一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台
源代码在线查看: relative vigour index.afl
//------------------------------------------------------------------------------
//
// Formula Name: Relative Vigour Index
// Author/Uploader: Stefan Bondorowicz
// E-mail: SBondorowicz@aol.com
// Date/Time Added: 2002-01-18 11:17:19
// Origin: John Ehler
// Keywords:
// Level: basic
// Flags: indicator
// Formula URL: http://www.amibroker.com/library/formula.php?id=150
// Details URL: http://www.amibroker.com/library/detail.php?id=150
//
//------------------------------------------------------------------------------
//
// Relative Vigour Index described in an article by John Ehlers
//
// in the January 2002 edition of TASC.
//
//------------------------------------------------------------------------------
/* Relative Vigour Index from TASC 01/02 */
period = 14;
value1 = ( ( C - O ) + ( 2 * Ref( C - O, -1) ) + ( 2 * Ref( C - O, -2) ) + Ref( C - O, -3) ) / 6;
value2 = ( ( H - L ) + ( 2 * Ref( H - L, -1) ) + ( 2 * Ref( H - L, -2) ) + Ref( H - L, -3) ) / 6;
num = Sum( value1, period );
denom = Sum( value2, period );
RVI = IIf( denom != 0, num / denom, 0);
RVISig = ( RVI + 2 * Ref( RVI, -1) + 2 * Ref( RVI, -2) + Ref( RVI, -3) ) / 6;
Graph1 = RVI;
Graph0 = RVISig;