Amibroker SIROC Indicator Conversion

fitro · 2018-11-16T00:20:46+00:00

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)/(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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11/16/2018 at 1:20 AM #84979 quote
fitro
Participant

New
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();
```
11/16/2018 at 10:35 AM #85001 quote

Nicolas
Keymaster

Legend

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.

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

fitro
Participant

New

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.

Capture-1.jpg

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

Nicolas
Keymaster

Legend

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

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

fitro
Participant

New

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

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

fitro
Participant

New

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

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

Nicolas
Keymaster

Legend

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

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

Legend
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
```
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.
SIROC-prorealtime.png
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