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.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:    The Relative Slope
				//  Author/Uploader: Dimitris Tsokakis 
				//  E-mail:          tsokakis@oneway.gr
				//  Date/Time Added: 2001-07-02 11:46:37
				//  Origin:          
				//  Keywords:        
				//  Level:           basic
				//  Flags:           indicator
				//  Formula URL:     http://www.amibroker.com/library/formula.php?id=43
				//  Details URL:     http://www.amibroker.com/library/detail.php?id=43
				//
				//------------------------------------------------------------------------------
				//
				//  Definition: For a variable X, the difference of two cascade values of X,
				//
				//  devided by their sum.
				//
				//  For scaling purposes,this quotient may be multiplied by a numerical
				//  coefficient.
				//
				//  Example:
				//
				//  The Relative Slope of exponential moving average of "typical price"
				//
				//  A variable independent of specific stock values, usually in the range
				//
				//  -10				//
				//  with peaks and troughs almost eliminating the lag between close and
				//
				//  smoothing average.
				//
				//  As an indicator, it presents excellent divergences with close graph,
				//  anticipating
				//
				//  trend reversals.
				//
				//  It is also valuable for classification of stocks, according to their
				//  maximum and minimum
				//
				//  RS values.
				//
				//------------------------------------------------------------------------------
				
				/*Relative Slope*/
				/*by Dimitris Tsokakis*/
				K=EMA((H+L+C)/3,10);
				S1=2*(K-REF(K,-1))/(K+REF(K,-1));
				RS=100*EMA(S1,3);
				GRAPH0=RS;
							

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