auto analysis hook 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 24 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Auto Analysis Hook Reversal
//  Author/Uploader: Larry Lovrencic 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-09-04 01:50:18
//  Origin:          
//  Keywords:        hoor reversal automatic analysis
//  Level:           basic
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=108
//  Details URL:     http://www.amibroker.com/library/detail.php?id=108
//
//------------------------------------------------------------------------------
//
//  Find Hook Reversals using automatic analysis
//
//------------------------------------------------------------------------------

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