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Universal Cycle Index (UCI) for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
oscillator, amibroker
This indicator by Stuart Belknap is a variation of a classic MACD indicator that he calls the universal cycle index (UCI).
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Indicator / Formula
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function SigomPcnt()
{
yom = 100 * ( C - Ref( MA( C, 25 ), 12 ) )/Ref( MA( C, 25 ), 12 );
avyom = MA( yom, 50 );
varyom = MA( yom ^ 2, 50 ) - avyom ^ 2;
som = Ref( sqrt( varyom ), -12 );
return MA( som, 25 );
}
function UCI( period )
{
period2 = floor( period / 2 ); // divide original period by 2
period4 = floor( period / 4 ); // half
sigom = SigomPcnt();
yme = 100 * ( EMA( C, period4 ) - EMA( C, period2 ))/EMA( C, period2 );
ymes = TSF( yme, 6 );
return 100 * ymes / sigom;
}
function CenteredUCI( period )
{
period2 = floor( period / 2 ); // divide original period by 2
period4 = floor( period / 4 ); // half
sigom = SigomPcnt();
ym = 100 * ( Ref( MA( C, period2 ), period4 ) -
Ref( MA( C, period ), period2 ) ) /
Ref( MA( C, period ), period2 );
return 100 * ym / sigom;
}
period = Param("period", 25, 25, 100, 2 );
IsCentered = ParamToggle("Centered?", "No|Yes");
grid = IIf( period >= 100, 150, IIf( period >= 50, 100, 50 ) );
SetChartOptions( 0, 0, 0 );
if( IsCentered )
{
Plot( x = CenteredUCI( period ), "Centered UCI(" + period + ")",
ParamColor("Color", colorRed) );
}
else
{
Plot( x = UCI( period ), "UCI(" + period + ")",
ParamColor("Color", colorRed) );
}
PlotGrid( grid );
PlotGrid( 0 );
PlotGrid( -grid );0 comments
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