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: mcclellan summation index.afl

软件大小: 1290 K
上传用户: myc
关键词: Amibroker 精度 股票
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相关代码

				//------------------------------------------------------------------------------
				//
				//  Formula Name:    McClellan Summation Index
				//  Author/Uploader: Tomasz Janeczko 
				//  E-mail:          tj@amibroker.com
				//  Date/Time Added: 2001-06-16 08:27:58
				//  Origin:          Originally developed by Sherman and Marian McClellan
				//  Keywords:        breadth,overbought,oversold
				//  Level:           basic
				//  Flags:           indicator
				//  Formula URL:     http://www.amibroker.com/library/formula.php?id=13
				//  Details URL:     http://www.amibroker.com/library/detail.php?id=13
				//
				//------------------------------------------------------------------------------
				//
				//  The McClellan Summation Index is a market breadth indicator developed by
				//  Sherman and Marian McClellan. It is a long-term version of the McClellan
				//  Oscillator and its interpretation is similar to that of the McClellan
				//  Oscillator except that it is more suited to major trend reversals. For more
				//  extensive coverage of the index refer to the book Patterns for Profit, by
				//  Sherman and Marian McClellan. McClellan suggests the following rules for
				//  use with the summation Index: Look for major bottoms when the Summation
				//  Index falls below -1300. Look for major tops to occur when a divergence
				//  with the market occurs above a Summation Index level of +1600. The
				//  beginning of a significant bull market is indicated when the Summation
				//  Index crosses above +1900 after moving upward more than 3600 points from
				//  its prior low (e.g. the index moves from -1600 to +2000). The summation
				//  index is plotted by adding the Cum function to the McCllellan Oscillator.
				//
				//------------------------------------------------------------------------------
				
				/*
				McClellan Summation Index
				
				*/
				
				Graph0 = Cum( Ema( AdvIssues()-DecIssues(), 19 ) - Ema( AdvIssues()-DecIssues(), 39 ) );
				 
							

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