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: price with woodies pivots.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:    Price with Woodies Pivots
				//  Author/Uploader: Larry Jameson 
				//  E-mail:          cljameson@hotmail.com
				//  Date/Time Added: 2004-11-16 18:19:36
				//  Origin:          
				//  Keywords:        Price Woodie Woodies Pivots
				//  Level:           semi-advanced
				//  Flags:           indicator
				//  Formula URL:     http://www.amibroker.com/library/formula.php?id=406
				//  Details URL:     http://www.amibroker.com/library/detail.php?id=406
				//
				//------------------------------------------------------------------------------
				//
				//  Produces a price chart with Woodies Pivots. Only the pivots within a
				//  specified range are displayed to prevent autoscaling problems
				//
				//------------------------------------------------------------------------------
				
				////////////////////////////
				// Price with Woodies Pivots - Coded by Wring
				// Amibroker 4.63.1
				////////////////////////////
				//
				// Note:  Turn on GridLine boxes "Middle" and "Show Dates" 
				//        in the dialogue box just below
				//
				//	  Set the Background Colour to DarkOliveGreen
				//	  Set the Axes Colour to White
				//
				////////////////////////////////////
				// Calculate and plot Woodies Pivots
				////////////////////////////////////
				function Pivots()
				{
				TimeFrameSet(inDaily);
				//global R1,R2,S1,S2,PP,ColorR,ColorS,ColorP;
				PP  =  round((Ref(H,-1) + Ref(L,-1) + O*2) / 4);
				R1  =  (2 * PP) - Ref(L,-1);
				S1  =  (2 * PP)  - Ref(H,-1);
				R2  =  (PP - S1) + R1;
				S2  =  PP - (R1 - S1);
				TimeFrameRestore();
				
				ColorR = colorRose; 		// Resistance Bars colour
				ColorS = colorOrange; 	// Support Bars colour
				ColorP = colorSkyblue; 	// Woodies Pivot colour
				
				// set all pivots but last to close +5
				// This is done to eliminate problems with autoscaling
				//
				for (i=0;i				{
					PP[i] = H[i]+5;
					R1[i] = H[i]+5;
					R2[i] = H[i]+5;
					S1[i] = H[i]+5;
					S2[i] = H[i]+5;
				}
				//
				// I want the pivot line to emerge as a straight line from the right
				// side of the chart
				//
				for (i=BarCount-2;i>(BarCount-13);i--)//set the last bars to the final PP value
				{
					PP[i] = PP[BarCount-1];
					R1[i] = R1[BarCount-1];
					R2[i] = R2[BarCount-1];
					S1[i] = S1[BarCount-1];
					S2[i] = S2[BarCount-1];
				
					ColorR[i] = colorRose;
					ColorS[i] = colorOrange;
					ColorP[i] = colorSkyblue;
				}
				//
				// Conceal all but the trailing portion of the line
				//
				for (i=0;i				{
					ColorR[i] = ColorS[i] = ColorP[i] = colorDarkOliveGreen;
				}
				
				//
				// If price is above or below current price by more than this 
				// amount then the pivot won't print.  Trying to print offscreen
				// values causes problems with autoscaling
				//
				tolerance = 25;  
				//
				// Over how many bars should the tolerance be applied
				//
				range=30;
				// 
				// set up some constants
				//
				LastBar = BarCount-1;
				HiVal = HHV(H,range);
				LoVal = LLV(L,range);
				style = styleLine;
				
				//
				//only plot pivots close to price
				//
				if (PP[LastBar]										PP[LastBar]>(LoVal[LastBar]-tolerance))
				{
				//	PlotOHLC(PP,PP,PP,PP,"PP",colorSkyblue);
					Plot(PP,"PP",ColorP,style);
				}
				if (R1[LastBar]				{
					Plot(R1,"R1",ColorR,style);
				}
				if (R2[LastBar]				{
					Plot(R2,"R2",ColorR,style);
				}
				if (S1[LastBar] > (LoVal[LastBar]-tolerance) )//only plot pivots close to close price
				{
					Plot(S1,"S1",ColorS,style);
				}
				if (S2[LastBar] > (LoVal[LastBar]-tolerance) )//only plot pivots close to close price
				{
					Plot(S2,"S2",ColorS,style);
				}
				}
				
				
				// Main Program starts here
				
				////////////////////////////
				// Price with Woodies Pivots 
				////////////////////////////
				CCI14 = CCI(14);
				LSMA = round(LinearReg( Close, 25 )); 
				// Plot Woodies Pivots
				pivots();
				
				// Setup the title
				TitleStr = Interval(2) + " " + Name() + ", " + 
							EncodeColor(colorPink) + 
							"Price=" + H + ", " + L + ", " + C + ", " + 
							EncodeColor(colorTurquoise) + "34EMA" +	",\n" +
							EncodeColor(colorYellow) + "25lsma" + 
							EncodeColor(colorCustom12) + ", " +
							EncodeColor(colorWhite) + Date();
				Title = TitleStr;
				
				// Plot the price bars
				PlotOHLC(O,H,L,C,"Price",
						IIf(C >= Ref(C,-1),colorGreen,colorRed),styleCandle);
				
				Plot(EMA(C,34),"ema34",colorTurquoise,styledashed | styleNoLabel);
				Plot(LSMA,"lsma",colorYellow,styleLine | styleNoLabel);			

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