commodity channel index.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:    Commodity Channel Index
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:55:42
//  Origin:          Originally developed by Donald R. Lambert
//  Keywords:        
//  Level:           medium
//  Flags:           system,commentary
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=22
//  Details URL:     http://www.amibroker.com/library/detail.php?id=22
//
//------------------------------------------------------------------------------
//
//  CCI measures price excursions from the mean price as a statistical
//  variation. The indicator works quite well with commodities, stocks and
//  mutual funds. It keeps trades neutral in a sideways moving market, and
//  helps get in the market when a breakout occurs.
//
//  This sample commentary shows how to use WriteVal() and WriteIf functions
//  and implements basic CCI interpretation rules. May be also used as a simple
//  trading system.
//
//------------------------------------------------------------------------------

/* Project:       AmiBroker
** File:          cci.afl
** Title:         CCI Guru Commentary Example (English)
** Requirements:  AFL 1.1 (AmiBroker 3.0) or above
** Date:          Feb 9th, 1999
** Written by:    Tomasz Janeczko
*/ 

buy=cross( cci(), -100 );
sell = cross( 100, cci() );

"Review of " + fullname() + " (" + name() + ")" + "\nas of " + date();


"\nCurrent Statistics\n";
"Close:    " + WriteVal(Close);
"Change:   " + WriteVal(Close - Ref( Close, -1 ) ) ;
"CCI Value:" + WriteVal(CCI());

"\nCCI is now in "+
writeif( cci() < -100, "oversold", 
writeif( cci() > 100,  "overbought", "neutral" )) +
" range";

bsbuy  = barssince( buy );
bssell = barssince( sell );

"\nCCI has generated "+
writeif( bsbuy > 5 AND bssell > 5, "no signals during last 5 periods.",
writeif( bsbuy < bssell, "buy signal " + writeval( bsbuy, 3.0  ),
"sell signal " + writeval( bssell, 3.0) ) + " periods ago.");