bow tie.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:    Bow tie
//  Author/Uploader: dtholz 
//  E-mail:          
//  Date/Time Added: 2002-02-28 00:06:30
//  Origin:          AFL Implementation by Geoff Mulhall
//  Keywords:        Dave Landry's Bow
//  Level:           basic
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=167
//  Details URL:     http://www.amibroker.com/library/detail.php?id=167
//
//------------------------------------------------------------------------------
//
//  /* Boe Tie - AFL Implementation by Geoff Mulhall 12-5-2001
//
//------------------------------------------------------------------------------

 
/* Boe Tie - AFL Implementation by Geoff Mulhall 12-5-2001 */

dollars = 5000; /* Or whatever you investment is to be - for the bangforbuck calculation */
maShort = 10;
maMedium = 20;
maLong = 30;
 

/* Bow Tie conditions - Short term moving average has crossed the medium term moving average sometime in the last 15 days - Add more conditions for more days */ 
 
cond11 = ref(cross(ma(close,maShort),ma(close,maMedium)),-1) > 0;
cond12 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-2) > 0;
cond13 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-3) > 0;
cond14 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-4) > 0;
cond15 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-5) > 0;
cond16 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-6) > 0;
cond17 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-7) > 0;
cond18 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-8) > 0;
cond19 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-9) > 0;
cond110 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-10) > 0;
cond111 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-11) > 0;
cond112 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-12) > 0;
cond113 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-13) > 0;
cond114 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-14) > 0;
cond115 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-15) > 0;
 
cond1 = cond11 OR cond12 OR cond13 OR cond14 OR cond15 OR cond16 OR cond17 OR cond18 OR cond19 OR cond110 OR cond111 OR cond112 OR cond113 OR cond114 OR cond115; 
 
/* Moving averages must be in the correct order at the buy signal */
 
cond2 = (ma(close,maShort) > ma(close,maMedium)) AND (ma(close,maMedium) > ma(close,maLong)); 
 
/* Signal is given when the close crosses above the short term moving average */
 
cond3 = cross(close,ma(close,maShort));
 
filter =  cond1 AND cond2 AND cond3;
 
buy = filter;
 
sell = 0; 
 
BangForBucks = (dollars/close) * atr(200);
 
numcolumns = 3;
column0 = close;
column0format = 3.2;
column0name = "Close";
column1 = atr(maLong);
column1format = 3.4;
column1name = "ATR - maLong";
column2 = BangForBucks;
column2format = 3.2;
column2name = "BangForBucks";