relative strength 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:    Relative Strength Index
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:50:34
//  Origin:          Relative Strength Index was originally developed by Welles Wilder
//  Keywords:        relative strength
//  Level:           medium
//  Flags:           system,commentary
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=20
//  Details URL:     http://www.amibroker.com/library/detail.php?id=20
//
//------------------------------------------------------------------------------
//
//  Sample commentary using RSI showing how to use WriteIF() and WriteVal()
//  functions.
//
//  May be also used as a simple trading system.
//
//------------------------------------------------------------------------------

/* File:          RSI Guru Commentary
** Requirements:  AmiBroker 3.0 (AFL 1.1)
** Last Modified: TJ, Mar 22nd, 1999 
*/

"Review of " + name() +" as of "+date();

vrsi = rsi( 14 );

buy = cross( vrsi, 30 );
sell = cross( 70, vrsi );

"\nThe current value for the 14 day RSI is " + WriteVal( vrsi );

"\nThe RSI, written by J. Welles Wilder in 1978, can be used in several different ways to analyze a chart.\n";

"Tops and Bottoms";
"================\n";

WriteIf( vrsi > 70, "The RSI is above 70.  This is where it usually tops.  The RSI usually forms tops and bottoms before the underlying security.",
WriteIf( vrsi < 30, "The RSI is below 30.  This is where it usually bottoms.  The RSI usually forms tops and bottoms before the underlying security.",
"The RSI is not currently in a topping (above 70) or bottoming (below 30) range. " 
+ WriteIf( cross( 70, vrsi ), "However, the RSI just crossed below 70 from a topping formation.  This is a bearish sign.",
WriteIf( cross( vrsi, 30 ), "However, the RSI just crossed above 30 from a bottoming formation.  This is a bullish sign.", "" ) ) ) ); 

bars30 = BarsSince( buy );
bars70 = BarsSince( sell );

"\nBuy/Sell signals";
  "================\n";

"A buy or sell signal is generated when the RSI moves out of an overbought/oversold area. \nThe last signal was a "+
WriteIf( bars30 < bars70, "buy", WriteIf( bars30 > bars70, "sell", "" ))+
WriteVal( min( bars30, bars70 ), 3.0 ) + " period(s) ago.";

"\nChart Formations";
  "================\n";

"The RSI often forms chart patterns (such as head and shoulders or rising wedges) that may or may not be visible on the price chart.  "+
"Since the analysis of chart patterns is subjective, the Guru Advisor cannot find them.  You will have to visually inspect the RSI indicator to look for such patterns.";

"\nFailure Swings (also known as support or resistance penetrations or breakouts";
  "=============================================================================\n";

WriteIf( vrsi >= hhv( vrsi, 14 ), "The RSI has just reached its highest value in the last 14 period(s).  This is bullish.",
WriteIf( vrsi <= llv( vrsi, 14 ), "The RSI has just reached its lowest value in the last 14 period(s).  This is bearish.",
"The RSI does not currently show any Failure Swings." ) );

"\nSupport and Resistance";
  "======================\n";
"The RSI shows, sometimes more clearly than the price chart, levels of support and resistance."+
"As with chart formations, this is subjective, so you must visually inspect the chart to determine this.";

"\nDivergence";
  "==========\n";

WriteIf( close >= hhv( close, 14 ) and vrsi < hhv( vrsi, 14 ), 
"The security price has set a new 14-day high while the RSI has not.  This is a bearish divergence.",
WriteIf( vrsi >= hhv( vrsi, 14 ) and close < hhv( close, 14 ), 
"The RSI has set a new 14-day high while the security price has not.  This is a bullish divergence.",
WriteIf( close <= llv( close, 14 ) and vrsi > llv( vrsi, 14 ), 
"The security price has set a new 14-day low while the RSI has not.  This is a bullish divergence.",
WriteIf( vrsi <= llv( vrsi, 14) and close > llv(close,14), 
"The RSI has set a new 14-day low while the security price has not.  This is a bearish divergence.",
"The RSI and price are not diverging." ) ) ) ); 

"\n\nThis commentary is not a recommendation to buy or sell, but rather a guideline to interpreting the specified indicators.  
The author accepts no liability whatsoever for any loss arising from any use of this expert or its contents.";