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: rsi of volume weighted moving average.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:    RSI of volume weighted moving average
				//  Author/Uploader: Jim Wiehe 
				//  E-mail:          jimwiehe@indianadata.com
				//  Date/Time Added: 2006-07-21 06:38:21
				//  Origin:          John Bollinger interview in 2002 issue of TASC
				//  Keywords:        
				//  Level:           basic
				//  Flags:           indicator
				//  Formula URL:     http://www.amibroker.com/library/formula.php?id=636
				//  Details URL:     http://www.amibroker.com/library/detail.php?id=636
				//
				//------------------------------------------------------------------------------
				//
				//  This afl uses the RSIa function upon a volume weighted moving average.
				//  There are parameters to adjust the RSIa periods, VWMA periods and an
				//  additional ema smoothing period. I think Bollinger liked the 9 period RSI
				//  and a couple of double bottoms below 30.
				//
				//------------------------------------------------------------------------------
				
				_SECTION_BEGIN("RSI of a Volume weighted moving average");
				
				periods=Param("VWMA periods ",5,2,200,1);
				
				smoothing=Param("exp. smoothing of VWMA",3,2,200,1);
				rsiperiods=Param("rsi periods",9,2,200,1);
				Vwma = Sum((Volume*Close),periods)/Sum (Volume,periods);
				svwma=EMA(Vwma,smoothing);
				Plot(RSIa(SVwma,rsiperiods),"RSI of  VWMA ",colorBlack,styleLine);
				Plot(70,"",colorRed,styleLine);
				Plot(30,"",colorGreen,styleLine);
				
				_SECTION_END();			

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