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Zero lag indicator for Amibroker (AFL)
Rating:
3 / 5 (Votes 6)
Tags:
amibroker, moving average, zero lag
FRom S& C mag of November 2010. Hope You will like it
Subrahmanyam
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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 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 | _SECTION_BEGIN("Zero Lag Indicator");// Zero-Lag Indicator for AmiBroker // TASC Traders Tips November 2010 // Length = Param("Length", 32, 0, 100 ); GainLimit = Param("Gain limit", 22, 1, 100 ); Threshold = Param("Threshold", 0.75, 0.1, 10, 0.01 ); alpha = 2 / ( Length + 1 ); iEMA = AMA( Close, alpha ); EC = Close[ 0 ]; for( bar = 0; bar < BarCount; bar++ ) { EC1 = EC; LeastError = 1e9; BestEC = 0; for( gain = -0.1 * GainLimit; gain < 0.1 * GainLimit; gain += 0.1 ) { EC = alpha * ( iEMA[ bar ] + gain * ( Close[ bar ] - EC1 ) ) + ( 1 - alpha ) * EC1; Error = abs( Close[ bar ] - EC ); if( Error < LeastError ) { LeastError = Error; BestEC = EC; } } iEC[ bar ] = BestEC; iLeastError[ bar ] = LeastError; } Plot( iEMA, "EMA", colorRed ); Plot( iEC, "EC" + _PARAM_VALUES(), colorYellow, styleThick ); Plot( C, "Close", ParamColor("Color", colorGreen ), ParamStyle("Style") | GetPriceStyle() ); // strategy rules Buy = Cross( iEC, iEMA ) AND 100 * iLeastError / Close > Threshold; Short = Cross( iEMA, iEC ) AND 100 * iLeastError / Close > Threshold; Sell = Short; Cover = Buy; PlotShapes( IIf( Buy, shapeDigit9 + shapePositionAbove, shapeNone ), colorGreen ); // trade on next bar open SetTradeDelays( 1, 1, 1, 1 ); BuyPrice = SellPrice = CoverPrice = ShortPrice = Open; _SECTION_END(); |
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Today is OCT 2010
How can u get the formula of next month?
Hello Ayuraveda,
Magazines are prepared at least 1 month in advance, for reasons that you might guess.
Traders’tips (from S & C mag), provides nearly every month some interesting formulas.
Here is the link for Zero lag indicator: http://www.traders.com/Documentation/FEEDbk_docs/2010/11/TradersTips.html
Thank you Konidena for this formula.
Regards,
It’s a good AFL. I’like to combine with one of the Gupp AFl.
So, very powerfull. Thank’s a lot for contribution AFL.
Regards,