Class A divergence

P

   Hi, 

I'm not so sure that it would make it much faster, though give it a try and let me know.

[Description="Bullish & Bearish Divergence, Max"]

d := InputDate("Start Date", date(2009,2,10));

start:=BarsSince(OnOrSkipped(d));

ind:=Input("MACD=1, RSI=2, STOC=3",3,1);

pds:=Input("indicator periods",5,1);

Ch:=Input("peak/trough depth minimum (0-100%)",0,0)/100;

MD := if(start,macd()-ma(macd(),9,E), prev(undefined));

DSI := if(start,ma((ma(C - llv(L,pds),pds,E) / ma(hhv(H,pds) - llv(L,pds),pds,E))*100,2,E), prev(undefined));

y:=if(start,If(ind=1,MD,If(ind=2,RSI(C,pds),DSI)), prev(undefined));

{ detect indicator peak }

Pky:=y<Ref(y,-1) AND Ref(y,-1)>Ref(y,-2) AND Ref(y,-1)>=(y+Ref(y,-2))/2*(1+Ch);

Pky1:=ValueWhen(1,Pky,Ref(y,-1));

Pky2:=ValueWhen(2,Pky,Ref(y,-1));

{ save corresponding price bar peak }
Pkx1:=ValueWhen(1,Pky,Ref(C,-1));

Pkx2:=ValueWhen(2,Pky,Ref(C,-1));

{ detect indicator trough }
Try:=y>Ref(y,-1) AND Ref(y,-1)<Ref(y,-2) AND Ref(y,-1)<=(y+Ref(y,-2))/2*(1-Ch);

Try1:=ValueWhen(1,Try,Ref(y,-1));

Try2:=ValueWhen(2,Try,Ref(y,-1));

{ save corresponding price bar trough }
Trx1:=ValueWhen(1,Try,Ref(C,-1));

Trx2:=ValueWhen(2,Try,Ref(C,-1));

y;
[linestyle=marker; marker=type1; name=Bull_Div]

(Try AND Trx1<Trx2 AND Try1>Try2);

[linestyle=marker; marker=type2; name=Bear_Div]

(Pky AND Pkx1>Pkx2 AND Pky1<Pky2);

Edited by maximo - 23 Dec 2009 at 11:02pm

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maximo Members Profile Send Private Message Find Members Posts Add to Buddy List BullCharts Guru Joined: 02 Sep 2006 Location: Australia Posts: 232	Post Options Post Reply Quote maximo Report Post Quote Reply Posted: 23 Dec 2009 at 10:53pm
	Hi, I'm not so sure that it would make it much faster, though give it a try and let me know. [Description="Bullish & Bearish Divergence, Max"] d := InputDate("Start Date", date(2009,2,10)); start:=BarsSince(OnOrSkipped(d)); ind:=Input("MACD=1, RSI=2, STOC=3",3,1); pds:=Input("indicator periods",5,1); Ch:=Input("peak/trough depth minimum (0-100%)",0,0)/100; MD := if(start,macd()-ma(macd(),9,E), prev(undefined)); DSI := if(start,ma((ma(C - llv(L,pds),pds,E) / ma(hhv(H,pds) - llv(L,pds),pds,E))100,2,E), prev(undefined)); y:=if(start,If(ind=1,MD,If(ind=2,RSI(C,pds),DSI)), prev(undefined)); { detect indicator peak } Pky:=y<Ref(y,-1) AND Ref(y,-1)>Ref(y,-2) AND Ref(y,-1)>=(y+Ref(y,-2))/2(1+Ch); Pky1:=ValueWhen(1,Pky,Ref(y,-1)); Pky2:=ValueWhen(2,Pky,Ref(y,-1)); { save corresponding price bar peak } Pkx1:=ValueWhen(1,Pky,Ref(C,-1)); Pkx2:=ValueWhen(2,Pky,Ref(C,-1)); { detect indicator trough } Try:=y>Ref(y,-1) AND Ref(y,-1)<Ref(y,-2) AND Ref(y,-1)<=(y+Ref(y,-2))/2*(1-Ch); Try1:=ValueWhen(1,Try,Ref(y,-1)); Try2:=ValueWhen(2,Try,Ref(y,-1)); { save corresponding price bar trough } Trx1:=ValueWhen(1,Try,Ref(C,-1)); Trx2:=ValueWhen(2,Try,Ref(C,-1)); y; [linestyle=marker; marker=type1; name=Bull_Div] (Try AND Trx1<Trx2 AND Try1>Try2); [linestyle=marker; marker=type2; name=Bear_Div] (Pky AND Pkx1>Pkx2 AND Pky1<Pky2); Edited by maximo - 23 Dec 2009 at 11:02pm

