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Details:

Formula name: Adaptave Zones O/B & O/S Oscillator
Author/Uploader: Anthony Faragasso - ajf1111 [at] epix.net
Date/Time added: 2001-12-27 10:22:54
Origin:
Keywords:
Level: medium
Flags: indicator
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Description:

Automatically Adjusts the Overbought and Oversold levels based on past performance.( Lookback ).
Set up to be used with AmiBroker PrePackaged indicators,RSI,CCI,STOCHK,STOCHD,MFI,ULTIMATE,ROC,
Also, Added RSI of MACD indicator.
User Friendly, Set with Vairable Identifiers and information in the title as to what indicator is being studied.

A1=RSIt; B2=RSI(pds); C3=CCI(pds); D4=StochK(pds); E5=StochD(pds);
F6=MFI(pds); G7=Ultimate(pds); H8=ROC(C,pds);

Osc=C3; /*insert variable by Identifier*/

Further Improvements will be Added to Enhance.

Formula:

/*Adaptive Zones OB/OS OSCILLATOR*/
/*Automatically Adjusts the overbought and oversold levels based on past
performance*/
/*Interpreted and coded by Anthony Faragasso*/
/*Can be used with PrePackaged
indicators,RSI,CCI,STOCHK,STOCHD,MFI,ULTIMATE,*/
/*For ROC add the Close. ex.ROC(C,pds);*/

MaxGraph=10;
/*Input */
Lookback=60;
PerCent=95;
Pds =14;

/****Dimitri Code***********/
/*14-Day RSI of MACD()*/
//t=14; Replaced with pds= statement
Var=MACD();
Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Ut=Wilders(Up,Pds);
Dt=Wilders(Dn,Pds);
RSIt=100*(Ut/(Ut+Dt));
/************End Code*************************/

/*******Variables******************/

A1=RSIt; B2=RSI(pds); C3=CCI(pds); D4=StochK(pds); E5=StochD(pds);
F6=MFI(pds); G7=Ultimate(pds); H8=ROC(C,pds);


Osc=C3; /*insert variable by Identifier*/

/*Value of Osc*/
Value1 = Osc;

/*Highest AND Lowest Values of Osc during Lookback Period*/
Value2 = HHV(Value1,Lookback);
Value3 = LLV(Value1,Lookback);

/*Range of Osc during Lookback Period*/
Value4 = Value2 - Value3;

/*Define PerCent of Range to determine OB AND OS levels*/
Value5 = Value4 * (PerCent / 100);

/*Calculate OB AND OS levels*/
Value6 = Value3 + Value5;
Value7 = Value2 - Value5;

baseline=IIf( Osc < 100 AND Osc > 10 ,50 ,IIf( Osc < 0 ,0,0));

Header=WriteIf(Osc==A1," RSI Of MACD",WriteIf(Osc==b2," RSI",WriteIf(Osc==C3,"
CCI",WriteIf(Osc==D4,"STOCHK",WriteIf(Osc==E5,"STO CHD",WriteIf(Osc==F6," MONEY
FLOW INDEX",WriteIf(Osc==G7," ULTIMATE",WriteIf(Osc==H8,"
ROC(CLOSE)",""))))))));

Plot(Value1, Header,6,1+4); /*BLUE*/
Plot(Value6," O/B",4,1+4); /*RED -TOP(SELL)*/
Plot(Value7," O/S",5,1+4); /*GREEN-BOT(BUY)*/
Plot(Baseline," Baseline",7,1+4); /* yellow*/

Vài dòng nhận xét:

*******Adaptive Zones OB/OS OSCILLATOR********
1. Automatically Adjusts the Overbought and Oversold levels based on past performance.( Lookback ).
The closer the lookback period ( ex. 25, which I like with the RSI ) the more responsive the Zones become.( short term trading ).
2. You can set the sensitivity of the Zones.( ex. 95, 85,80, etc.) Percent. Then interpret the signals as you would with other oscillators.
a) Buy when the oscillator falls below a specific level and then rises above that level.
b) Sell when the oscillator rises above a specific level and then falls below that level.
c) Look for Divergences. ( Ex. When prices are making a series of new highs and the oscillator is failing to surpass it previous highs.
3. Instead of the arbitrary ( 30,70 ) , ( 20,80 ) etc. The Adaptive Zones Automatically adjust the OverBought and OverSold Levels Based on past performance of
the derivitive , which is set with the Lookback Variable ( 60 or closer( 25), seems to give a good interpretation of
current market conditions ) and your Percent setting, giving optimal o/b and o/s levels.
A setting of percent=95, is extreme Buy and sell levels, When the oscillator touches the Top
zone and then Turn down ( Possible Sell ), and when the oscillator touches the Bottom Zone
and Turns up ( Possible Buy ).
4. If Oscillator is continually above the Baseline, market in an uptrend, If Oscillator is continually
Below the Baseline, Market in a Downtrend.