negative roc exporation.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:    Negative ROC Exporation
//  Author/Uploader: Mubashar Virk 
//  E-mail:          [e-mail]
//  Date/Time Added: 2006-10-03 14:34:52
//  Origin:          ROC
//  Keywords:        ROC
//  Level:           basic
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=729
//  Details URL:     http://www.amibroker.com/library/detail.php?id=729
//
//------------------------------------------------------------------------------
//
//  Hi there guys and ladies, I have a negative ROC exploration for all you
//  tight-traders and beginners. Use it on you EOD data, it may give you some
//  good picks for the next day. Needless to say you must study the securities
//  by using William, Chaikin, and Bollinger's. Also try to put your own
//  filtration values for ROC and Volume as mine are too tight. May the Profit
//  be with you all.
//
//------------------------------------------------------------------------------

P  =  ((H + L + C) / 3);
R1  =  ((2 * P) - L);
S1  =  ((2 * P)  - H);
R2  =  ((P - S1) + R1);
S2  =  (P - (R1 - S1));

Filter = ROC( C, 1 ) < -0.50 AND V >29999; 

AddColumn( V, "Volume",1 );
AddColumn( C, "Close" );
AddColumn( Ref (C, -1), "Last Close");
AddColumn( C - Ref( C, -1), "Change");
AddColumn( ROC( C, 1 ), "ROC" ); 
AddColumn (RSI(), "RSI",1.2);
AddColumn( r2, "R 2", 1.2);
AddColumn( r1, "R 1", 1.2);
AddColumn( P, "Pivot", 1.2);
AddColumn( S1, "S 1", 1.2);
AddColumn( S2, "S 2", 1.2);