auto analysis short-term reversals exploration.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

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//
//  Formula Name:    Auto Analysis Short-term Reversals Exploration
//  Author/Uploader: Larry Lovrencic 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-09-09 20:35:25
//  Origin:          
//  Keywords:        short term reversals closing price hook island gap
//  Level:           basic
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=118
//  Details URL:     http://www.amibroker.com/library/detail.php?id=118
//
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//
//  Find Short Term Reversals - Closing Price, Hook, Island, Key, Open-Close
//  and Pivot Point Reversals using automatic analysis
//
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numcolumns =12;

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

CPRbuy=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);
CPRsell=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);
column0 = CPRbuy;
column0name = "Closing Price Reversal BUY";
column1= CPRsell;
column1name= "Closing Price Reversal SELL";

/*Hook Reversals Automatic Analysis
by Larry Lovrencic*/

HRbuy=O<(L+0.2*(H-L)) AND C>(H-0.2*(H-L)) AND H<ref(H,-1) AND L>ref(L,-1);
HRsell=O>(L+0.8*(H-L)) AND C<(H-0.8*(H-L)) AND H<ref(H,-1) AND L>ref(L,-1);
column2 = HRbuy;
column2name = "Hook Reversal BUY";
column3= HRsell;
column3name= "Hook Reversal SELL";

/*Island Reversals Automatic Analysis
by Larry Lovrencic*/

IRbuy=ref(L,-2)>ref(H,-1) AND L>ref(H,-1); 
IRsell=ref(H,-2)<ref(L,-1) AND H<ref(L,-1);
column4 = IRbuy;
column4name = "Island Reversal BUY";
column5= IRsell;
column5name= "Island Reversal SELL";

/*Key Reversals Automatic Analysis
by Larry Lovrencic*/

KRbuy=O<ref(C,-1) AND L<ref(L,-1) AND C>ref(H,-1);
KRsell=O>ref(C,-1) AND H>ref(H,-1) AND C<ref(L,-1);
column6 = KRbuy;
column6name = "Key Reversal BUY";
column7= KRsell;
column7name= "Key Reversal SELL";

/*Open/Close Reversals Automatic Analysis
by Larry Lovrencic*/

OCRbuy=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);
OCRsell=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);
column8 = OCRbuy;
column8name = "Open Close Reversal BUY";
column9= OCRsell;
column9name= "Open Close Reversal SELL";

/*Pivot Point Reversals Automatic Analysis
by Larry Lovrencic*/

PPRbuy=ref(L,-1)<ref(L,-2) AND ref(L,-1)<L AND C>ref(H,-1);
PPRsell=ref(H,-1)>ref(H,-2) AND ref(H,-1)>H AND C<ref(L,-1);
column10 = PPRbuy;
column10name = "Pivot Point Reversal BUY";
column11= PPRsell;
column11name= "Pivot Point Reversal SELL"; 

buy=CPRbuy or HRbuy or IRbuy or KRbuy or OCRbuy or PPRbuy;
sell=CPRsell or HRsell or IRsell or KRsell or OCRsell or PPRsell;

filter= CPRbuy OR CPRsell OR HRbuy OR HRsell OR IRbuy OR IRsell or KRbuy OR KRsell OR OCRbuy OR OCRsell OR PPRbuy OR PPRsell;