• 概述
  • 评论
  • 评论 (1)
  • 新特性

PSAR currency strength

The Parabolic SAR Indicator is controlled by the acceleration factor that is comprised of two variables: the Step (Acceleration Factor) and the Maximum Step. This indicator uses the PSAR (inbuilt) indicator and returns two strength scores (2 lines in window) - one for the base currency and other for counter currency.It combines the group of correlated (base & counter) currency pairs dynamically from the chart, as per:

  • AUD="AUDUSD","AUDCAD","AUDCHF","AUDJPY","AUDNZD" / "EURAUD","GBPAUD"
  • USD="USDJPY","USDCHF","USDCAD","USDNOK","USDSEK" / "AUDUSD","NZDUSD","EURUSD","GBPUSD"
  • NZD="NZDCAD","NZDCHF","NZDJPY","NZDUSD" /  "AUDNZD","EURNZD","GBPNZD"
  • GBP="GBPUSD","GBPAUD","GBPNZD","GBPCAD","GBPCHF","GBPJPY","GBPSEK","GBPNOK" / "EURGBP"
  • EUR="EURUSD","EURAUD","EURNZD","EURCAD","EURCHF","EURGBP","EURJPY","EURSEK","EURNOK"
  • CHF="CHFJPY" / "EURCHF","USDCHF","AUDCHF","NZDCHF","GBPCHF","CADCHF"
  • CAD="CADCHF","CADJPY" / "AUDCAD","NZDCAD","EURCAD","GBPCAD","USDCAD" 
  • JPY="USDJPY","AUDJPY","NZDJPY","CADJPY","CHFJPY","EURJPY","GBPJPY","SEKJPY","NOKJPY","SGDJPY"

When base score > counter score, means base currency is showing bullish indicator momentum and vice versa.


Parameters:

  • PSAR_Step - Sensitivity of the indicator.
  • PSAR_Max - Maximum movement of the Parabolic SAR Indicator as the price moves.
  • PriceType - PriceOpen,PriceHigh,PriceLow,PriceClose
无评论
版本 160.125 - 2016.01.27
TypeOfScore parameter set to default of "Percent", others deprecated
版本 140.921 - 2014.09.26
New option in TypeOfScore parameter:
Percent - sums the difference as % of (PriceType / PSAR(step,max)) per bar for all related pairs.
版本 140.913 - 2014.09.17
Code re-factoring, changed parameters to enumerators.
版本 140.909 - 2014.09.10
Fixed situation where the symbol does not exist and ignores it in the scoring.
版本 140.908 - 2014.09.09
New parameter PriceType - type of price to score: Open, High, Low or Close.