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Amritendu Maji
2017-08-03 01:34:05
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Using your help and the examples from other functions, I tried to write the Zweig Indicator. It returns 0, 1, -1 and one can take their trading decisions based on that.
Before I upload the formula, can you please check and see that it works as intended? Input is the series (close is the default), PerOffLow and PerOffHigh
double p = Series[0];
double tL = PerOffLow[0]; //t in percent
double tH = PerOffHigh[0];
int trend = 0;
double LC = Series[0];
double HC = Series[0];
for(int i = 0;i<Series.Length;i++)
{
if (trend == 0)
{
if (((Series[i] - LC) / LC) >= (tL / 100))
{
trend = 1;
}
if (((HC - Series[i] ) / HC) >= (tL / 100))
{
trend = -1;
}
}
else if ((trend == 1) && (((HC - Series[i]) / HC) >= (tH / 100)))
{
trend = -1;
LC = Series[i];
}
else if (trend == -1 && ((Series[i] - LC) / LC) >= (tL / 100))
{
trend = 1;
HC = Series[i];
}
if ( Series[i] < LC) LC = Series[i];
if ( Series[i] > HC) HC = Series[i];
result[i] = trend;
}
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