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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - StockFinder 5.0 » Kaufman efficiency ratio stockfinder

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jabrae
Posted : Friday, October 30, 2009 12:01:24 PM
Registered User
Joined: 12/26/2006
Posts: 109
 I have found the replies on the Kaufman Adaptive Moving Average and can use the plot in StockFinder. Compared to the RealCode for the KAMA my request is simple.  Could you sent me the realcode for the Kaufman 10 day efficiency ratio which in Telechart is defined as:
(C - C10) / (ABS(C - C1) + ABS(C1 - C2) + ABS(C2 - C3) + ABS(C3 - C4) + ABS(C4 - C5) + ABS(C5 - C6) + ABS(C6 - C7) + ABS(C7 - C8) + ABS(C8 - C9) + ABS(C9 - C10))

Thanks
James
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Bruce_L
Posted : Friday, October 30, 2009 12:14:50 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 Please try the following RealCode Indicator:

'# Period = UserInput.Integer = 10
Static Den As Single
If CurrentIndex >= Period + 1 Then
    Den += System.Math.Abs(Price.Last - Price.Last(1)) - _
        System.Math.Abs(Price.Last(Period) - Price.Last(Period + 1))
Else If CurrentIndex >= 1 Then
    Den += System.Math.Abs(Price.Last - Price.Last(1))
Else
    Den = 0
End If
If CurrentIndex >= Period Then
    Plot = (Price.Last - Price.Last(Period)) / Den
Else
    Plot = Single.NaN
End If
-Bruce
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jabrae
Posted : Friday, October 30, 2009 12:36:53 PM
Registered User
Joined: 12/26/2006
Posts: 109
 When I plot the Telechart version I receive values between -1 and +1.  I note this plots likely between -100 and +100.  I will try changing the line Plot= 100 * ....... to 1*....... and I should achieve the values that are the same as Telechart.  Thanks.

James
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Bruce_L
Posted : Friday, October 30, 2009 12:44:01 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 You're welcome.
-Bruce
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Bulard
Posted : Tuesday, July 27, 2010 11:44:03 AM
Registered User
Joined: 7/26/2010
Posts: 14
 Thanks for this indicator. It plots correctly, however, when I try to add it as column for scan, all values are 0.
Do you know how I can make it scan/sort ?

Thanks
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Bruce_L
Posted : Tuesday, July 27, 2010 12:21:00 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 Bulard,
I've altered the original code to add the following (so the WatchList Column knows the minimum amount of data that can be used to calculate the Indicator):

Else
    Plot = Single.NaN

Please try using the altered version.
-Bruce
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Bulard
Posted : Wednesday, July 28, 2010 6:13:33 AM
Registered User
Joined: 7/26/2010
Posts: 14
 Thank you very much.
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Bruce_L
Posted : Wednesday, July 28, 2010 8:35:09 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 Bulard,
You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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