weighted 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:    Weighted Index
//  Author/Uploader: Gerard 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-09-08 04:06:39
//  Origin:          
//  Keywords:        Weighted Index AddToComposite
//  Level:           basic
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=553
//  Details URL:     http://www.amibroker.com/library/detail.php?id=553
//
//------------------------------------------------------------------------------
//
//  Creates a weighted index based on a group of tickers using the
//  AddToComposite function.
//
//------------------------------------------------------------------------------

//Select a group of tickers i.e. Apply to/Use Filter/Define - choose a watchlist
//Click on Scan to create your new index
AddToComposite((Close*Volume),  "~GMarketIndx", "Avg",atcFlagResetValues = 1);

AddToComposite(Open*((Close*Volume)/Foreign("~GMarketIndx", "Avg")),"~GMarketIndx", "O",atcFlagResetValues = 1);  
AddToComposite(High*((Close*Volume)/Foreign("~GMarketIndx","Avg")),"~GMarketIndx", "H",atcFlagResetValues = 1);   
AddToComposite(Low*((Close*Volume)/Foreign("~GMarketIndx","Avg")),"~GMarketIndx", "L",atcFlagResetValues = 1);   
AddToComposite(Close *((Close*Volume)/Foreign("~GMarketIndx","Avg")),"~GMarketIndx", "C",atcFlagResetValues = 1); 
AddToComposite(Volume*((Close*Volume)/Foreign("~GMarketIndx","Avg")),"~GMarketIndx", "V",atcFlagResetValues = 1);   
			
Buy = 0; // required by scan mode