KeltnerArEmaAdj.efs

ICE Data Services -


KeltnerArEmaAdj.efs 
  

File Name: KeltnerArEmaAdj.efs


Description:
Keltner study with a 20 period exponential moving average of the basis line and bands based on 2.5 * Average Range.


Formula Parameters:
nInputLength: Default is 20
nRangeFactor: Default is 2.5

Notes:
NA

Download File:
KeltnerArEmaAdj.efs




EFS Code:

/*********************************Provided By : eSignal. (c) Copyright 2003*********************************/function preMain() {    setPriceStudy(true);        /* Set the title that will appear in the study pane */    setStudyTitle("Keltner");    /* Set the label that will appear in the cursor window */    setCursorLabelName("K-Upper", 0);    setCursorLabelName("K-Basis", 1);    setCursorLabelName("K-Lower", 2);    setDefaultBarFgColor(Color.blue, 0); // upper	setDefaultBarFgColor(Color.red, 1); // basis	setDefaultBarFgColor(Color.blue, 2); // lower}function main(nInputLength, nRangeFactor) {	if(nInputLength == null)		nInputLength = 20;	if(nInputLength <= 0)		nInputLength = 20;	if(nRangeFactor == null)		nRangeFactor = 2.5;	if(nRangeFactor <= 0)		nRangeFactor = 2.5;	var dHigh = high(0, -nInputLength);	var dLow = low(0, -nInputLength);	var dKeltnerBasis= call("/Library/KeltnerEMA.efs", nInputLength);	if(dHigh == null || dLow == null || dKeltnerBasis == null)		return;	var dHminL = 0;	var i;	for(i = 0; i < nInputLength; i++) {		dHminL += dHigh[i] - dLow[i];	}	dHminL /= nInputLength;	return new Array(dKeltnerBasis + (nRangeFactor * dHminL), dKeltnerBasis, dKeltnerBasis - (nRangeFactor * dHminL));}