一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

				//------------------------------------------------------------------------------
				//
				//  Formula Name:    Volatility Breakout with Bollinger Bands
				//  Author/Uploader: Joachim Feseck 
				//  E-mail:          joachimfeseckqweb.de
				//  Date/Time Added: 2003-01-19 07:49:55
				//  Origin:          
				//  Keywords:        
				//  Level:           medium
				//  Flags:           system,exploration
				//  Formula URL:     http://www.amibroker.com/library/formula.php?id=256
				//  Details URL:     http://www.amibroker.com/library/detail.php?id=256
				//
				//------------------------------------------------------------------------------
				//
				//  This Tradingsystem gives buy and short signals when after Bollinger Bands
				//  got very narrow they spread out and the Close touches the band (top or
				//  bottom). Additionally the MFI has to confirm this volatility breakout. But
				//  please be carefull because some stock suddenly change direction and in this
				//  case the really change! For more information please read "Bollinger on
				//  Bollinger Bands".
				//
				//------------------------------------------------------------------------------
				
				Band= (BBandTop( C, 20, 2 ) - BBandBot( C, 20, 2)) / MA(Close, 20 ) * 100;
				B= ((Close - BBandBot( Close, 20, 2 )) / (BBandTop( Close, 20, 2 ) - BBandBot( Close, 20, 2 ))) * 100;
				
				Buy = band < 15 AND b > 95 AND MFI(10) > 60;
				Sell = Cross(Close,SAR(0.01,0.2));
				Short = band < 15 AND b < 5 AND MFI(10) < 40;
				Cover = Cross(SAR(0.01,0.2), Close);
				
				Filter = (band < 15 AND b > 95 AND MFI(10) > 60)  OR (band < 15 AND b < 5 AND MFI(10) < 40);
				
				NumColumns = 1;
				Column0 = Close;