auto analysis closing price reversal.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 25 行

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//
//  Formula Name:    Auto Analysis Closing Price Reversal
//  Author/Uploader: Larry Lovrencic 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-09-04 01:54:33
//  Origin:          
//  Keywords:        closing price reversal
//  Level:           basic
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=111
//  Details URL:     http://www.amibroker.com/library/detail.php?id=111
//
//------------------------------------------------------------------------------
//
//  Find Closing Price Reversals using automatic analysis
//
//------------------------------------------------------------------------------

/*Closing Price Reversals Automatic Analysis
by Larry Lovrencic*/

buy=O<(L+0.2*(H-L)) AND C>(H-0.2*(H-L)) AND H<ref(H,-1) AND L<ref(L,-1) AND C>ref(C,-1);
sell=O>(L+0.8*(H-L)) AND C<(H-0.8*(H-L)) AND H>ref(H,-1) AND L>ref(L,-1) AND C<ref(C,-1);