52 week new high-new low index.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:    52 Week New High-New Low Index
//  Author/Uploader: Dennis Skoblar 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-07-11 10:14:58
//  Origin:          Alexander Elder's book, "Trading For A Living"
//  Keywords:        New Hi-New Low Index, 52 Week New Hi-New Low Index
//  Level:           basic
//  Flags:           exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=502
//  Details URL:     http://www.amibroker.com/library/detail.php?id=502
//
//------------------------------------------------------------------------------
//
//  Calculates new 52 week High's vs new 52 week lows. Input a Date 5 years
//  back to the current Date in the Range section of the Analysis Window AND
//  click the From button. In the Apply To section, click the Use Filter button
//  AND click the Define > Include > Group > Stock to scan stocks ONLY. Right
//  click on chart window,
//
//  then > Parameters > Show MiddlLe Lines - NO > Levels > +-100. Compare
//  against the SP-500, look for convergences, divergences. Read Elder's book
//  "Trading For A Living" pp.194-200. The new symbol "~NewHiNewLoIndex" will
//  be found in the Workspace > Symbol > All > at the end.
//
//------------------------------------------------------------------------------

// Calculates new 52 week High's vs new 52 week lows.
// The new symbol "~NewHiNewLoIndex" will be found in the Workspace > Symbol > All > at the end.
// Input a Date 5 years back to the current Date in the Range section of the Analysis Window AND click the From button.
// In the Apply To section, click the Use Filter button AND click the Define > Include > Group > Stock 
// to scan stocks ONLY. Right click on chart window, then > Parameters > Show MiddlLe Lines - NO > Levels > +-100.
// Compare against the SP-500, look for convergences, divergences. Read Elder's book "Trading For A Living" pp.194-200.

H1 = High > Ref(HHV(High,260),-1);
L1 = Low < Ref(LLV(Low,260),-1);
HiLoDifference = H1 - L1;

Buy = 0; 
Filter = 0;

AddToComposite( HiLoDifference , "~NewHiNewLoIndex", "X", atcFlagDefaults = 7);

GraphXSpace = 10;
Plot(Foreign("~NewHiNewLoIndex","C",1),"52 Week New High - New Low Index",colorYellow,styleHistogram);