Amibroker SIROC Indicator Conversion

• 11/16/2018 at 1:20 AM #84979
  fitro

  Can anybody help with the conversion of the below Amibroker indicator.

  _SECTION_BEGIN("SIROC"); prd1 = Param("First period",36,5,300,1); prd2 = Param("Second period",8,1,100,1); prdCrs = Param("Crossover",3,1,300,1); prd2 = prd2*2-1; Src= EMA((C-EMA(C,30)) /(Ref(EMA(C,30),-30)+0.000001),prd1); SIROC =100-100/(1+IIf(EMA(IIf(Src-Ref(Src,-1)<0,-(Src-Ref(Src,-1)),0),prd2)==0,1000000,EMA(IIf (Src-Ref(Src,-1)>0,Src-Ref(Src,-1),0),prd2)/(EMA(IIf(Src-Ref(Src,-1)< 0,-(Src-Ref(Src,-1)),0),prd2)+0.000001))); DTrigger = EMA(SIROC,prdCrs); Plot(siroc,"siroc",colorBlue,1); Plot(dtrigger,"trigger",colorBrown,1); Plot(90,"90",colorGrey40,1); Plot(10,"10",colorGrey40,1); GraphXSpace = 5; //--- end --- // _SECTION_END();

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  _SECTION_BEGIN("SIROC"); prd1 = Param("First period",36,5,300,1); prd2 = Param("Second period",8,1,100,1); prdCrs = Param("Crossover",3,1,300,1); prd2 = prd2*2-1; Src= EMA((C-EMA(C,30)) /(Ref(EMA(C,30),-30)+0.000001),prd1); SIROC =100-100/(1+IIf(EMA(IIf(Src-Ref(Src,-1)<0,-(Src-Ref(Src,-1)),0),prd2)==0,1000000,EMA(IIf (Src-Ref(Src,-1)>0,Src-Ref(Src,-1),0),prd2)/(EMA(IIf(Src-Ref(Src,-1)< 0,-(Src-Ref(Src,-1)),0),prd2)+0.000001))); DTrigger = EMA(SIROC,prdCrs); Plot(siroc,"siroc",colorBlue,1); Plot(dtrigger,"trigger",colorBrown,1); Plot(90,"90",colorGrey40,1); Plot(10,"10",colorGrey40,1); GraphXSpace = 5; //--- end --- // _SECTION_END();

   

  

  fitro

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  11/16/2018 at 10:35 AM #85001
  Nicolas

  Hi, please next time follow these simple rules to post a query for a code conversion: Ask for a free code conversion

  This code looks a bit different, but is it related to this SIROC indicator? : Alexander Elder SIROC momentum

  If it’s not what you need, I will do the conversion.

  

  Nicolas

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  11/16/2018 at 11:36 AM #85018
  fitro

  Hi Nicolas

  The Elders Siroc is very similar but the Amibroker one gives slightly different readings plus has a signal line as well  It also displays overbought and oversold lines.

  I have attached a screen capture comparing the two.

   

   

  

  fitro

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  11/16/2018 at 12:07 PM #85022
  Nicolas

  Yes, seems that this one is normalized,  I’ll have a look asap.

  

  Nicolas

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  12/12/2018 at 1:54 AM #86910
  fitro

  Have you had a chance to look at this conversion yet?

  

  fitro

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  01/14/2019 at 10:35 PM #88622
  fitro

  Hi Nicolas

  When do you expect to be able to do this conversion?

  

  fitro

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  01/15/2019 at 9:43 AM #88655
  Nicolas

  oh I remember I have worked on it.. just let me retrieve what I did.. sorry for delay.

  

  Nicolas

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  01/15/2019 at 1:01 PM #88673
  Nicolas

  I recoded it from scratch, easier for me, here is the code:

  n1 = 36 n2 = 8 RSIp = 3 ema1 = average[n1,1](close) tmp1 = (close-ema1)/ema1[n1] ema2 = average[n2,1](tmp1) siroc = rsi[RSIp](ema2) return siroc

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  n1 = 36 n2 = 8 RSIp = 3   ema1 = average[n1,1](close) tmp1 = (close-ema1)/ema1[n1] ema2 = average[n2,1](tmp1) siroc = rsi[RSIp](ema2)   return siroc

   

  The SIROC is an oscillator ranging between 0 and 100. It is computed as an n3-period RSI of an n2-period EMA of the normalized residuals of an n1-period EMA of the price.

  

  Nicolas

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