hektorgsd Members Profile Send Private Message Find Members Posts Add to Buddy List Newbie Joined: 21 Dec 2009 Posts: 2	Post Options Post Reply Quote hektorgsd Report Post Quote Reply Posted: 24 Dec 2009 at 4:28pm
	Hi Maximo, That really makes it quicker. I really appreciate your help The new formula does not have DMI? Could you please help with the script with the DMI divergence with the start time option? I like having the four to compare! Merry Xmas H.

maximo Members Profile Send Private Message Find Members Posts Add to Buddy List BullCharts Guru Joined: 02 Sep 2006 Location: Australia Posts: 232	Post Options Post Reply Quote maximo Report Post Quote Reply Posted: 25 Dec 2009 at 2:01am
	Okay I've added DMI. Good to hear it's faster. [Description="Bullish & Bearish Divergence, Max"] d := InputDate("Start Date", date(2009,2,10)); start:=BarsSince(OnOrSkipped(d)); ind:=Input("MACD=1, RSI=2, STOC=3, DMI=4",1,1); pds:=Input("indicator periods",5,1); Ch:=Input("peak/trough depth minimum (0-100%)",0,0)/100; MD := if(start,macd()-ma(macd(),9,E), prev(undefined)); DSI := if(start,ma((ma(C - llv(L,pds),pds,E) / ma(hhv(H,pds) - llv(L,pds),pds,E))100,2,E), prev(undefined)); y:=if(start, If(ind=1,MD, If(ind=2,RSI(C,pds), If(ind=3,DSI, DX(pds)))), prev(undefined)); { detect indicator peak } Pky:=y<Ref(y,-1) AND Ref(y,-1)>Ref(y,-2) AND Ref(y,-1)>=(y+Ref(y,-2))/2(1+Ch); Pky1:=ValueWhen(1,Pky,Ref(y,-1)); Pky2:=ValueWhen(2,Pky,Ref(y,-1)); { save corresponding price bar peak } Pkx1:=ValueWhen(1,Pky,Ref(C,-1)); Pkx2:=ValueWhen(2,Pky,Ref(C,-1)); { detect indicator trough } Try:=y>Ref(y,-1) AND Ref(y,-1)<Ref(y,-2) AND Ref(y,-1)<=(y+Ref(y,-2))/2*(1-Ch); Try1:=ValueWhen(1,Try,Ref(y,-1)); Try2:=ValueWhen(2,Try,Ref(y,-1)); { save corresponding price bar trough } Trx1:=ValueWhen(1,Try,Ref(C,-1)); Trx2:=ValueWhen(2,Try,Ref(C,-1)); y; [linestyle=marker; marker=type1; name=Bull_Div] (Try AND Trx1<Trx2 AND Try1>Try2); [linestyle=marker; marker=type2; name=Bear_Div] (Pky AND Pkx1>Pkx2 AND Pky1<Pky2); ¸.·°¯°·.¸¸.-> Merry Christmas <-.¸¸.·°¯°·.¸

sonu panwar Members Profile Send Private Message Find Members Posts Visit Members Homepage Add to Buddy List Newbie Joined: 27 Feb 2010 Location: india Posts: 5	Post Options Post Reply Quote sonu panwar Report Post Quote Reply Posted: 27 Feb 2010 at 5:04pm
	Let P and Q be two probability distributions over a space Ω such that P is absolutely continuous with respect to Q. Then, for a convex function f such that f(1) = 0, the f-divergence of Q from P is $%20D_f%28P%5Cparallel%20Q%29%20=%20%5Cint_%7b%5COmega%7d%20f%5Cleft%28%5Cfrac%7bdP%7d%7bdQ%7d%5Cright%29%5C,dQ.$ If P and Q are both absolutely continuous with respect to a reference distribution μ on Ω then their probability densities p and q satisfy dP = p dμ and dQ = q dμ. In this case the f-divergence can be written as $%20D_f%28P%5Cparallel%20Q%29%20=%20%5Cint_%7b%5COmega%7d%20f%5Cleft%28%5Cfrac%7bp%28x%29%7d%7bq%28x%29%7d%5Cright%29q%28x%29%5C,d%5Cmu%28x%29.$ Instances of f-divergences
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Class A divergence

Instances of f-divergences