Stock Portfolio Organizer

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

Gauss Kernel System for Amibroker (AFL)

Rating:
3 / 5 (Votes 4)
Tags:
oscillator, trading system, amibroker

Plots deviation of Close from its Kernel Gauss Filter, and normalized to the rms of the deviations. A simple strategy is built around it.

Screenshots

Similar Indicators / Formulas

Rahul Mohindar Oscillator (RMO)
Submitted by kaiji over 14 years ago
Heikin-Ashi Candles Oscillator for Long term
Submitted by NTA over 11 years ago
Price Oscillator
Submitted by ariful_islam over 13 years ago
ZeroLag RSI with Buy/Sell
Submitted by erecruiters almost 13 years ago
TSI V.2
Submitted by Anonymous over 11 years ago
Trending Wave 2 System
Submitted by Dryden about 12 years ago

Indicator / Formula

Copy & Paste Friendly
function Kernel(Input, Length)
{

Norm = 0;
sigma = (Length+1)/4.0;

for (i = 0; i <= Length; i++)
		
	{
		Norm = Norm + exp(-((Length/2 - i)*(Length/2 - i))/(2*sigma*sigma));
	}

array = Input;

for (j = Length; j < BarCount; j++)
	{
		Filtered = 0;

		for (k = 0; k <= Length; k++)

			{
				Filtered = Filtered + exp(-((Length/2 - k)*(Length/2 - k))/(2*sigma*sigma))*Input[j - k];
			}

		array[j] = Filtered/Norm;

	}
return array;
}

function Kernel_HMA(Input, N)
{
	f = Kernel(2 * Kernel(Input,round(N/2)) - Kernel(Input,N), round(sqrt(N)));
return f;
}

Length1 = Param("Length1", 8, 2, 50, 1);
Length2 = Param("Length2", 13, 2, 50, 1);
Length3 = Param("Length3", 21, 2, 50, 1);

Smoothx = Kernel(C, Length1);
Smoothy = Kernel(C, Length2);
Smoothz = Kernel(C, Length3);

x = C - Smoothx;
y = C - Smoothy;
z = C - Smoothz;

Normx = Kernel_HMA(x/sqrt(Kernel(x^2,Length1)),2);
Normy = Kernel_HMA(y/sqrt(Kernel(y^2,Length2)),2);
Normz = Kernel_HMA(z/sqrt(Kernel(z^2,Length3)),2);

Buy = ( Cross(Normx,0) OR Cross(Normy,0) OR Cross(Normz,0)) AND (Normx > Ref(Normx,-1) AND Normy > Ref(Normy,-1) AND Normz > Ref(Normz,-1));
Sell = ( Cross(0,Normx) OR Cross(0,Normy) OR Cross(0,Normz) ) AND (Normx < Ref(Normx,-1) AND Normy < Ref(Normy,-1) AND Normz < Ref(Normz,-1));
Short = Sell;
Cover = Buy;

Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorBrightGreen, colorRed ), 0, IIf( Buy, 0 , 0));

Plot(Normx, "Normx", colorYellow, styleThick);
Plot(Normy, "Normy", colorBlue, styleThick);
Plot(Normz, "Normz", colorRed, styleThick);
Plot(0, "Zero", colorBlack, styleThick);

0 comments

Leave Comment

Please login here to leave a comment.

Back