vertical horizontal filter (vhf).afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    Vertical Horizontal Filter (VHF)
//  Author/Uploader: Jayson 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-11-03 03:05:47
//  Origin:          Adam White
//  Keywords:        trend
//  Level:           basic
//  Flags:           indicator,commentary
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=229
//  Details URL:     http://www.amibroker.com/library/detail.php?id=229
//
//------------------------------------------------------------------------------
//
//  A trend Measuring Indicator
//
//------------------------------------------------------------------------------

pds=18; 
smooth=6;
hcp=HHV(C,pds);
lcp=LLV(C,pds);
mcp=C-Ref(C,-1);
sav=Sum(abs(mcp),pds);  

Vhf=(Hcp-Lcp)/sav;
Plot(EMA(vhf,smooth),"Vertical Horizontal Filter",colorBlue,4); 

Title=WriteIf(Vhf>Ref(Vhf,-1)AND Ref(Vhf,-1)>Ref(Vhf,-2),EncodeColor(colorGreen)+" VHF is currently rising.",EncodeColor(colorYellow)+" VHF is Falling."); 


//VHF Commentary

WriteIf(Vhf>Ref(Vhf,-1)AND Ref(Vhf,-1)>Ref(Vhf,-2),"\n VHF has been rising over the last 3 days. A rising VHF may indicate a trend is developing or strengthening"," \n VHF has been falling over the last 3 days. A falling VHF may indicate a Congestion phase is developing OR that the current trend is coming to and end"); 

"\n Developed by Adam White VHF is used to measure the degree of trendiness of a stock. It can be used in 3 ways....";

"\n 1) VHF Levels Above or below a given Level indicate the degree of trend. The higher the reading the stronger the trend.";

"\n 2) Direction of VHF can help to determine whether a trending or congestive phase is developing. A rising VHF means a trend is in place OR developing while a falling VHF may spell an end to that trend";

"\n 3) VHF is Contrarian. Expect congestion to follow an exceptionally High reading. A very Low reading may lead to A new trend." ;