srinisu
22 posts
msg #83061
- Ignore srinisu |
11/14/2009 12:39:53 PM
As I can't code for jack, I shall add some of the most recognized TA indicators that are not incorporated at SF. I'm hoping by providing the Tradestation language, it will be easier for the coders to convert it. Thx to Ehler's brilliant work and the brilliant coders on SF.
Trend indicator with nearly zero lag and about the same smoothing as EMA. Trade signals are generated by crossing of the trigger line and iTrend line.
* EHLERS INSTANTANEOUS TREND INDICATOR *
Inputs: Price ((H+L)/2), alpha(.07);
Vars: Smooth(0),
iTrend(0),
Trigger(0);
iTrend = (alpha- alpha*alpha/4)*price
+ .5* alpha * alpha * Price[1] -
(alpha - .75 * alpha*alpha) * Price[2] + 2
*(1 - alpha) * iTrend[1] -(1 - alpha)
*(1-alpha)*iTrend[2];
If currentBar < 7 then iTrend = Price + 2*price[1]
+ Price[2]/4;
Trigger = 2*iTrend - iTrend[2];
plot1 (iTrend,"iTrend",blue);
plot2 (Trigger, "Trig",green);
|