weighted index (554).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 04:49:25
//  Origin:          
//  Keywords:        Weight Index AddToComposite Foreign
//  Level:           basic
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=554
//  Details URL:     http://www.amibroker.com/library/detail.php?id=554
//
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//
//  Weighted Index using AddToComposite and Foreign functions.
//
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//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", "I");

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

//To check on some of the values;
//Click on Explore
Filter = Close>0;
AddColumn(Close,"Close",1.3);

AddColumn(Close*Volume,"Close*Volume",1.3);
AddColumn(Foreign("~GMarketIndx", "I"),"I",1.3);
AddColumn(Close*((Close*Volume)/Foreign("~GMarketIndx","I")),"CFinal",1.3);

AddColumn(Volume,"Volume",1.3);
AddColumn(Close*Volume,"Close*Volume",1.3);
AddColumn(Foreign("~GMarketIndx", "I"),"I",1.3);
AddColumn(Volume*((Close*Volume)/Foreign("~GMarketIndx","I")),"VFinal",1.3);