using from and to dates from auto analysis in code.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:    Using From and To dates from Auto Analysis in Code
//  Author/Uploader: Bruce M. Moore 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-06-06 22:40:53
//  Origin:          Author
//  Keywords:        Status, FirstBarInRange, LastBarInRange
//  Level:           semi-advanced
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=466
//  Details URL:     http://www.amibroker.com/library/detail.php?id=466
//
//------------------------------------------------------------------------------
//
//  This code illustrates how to use the "From" and "To" date settings from
//  Automatic Analyzer in AFL code. It is far faster to do it this way than to
//  run your code from "0 to Barcount-1".
//
//  This method of extracting the dates and converting them to bar counts is
//  rather convoluted, as you will see. I would like to see new keywords added
//  to the AFL that allow the programmer to access the the "From" and "To" bar
//  counts directly. In the meantime, this is the best work-around I've found.
//
//  The simple example given calculates a moving average, then plots price and
//  the moving average.
//
//  Feedback is always welcome.
//
//------------------------------------------------------------------------------

Periods=40;
x=BarIndex();
xMA=tcnt=tsum=Null;
xfirst = LastValue(ValueWhen(Status("FirstBarInRange"), x, 1));
xlast  = LastValue(ValueWhen(Status("LastBarInRange" ), x, 1));
if(xfirst>Periods){
	for (i = xfirst; i < xlast + 1; i++){
		tcnt[i]=0;
		tsum[i]=0;
		for (j=0; j<Periods; j++){ 	
			tcnt[i]++;
			tsum[i]= tsum[i] + Close[i-j];
		} 		                    
		xMA[i]=tsum[i]/tcnt[i];
}
Title= "xFirst= " + WriteVal(xFirst,1.0) + ", xLast= " + WriteVal(xLast,1.0);
Plot(Close,"Close",colorBlack,styleLine+styleThick);
Plot(xMA,"xMA",colorRed,styleLine+styleThick);
PlotShapes( IIf( xfirst==x, shapeCircle, shapeNone ), colorIndigo );
PlotShapes( IIf( xlast==x, shapeCircle, shapeNone ), colorIndigo );
Buy=Cross(C,xMA);
Sell=Cross(xMA,C);
Buy   = ExRem(Buy,  Sell);
Sell  = ExRem(Sell, Buy);
PlotShapes( IIf( Buy, shapeUpArrow, shapeNone ), colorGreen );
PlotShapes( IIf( Sell, shapeDownArrow, shapeNone ), colorRed );



Filter=  C>10;
AddColumn(Close,       "Close"            , 1.2);
AddColumn(Volume,      "Volume"           , 1.0);
}