candlestick commentary-modified.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

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//
//  Formula Name:    Candlestick Commentary-modified
//  Author/Uploader: Rob Stewart 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-10-22 19:55:09
//  Origin:          Modified version of previously submitted "Candlestick Commentary"
//  Keywords:        candlestick commentary
//  Level:           semi-advanced
//  Flags:           commentary
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=228
//  Details URL:     http://www.amibroker.com/library/detail.php?id=228
//
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//
//  I modified the previous Candlestick Commentary.
//
//  Adding heading and formatting to the output.
//
//  Now the output window can be shrunk down to minimum
//
//  size and you can still see all the comments.
//
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/*******************************************************
Candlestick Commentary
Load this file into the Commentary Option of the Analysis tab. Green arrows indicate bullish candles.
Red arrows indicate bearish candles. Scroll down the commentary for comments. 
This is a work in progress. Thanks to all on this forum whose code I may have incorporated into this file. Comments are from Steve Nison "Japanese Candlestick Charting Techniques" and the LitWick web site.
**********************************************************/

/*Body Colors*/
whiteBody=C>=O;
blackBody=O>C;

/*Body Size*/
smallBodyMaximum=0.0025;//less than 0.25%
LargeBodyMinimum=0.01;//greater than 1.0%
smallBody=(O>=C*(1-smallBodyMaximum) AND whiteBody) 
         OR (C>=O*(1-smallBodyMaximum) AND blackBody);
largeBody=(C>=O*(1+largeBodyMinimum) AND whiteBody) 
         OR C<=O*(1-largeBodyMinimum) AND blackBody;
mediumBody=NOT LargeBody AND NOT smallBody;
identicalBodies=abs(abs(Ref(O,-1)-Ref(C,-1))-abs(O-C)) < 
          abs(O-C)*smallBodyMaximum;
realBodySize=abs(O-C);


/*Shadows*/
smallUpperShadow=(whiteBody AND H<=C*(1+smallBodyMaximum))
               OR (blackBody AND H<=O*(1+smallBodyMaximum));
smallLowerShadow=(whiteBody AND L>=O*(1-smallBodyMaximum)) 
               OR (blackBody AND L>=C*(1-smallBodyMaximum));
largeUpperShadow=(whiteBody AND H>=C*(1+largeBodyMinimum)) 
               OR (blackBody AND H>=O*(1+largeBodyMinimum));
largeLowerShadow=(whiteBody AND L<=O*(1-largeBodyMinimum)) 
              OR (blackBody AND L<=C*(1-largeBodyMinimum));

/*Gaps*/
upGap=  IIf(Ref(blackBody,-1)AND whiteBody AND O>Ref(O,-1),1,
        IIf(Ref(blackbody,-1) AND blackBody AND C>Ref(O,-1),1,
        IIf(Ref(whiteBody,-1) AND whiteBody AND O>Ref(C,-1),1,
        IIf(Ref(whiteBody,-1) AND blackBody AND C>Ref(C,-1),1,0))));

downGap=IIf(Ref(blackBody,-1)AND whiteBody AND C<Ref(C,-1),1,
        IIf(Ref(blackbody,-1) AND blackBody AND O<Ref(C,-1),1,
        IIf(Ref(whiteBody,-1) AND whiteBody AND C<Ref(O,-1),1,
        IIf(Ref(whiteBody,-1) AND blackBody AND O<Ref(O,-1),1,0))));


/*Candle Definitions*/
spinningTop=mediumBody;
doji=CdDoji(threshold=0.05);/*abs(C-O) <= (C*smallBodyMaximum) OR
(abs(O-C)<=((H-L)*0.1));*/
dojiStar=doji AND (upgap OR downgap)AND Ref(LargeBody,-1);
marabuzu=LargeBody AND smallUpperShadow AND smallLowerShadow;

shootingStar=/*(NOT largeBody AND smallLowerShadow AND LargeUpperShadow) OR*/
    smallLowerShadow AND NOT doji AND
   ((blackBody AND abs(O-H)>2*realBodySize) OR
   (whiteBody AND abs(H-C)>2*realBodySize));

Hammer=smallUpperShadow AND NOT doji AND
   ((blackBody AND abs(C-L)>2*realBodySize) OR
   (whiteBody AND abs(L-O)>2*realBodySize));

tweezerTop=abs(H-Ref(H,-1))<=H*0.0025;
tweezerBottom=abs(L-Ref(L,-1))<=L*0.0025;
engulfing=
   IIf(blackBody AND Ref(blackbody,-1) AND C<Ref(C,-1) AND O>Ref(O,-1),1,
   IIf(blackBody AND Ref(whiteBody,-1) AND O>Ref(C,-1) AND C<Ref(O,-1),1,
   IIf(whitebody AND Ref(whitebody,-1) AND C>Ref(C,-1) AND O<Ref(O,-1),1,
   IIf(whiteBody AND Ref(blackBody,-1) AND C>Ref(O,-1)AND O<Ref(C,-1),1,0))));
Harami=
   IIf(blackbody AND Ref(blackBody,-1) AND O<Ref(O,-1) AND C>Ref(C,-1),1,
   IIf(blackBody AND Ref(whiteBody,-1) AND C>Ref(O,-1) AND O<Ref(C,-1),1,
   IIf(whiteBody AND Ref(whiteBody,-1) AND C<Ref(C,-1) AND O>Ref(O,-1),1,
   IIf(whiteBody AND Ref(blackBody,-1) AND O>Ref(C,-1) AND C<Ref(O,-1),1,0))));


