_SECTION_BEGIN("MA Detrend 28");
SetBarsRequired(100000,0);
period1 = Param("Period1",6,1,10,1);
period2 = Param("Period2",9,1,100,1);
period3 = Param("Period3",28,1,300,1);
M0 = MA(C,period1 );
M1 = MA(C,period2 );
M2 = MA(C,period3 );
Detrend28 = M0 - M1;
Detrend50 = M1 - M2;
Detrended = M0 + (Detrend28 + Detrend50)/3;
M02 = MA(H,period1 );
M10 = MA(H,period2 );
M20 = MA(H,period3 );
Detrend28a = M02 - M10;
Detrend50a = M10 - M20;
Detrendeda = M02 + (Detrend28a + Detrend50a)/3;
M03 = MA(L,period1 );
M13 = MA(L,period2 );
M23 = MA(L,period3 );
Detrend28b = M03 - M13;
Detrend50b = M13 - M23;
Detrendedb = M03 + (Detrend28b + Detrend50b)/3;
Plot(Close,"Close",1,128);
//Plot(Detrend28 ,"Detrend28 ",7,1);
//Plot(Detrend50 ,"Detrend50 ",6,1);
Plot(Detrendeda ,"High ",6,1);
Plot(Detrended ,"Close ",2,1);
Plot(Detrendedb ,"Low ",4,1);
Plot(EMA(C,34),"",14,1);
_SECTION_END();Mr. Valley -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] Behalf Of louisprefontaine Sent: Saturday, March 01, 2008 4:19 PM To: [email protected] Subject: [amibroker] Re: Detrending... log Anybody can help? Thanks, Louis --- In [email protected], "Louis Préfontaine" <[EMAIL PROTECTED]> wrote: > > I am trying to build a formula to "detrend" the market. > > What I want to set is something like this > > Close of day 0 * ( log (open day2/open day 1) - average log return of > every day of the data available. > > Anybody can do that? > > Thanks, > > Louis >
