Thank you very much for the conversion. I will compare results to my excel program. The first thing I noticed is that it works in a trending market, but not in a range bound market. A little tweaking will be in order.
--- In [email protected], "sanjiv" <sumanga...@...> wrote: > > Hello, > > You could please see if following is what you are looking for. Please do > cross verify individual component by plotting to make sure that the formula > is doing what you are looking for : > > //============ > > xMACD = MACD(12,26) ; > Signal_9 = Signal(12, 26, 9); > xHistogram = xMACD - Signal_9; > //==================================== Hist Trend > ======================================== > Hist_Trend = IIf( xHistogram > 0, 1, -1); > Hist_Trend = IIf(xHistogram >0 ,IIf(Ref(Hist_Trend,-1) == 5 , 5, > Ref(Hist_Trend,-1)+1) ,IIf(xHistogram > Ref(xHistogram,-1) , > Ref(Hist_Trend,-1) ,IIf(Ref(Hist_Trend,-1) ==-5 ,-5, Ref(Hist_Trend,-1) -1))); > //==================================== MACD Trend > ====================================== > MACD_Trend = IIf( xMACD > 0, 1, -1); > > MACD_Trend = IIf(xMACD > 0 , IIf(Ref(xMACD,-1) == 5 , 5,Ref(xMACD,-1) +1) > ,IIf(xMACD > Ref(xMACD,-1) ,Ref(xMACD,-1) , IIf(Ref(xMACD,-1)== -5 , -5 , > Ref(xMACD,-1) -1))); > //===================================== MA Trend > ======================================= > MA_Trend = IIf (C > MA(C,20) , 1 , -1); > MA_Trend = IIf(C > MA(C,20) , IIf(Ref(MA_Trend,-1) == 5 , 5, > Ref(MA_Trend,-1)+1) , IIf(MA_Trend > Ref(MA_Trend,-1), Ref(MA_Trend,-1) , > IIf(Ref(MA_Trend,-1) == -5 , -5 , Ref(MA_Trend,-1) -1))); > //======================================TREND=========================================== > Trend = (Hist_Trend + (MACD_Trend * 3) + (MA_Trend * 2)) / 6; //Weighted > Average of Three Trend Indicators > Trend_Average = MA(Trend,10); > mTRADE = IIf (Trend_Average >= 0 , IIf (Ref(Trend_Average,-1) < 0 , 1 ,0) , > IIf (Ref(Trend_Average,-1) > 0 ,-1 , 0)); > > Buy = Cover = mTRADE == 1; > Sell = Short = mTRADE == -1; > > BuyPrice = SellPrice = ShortPrice = CoverPrice = C; > SetTradeDelays(0,0,0,0); > > Plot( C, "C",colorYellow, 128 ); > > PlotShapes( shapeUpArrow * Buy, colorGreen, 0 , L, -10 ); > PlotShapes( shapeDownArrow * Sell, colorRed, 0 , H, -10 ); > > > With Regards > > Sanjiv Bansal > > --- In [email protected], "JEFF F" <jefff@> wrote: > > > > I have created this simple system in excel and would like to try to convert > > it to AFL. If anyone can help, I would appreciate it. > > > > ===================================DEFINITIONS======================================= > > MACD = EMA12 EMA26 > > 9 Day Signal = 9 Day Average MACD > > Histogram = MACD - 9 Day Signal > > ==================================== Hist Trend > > ======================================== > > Hist Trend = If Histogram > 0, 1, -1 > > =IF(Histogram Today >0 , IF(Hist Trend Yesterday = 5 , 5, Hist Trend > > Yesterday +1) , IF(Histogram Today > Histogram Yesterday , Hist Trend > > Yesterday , IF(Hist Trend Yesterday =-5 , -5, Hist Trend Yesterday -1))) > > ==================================== MACD Trend > > ====================================== > > MACD Trend = If MACD > 0, 1, -1 > > =IF(MACD Today > 0 , IF(MACD Trend Yesterday = 5 , 5, MACD Trend Yesterday > > +1) , IF(MACD Today > MACD Yesterday , MACD Trend Yesterday , IF(MACD Trend > > Yesterday = -5 , -5 , MACD Trend Yesterday -1))) > > ===================================== MA Trend > > ======================================= > > MA Trend = IF (Close > MA20 , 1 , -1) > > =IF(Close Today > MA20 Today , IF(MA Trend Yesterday = 5 , 5, MA Trend > > Yesterday +1) , IF(Close Today > Close Yesterday, MA Trend Yesterday , > > IF(MA Trend Yesterday = -5 , -5 , MA Trend Yesterday -1))) > > ======================================TREND========================================= > > Trend = (Hist Trend + (MACD Trend * 3) + (MA Trend * 2)) / 6 //Weighted > > Average of Three Trend Indicators > > Trend Average = AVERAGE (10 Day Trend) > > =IF (Trend Average Today >= 0 , IF (Trend Average Yesterday < 0 , "BUY" , > > "Hold") , IF (Trend Average Yesterday > 0 , "SELL" , "Hold")) > > =========================================END======================================== > > >