/*Maximum High Today - (MHT)
Today is the maximum High in the last 5 days*/
MHT=  HHV(H,5)==H;

/*Maximum High Yesterday - (MHY)
Yesterday is the maximum High in the last 5 days*/
MHY=   HHV(H,5)==Ref ( H, -1);

/*Minimum Low Today - (MLT)
Today is the minimum Low in the last 5 days*/
MLT=   LLV(L,5)==L;

/*Minimum Low Yesterday - (MLY)
Yesterday is the minimum Low in the last 5 days*/
MLY=   LLV(L,5)==Ref(L,-1);

/*DOJI definitions*/

/*Doji Today - (DT)*/
DT = abs(C-O) <= (C*smallBodyMaximum) OR
(abs(O-C)<=((H-L)*0.1));

/* Doji Yesterday - (DY)*/
DY = abs(Ref ( C, -1)-Ref(O,-1)) <= Ref ( C, -1) *smallBodyMaximum OR
abs (Ref ( O, -1)-Ref(C,-1)) <= (Ref ( H, -1 ) - Ref ( L, -1 ) )*0.1;

/**************************************************
             BULLISH CANDLESTICKS
*************************************************** */

/* Abandoned Baby Bullish*/
abandonedBabybullish =Ref(largeBody,-2) AND Ref(blackBody,-2)//Large black candle
             AND Ref(GapDown(),-1)  
             AND whiteBody AND LargeBody AND GapUp();//Large white candle

/* Belt Hold*///Bad formula
beltHoldBullish = largeBody AND smallLowerShadow AND whiteBody AND MLT;


/*BreakAway Bullish*/
breakAwayBullish=Ref(Largebody,-4) AND Ref(blackBody,-4)
              AND Ref(blackBody,-3) AND Ref(O,-3)<Ref(C,-4)
              AND Ref(smallbody,-2) AND Ref(C,-2)<Ref(C,-3)
              AND Ref(C,-1)<Ref(C,-2)
              AND LargeBody AND whiteBody AND C>Ref(O, -3) 
              AND C<Ref(C,-4);

/*Concealing Baby Swallow only one trade */
ConcealingBabySwallow=Ref(marabuzu,-3) AND Ref(blackbody,-3) AND
                      Ref(MArabuzu,-2) AND Ref(blackBody,-2) AND
                      Ref(blackBody,-1) AND Ref(downGap,-1) AND 
                      Ref(H,-1)>Ref(C,-2)AND Ref(blackbody,-1)AND 
                      blackBody AND engulfing;

/*Doji Star Bullish*/
dojiStarBullish=(dojiStar AND (MLT OR MLY))OR 
   (doji AND (C<Ref(C,-1) OR O<Ref(C,-1))AND Ref(blackBody,-1)
    AND Ref(LargeBody,-1));

/*Engulfing Bullish*/   
engulfingBullish =
    engulfing AND largeBody AND whiteBody AND 
    (Ref(blackbody,-1) OR Ref(Doji,-1)) AND MLT;

/*Hammer Bullish*/
hammerBullish=Hammer AND (MLT OR MLY);

/*Dragonfly Doji Bullish*/
dragonflyDoji=smallBody AND LargeLowerShadow AND smallUpperShadow AND MLT;

/* Harami Bullish*/
haramiBullish = harami AND Ref (LargeBody,-1) AND Ref(blackBody,-1) AND
                NOT LargeBody AND whiteBody;

/*Harami Cross*/
HaramiCross=harami AND Ref(LargeBody,-1) AND Ref(blackBody,-1) AND doji; 
       
/* Homing Pigeon*/
homingPigeon =  Ref(largeBody,-1) AND Ref(blackBody,-1) AND
                H<= Ref ( O, -1 ) AND L>=Ref( C, -1) AND C<O AND MLY;

/*Inverted Hammer*/
invertedHammer=shootingStar AND (MLT OR MLY);

/* Meeting LinesBullish*/
meetingLinesbullish= Ref(LargeBody,-1) AND Ref(blackBody,-1) AND
                     LargeBody AND whiteBody AND
                     C>Ref(C,-1)*0.9975 AND C< Ref(C,-1)*1.0025;

/*Morning Doji Star*/
morningDojiStar= Ref(LargeBody,-2) AND Ref(blackBody,-2) AND
                 Ref(doji,-1) AND Ref(O,-1)<Ref(C,-2) AND
                 whiteBody AND C>Ref(C,-2) AND MLY;

/* Morning Star*/
morningStar =Ref(largeBody,-2) AND Ref(blackBody,-2)//Large black candle 
             AND Ref(downGap,-1)//Gap down yesterday
             AND whiteBody AND LargeBody AND C>Ref(C,-2)//Large white candle today
             AND MLY; //Yesterday was the low

/* Piercing Line*/
piercingLine= Ref(largeBody,-1) AND Ref(blackBody,-1)AND
               O<Ref(L,-1) AND C>=(Ref(O,-1)+Ref(C,-1))/2 AND C<Ref(O,-1) AND MLT;

/* Stick Sandwich*/
stickSandwich=Ref(largeBody,-2) AND Ref(blackbody,-2) AND 
              Ref(largeBody,-1) AND Ref(whiteBody,-1) AND
              Ref(O,-1)>=Ref(C,-2) AND O>=Ref(C,-1) AND
              abs(C-Ref(C,-2))<=C*0.0025;

/*Three Inside Up harami confirming*/
threeInsideUp =Ref(Haramibullish,-1) AND whiteBody AND 
    largeBody AND C>Ref(C,-1);