In trying build the MSR indicator introduced by David Varadi for Amibroker, I run into a shortcoming of the Amibroker Formula Language (AFL). The language does not allow for the Median() calculation over 3 price arrays (in this H,L,C). After several false attempts in AFL and consulting various sources of help, I decided to accept my fait and build my first .dll for Amibroker to calculate the Median across 2 Arrays or the Median across 3 Arrays.
Below are instructions to Download & Install.
Have fun with it!
– QD –
Instructions to install:
1. Download the QuantingDutchman.dll
2. As WordPress does not allow .dll or .zip files to be uploaded, you should change the extension from .doc to .dll.
3. Place the quantingdutchman.dll in the plugin folder of Amibroker
How to use:
Two functions are provided QDMedian2(x,y,period) and QDMedian3(x,y,z,period), where x,y,z are arrays and period is the amount of bars taken into account to calculate the median.
Sample code: qdmed2=QDMedian2(C,H,10); qdmed3=QDMedian3(C,L,H,10); Plot(qdmed2,"QDMedian2",colorBlue); Plot(qdmed3,"QDMedian3",colorRed);