pattern recognition 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

//------------------------------------------------------------------------------
//
//  Formula Name:    Pattern Recognition Exploration
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-09-03 14:03:35
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=105
//  Details URL:     http://www.amibroker.com/library/detail.php?id=105
//
//------------------------------------------------------------------------------
//
//  Paste the code in Automatic Analysis and Explore All Stocks for the last
//  date of your data.
//
//  In Results click twice a label , for example "a TR" and you will collect
//  all ascending Triangles marked with an "1".
//
//  This Exploration recognizes the following patterns:
//
//  +Ascending Wedges "aW"
//
//  +Descending Wedges "dW"
//
//  + ascending Triangles "a TR"
//
//  +descending Triangles "d TR"
//
//  +ascending channel "a ll"
//
//  +descending channel "d ll"
//
//  +almost horizontal channel "ll"
//
//  +Converging Support and Resistance
//
//  +Diverging Support and Resistance
//
//  +N/A, ie examples not belonging to any above category.
//
//  You may decrease sensitivity, changing
//
//  per=3;
//
//  with another percentage higher than 3.
//
//  For Indicator Builder paste the code in Comments.
//
//------------------------------------------------------------------------------

/*Pattern Recognition Exploration
by Dimitris Tsokakis*/
x = cum(1);
per = 3;
s1=l;
s11=h;
pS = troughBars( s1, per, 1 ) == 0;
endt= lastvalue(ValueWhen( pS, x, 1 ));
startt=lastvalue(ValueWhen( pS, x, 2 ));
dtS =endt-startt;
endS = lastvalue(ValueWhen( pS, s1, 1 ) );
startS = lastvalue( ValueWhen( pS, s1, 2  ));
aS = (endS-startS)/dtS;
pR = PEAKBars( s11, per, 1 ) == 0;
endt1= lastvalue(ValueWhen( pR, x, 1 ));
startt1=lastvalue(ValueWhen( pR, x, 2 ));
dtR =endt1-startt1;
endR = lastvalue(ValueWhen( pR, s11, 1 ) );
startR = lastvalue( ValueWhen( pR, s11, 2  ));
aR = (endR-startR)/dtR;
filter=1;
numcolumns=12;
column0=aS;
column1=aR;
column0name="aSup";
column1name="aRes";
column2=ar>0 and as>3*ar;
column2name="a W";
column2format=1.0;
column3=ar<3*as and as<0;
column3name="d W";
column3format=1.0;
column4=abs(aR)<0.002 and aS>0;
column4name="a TR";
column4format=1.0;
column5=abs(aS)<0.002 and ar<0;
column5name="d TR";
column5format=1.0;
column6=abs(aR-aS)<0.1*aS;
column6name="a ll";
column6format=1.0;
column7=abs(aR-aS)<0.1*abs(aR) and aR<0;
column7name="d ll";
column7format=1.0;
column8=abs(aR-aS)<0.1*abs(aR) and abs(aR)<0.01;
column8name=" ll ";
column8format=1.0;
column9=aR<0 and aS>0;
column9name="Converging";
column9format=1.0;
column10=aR>0 and aS<0;
column10name="Diverging";
column10format=1.0;
column11=column2==0 and column3==0 and column4==0 and 
column5==0 and column6==0 and column7==0 and column8==0 
and column9==0 and column10==0;
COLUMN11NAME="N/A";
COLUMN11FORMAT=1.0;