
http://premium.working-money.com/wm/display.asp?art=344
AMIBroker forumula on Traders.com
http://www.traders.com/Documentation/FEEDbk_docs/Archive/022003/TradersTips/TradersTips.html
Z-Score in Wikipedia
http://en.wikipedia.org/wiki/Standard_score
-------------------------------------------------------------*/
periods = Param( "Period", 20, 1,3, 1);
ZScore = ( Close - MA( Close, periods ) ) / StDev( Close, periods );
Plot(ZScore, "Z-Score", colorDarkGrey );
Plot(2, "2", colorBlueGrey);
Plot(0, "0", colorBlueGrey );
Plot(-2, "-2", colorBlueGrey);
//3 Gradient Color
_SECTION_BEGIN("3 color gradient");
priceAxesWidth=0;
dateAxesHeight=0;
TitleHeight=0;
pxwidth = Status("pxwidth");
pxheight = Status("pxheight");
chartwidth = pxwidth-priceAxesWidth;
chartheight = pxheight-dateAxesHeight;
topColor=ParamColor("topColor",ColorRGB(207,254,240) );
centerColor=ParamColor("centerColor", ColorRGB(249,236,164));
botColor=ParamColor("BottomColor", ColorRGB( 253,223,196));
priceAxesColor=ParamColor("priceAxesColor", colorWhite );
dateAxesColor=ParamColor("dateAxesColor", colorWhite);
relPos=Param("centerPosition%",50,0,100,1)/100;
centerHeight=chartheight*Param("centerHeight%",10,0,100,1)/100;
x0=0;
y0=Max(TitleHeight,chartheight*relPos-centerHeight/2);
x1=chartwidth;
y1=Min(chartheight,chartheight*relPos+centerHeight/2);
GfxSetBkMode( 1 );
GfxSetOverlayMode(1);
GfxGradientRect(0,0,chartwidth,TitleHeight, colorWhite ,colorWhite);
GfxGradientRect(chartwidth,0,pxwidth,pxheight, priceAxesColor
,priceAxesColor);
GfxGradientRect(0,chartheight,chartwidth,pxheight, dateAxesColor
,dateAxesColor);
GfxGradientRect(x0,y0,x1,y1, CenterColor ,CenterColor );
GfxGradientRect(0,TitleHeight,chartwidth, y0,topColor, CenterColor );
GfxGradientRect(0,y1,chartwidth, chartheight, CenterColor ,botColor);
_SECTION_END();2 comments
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Thank you Classy bhai. :-p
can you pls post the support and resistance indicator on the price chart.
Thanks in advance