gann hilo indicator and system.afl

来自「一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台」· AFL 代码 · 共 86 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Gann HiLo Indicator and System
//  Author/Uploader: Steve Wiser 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-05 19:17:42
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           showemail
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=60
//  Details URL:     http://www.amibroker.com/library/detail.php?id=60
//
//------------------------------------------------------------------------------
//
//  Uses a Gann HiLo Indicator to build a system for testing.
//
//------------------------------------------------------------------------------

/*name = Gunn hi lo*/

GraphMax=6;

Graph0=C;

Periods= 6;    /* Change this value as needed */
HLd=IIf(CLOSE>Ref(Ma(H,Periods),-1),
/*then*/ 1,
/*else*/IIf(CLOSE<Ref(Ma(L,Periods),-1),
/*then*/-1,
/*else*/0));
HLv=ValueWhen(HLd != 0,HLd,1);
HiLo=IIf(HLv=-1,
/*then*/Ma(H,Periods),
/*else*/Ma(L,Periods));
Graph1=HiLo;

/*Name = Gunn hi lo invert*/

Periods = 3;  /* Change this as needed */
HLd=IIf(CLOSE>Ref(Ma(H,Periods),-1),
/*then*/1,
/*else*/IIf(CLOSE<Ref(Ma(L,Periods),-1),
/*then*/-1,
/*else*/0));
HLv=ValueWhen(HLd != 0,HLd,1);
HiLoInvert=IIf(HLv=-1,
/*then*/Ma(H,Periods),
/*else*/Ma(L,Periods));
Graph2=HiLoInvert;

Graph2Style=4;
Graph0Style=68;

Buy= Cross(HiLo,HiLoInvert) ;
Sell=Cross(HiLoInvert,HiLo) ;

Buy=exrem(buy,sell);
Sell=exrem(sell,buy);

short=sell;
cover=buy;

Filter=  (Buy==1)  ;
numcolumns = 5;
column0 =ref(HiLo,-1);
column0format = 1.2;
column0name = "Trigger Price";
column1 = C;
column1name = "Close       ";
column1format = 1.2;
column2 = ma(v,17);
column2name = "Volume    ";
column2format = 1.0;
column3 = ma(C,17)/ma(c,50);
column3name = "% 17/50 ";
column3format = 1.2;
column3format = 1.2;
column4= ma(c,17);
column4name="17 C ma";
column4format = 1.2;
column4= ma(c,50);
column4name="50 C ma";
column4format = 1.2;