Keep getting a syntax error after “function FisherSto(array, period, factor)
{ “
I am using 5.0
_SECTION_BEGIN("Fisher Transform of Stochastics");
// Fisher transform of stochastics
//
//It is an improvement on the Stochastics. Identifying turning points better
with less wipsaws.
//Good for swing trading.
//
function FisherSto(array, period, factor) {
MaxH = HHV(array, period);
MinL = LLV(array, period);
Range = MaxH - MinL;
sto = (array - MinL)/(MaxH - MinL);
Value1 = AMA(2*(sto - 0.5), factor);
Value1 = IIf(Value1 > 0.999, 0.999, IIf(Value1 < -0.999, -0.999,
Value1));
Fish = AMA(log((1 + Value1)/(1 - Value1)), 0.5);
return fish;
}
// Parameters
period = Param("Period", 14, 3, 35, 1);
factor = 0.10;
price = AMA(Avg,0.5);
StoFR = FisherSto(price, period, factor); temp = Ref(StoFR,-1);
Plot(StoFR, "Stochastic", colorRed,styleThick); Plot(Ref(StoFR,-1),
"previous", colorPink,styleDashed);
Buy=Cross(StoFR,temp);
Sell=Cross(temp,StoFR);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone) ,colorGreen,0,Graph0,-5);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,Graph1,5);
_SECTION_END();
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of progster01
Sent: Monday, March 03, 2008 1:06 AM
To: [email protected]
Subject: [amibroker] Re: The OHLC and Split Scams
Brian,
I agree with everything you've said, with one possible exception - as
I see it, the presence or absence of HL precedence information is
appropriately designated a "quality" item, since basic "path of the
market" info is either present (in theory), or not. Not having that
information is a data quality fault, or rather a data format design
fault. That's basically what Herman said (OHLC is obsolete) and I
started writing in agreement with him, only I wrote a bit more than I
set out to!
Thanks for your comments.
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Checked by AVG Free Edition.
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3:59 PM
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Checked by AVG Free Edition.
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3:59 PM
