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: the relative slope pivots.afl

软件大小: 1290 K
上传用户: myc
关键词: Amibroker 精度 股票
下载地址: 免注册下载 普通下载 VIP

相关代码

				//------------------------------------------------------------------------------
				//
				//  Formula Name:    The Relative Slope Pivots
				//  Author/Uploader: Dimitris Tsokakis 
				//  E-mail:          
				//  Date/Time Added: 2002-03-25 04:30:18
				//  Origin:          
				//  Keywords:        
				//  Level:           advanced
				//  Flags:           indicator
				//  Formula URL:     http://www.amibroker.com/library/formula.php?id=181
				//  Details URL:     http://www.amibroker.com/library/detail.php?id=181
				//
				//------------------------------------------------------------------------------
				//
				//  Definitions:
				//
				//  "RS up pivot" (RSUP) is the population of stocks presenting a bearish
				//  turning point (bearish pivot)
				//
				//  over a certain (positive) level of their Relative Slope value.
				//
				//  "RS down pivot" (RSDP) is the population of stocks presenting a bullish
				//  turning point (bullish pivot)
				//
				//  below a certain (negative) level of their Relative Slope value.
				//
				//  The two levels are predetermined and estimated by the Technical Analyst, as
				//  the levels where the majority of stocks obtained their maximum
				//  (respectively minimum) Relative slope value.
				//
				//  Observation indicates that an 80% of this level performs well.
				//
				//  In the following code, conditions RS>2 and RS				//  They may be modified according to market profile.
				//
				//------------------------------------------------------------------------------
				
				/*RSPIVOTS*/
				K=EMA((H+L+C)/3,10);
				S1=2*(K-Ref(K,-1))/(K+Ref(K,-1));
				RS=100*EMA(S1,3);
				s3=RSRef(RS,-2) AND RS>2;
				s4=RS>Ref(RS,-1) AND Ref(RS,-1)				values9 = s3>0;
				values10=s4>0;
				AddToComposite(Values9,"~rsuppivot","V");
				AddToComposite(Values10,"~rsdownpivot","V");
				Buy=0;			

相关资源