index of 30 wk highs vs lows.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:    Index of 30 Wk Highs Vs Lows
//  Author/Uploader: Geoff Mulhall 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-11-08 22:47:11
//  Origin:          
//  Keywords:        
//  Level:           semi-advanced
//  Flags:           exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=232
//  Details URL:     http://www.amibroker.com/library/detail.php?id=232
//
//------------------------------------------------------------------------------
//
//  The number of stocks making new 30 week highs vs the number making new 30
//  week lows is a useful adjunct to the Advance Decline line, especially when
//  both are compared to a market index (eg XAO Australian All Ords or NYSE
//  Composite).
//
//  Attached is both an exploration to create the 2 indices, and indicator to
//  plot the chart of the indices.
//
//  (Note - one index is only of the closes while the other plots the
//  highs/lows - as you would expect there is little difference between the
//  two).
//
//  First run the exploration over all quotes for a given market with period
//  set to weekly. 2 new indices will be created in Group 253 in the ticker
//  tree.
//
//  These can then be viewed using the indicator to plot both indices.
//
//------------------------------------------------------------------------------

/* Calculate indices of new 30 week high's vs new 30 week lows */
/* Set the filter so as to scan a given market */
/* Set Period to Weekly */
/* The new indexes will be found in Group 253 */

H1 = Close > Ref(HHV(Close,30),-1);
H2 = High > Ref(HHV(High,30),-1);

L1 = Close < Ref(LLV(Close,30),-1);
L2 = Low < Ref(LLV(Low,30),-1);

H_L_Array1 = H1 - L1;
H_L_Array2 = H2 - L2;

// Do not generate signals

Buy = 0; 
Filter = 0;

AddToComposite( H_L_Array1, "~Idx30Wk_Close_HL", "X", 19);
AddToComposite( H_L_Array2, "~Idx30Wk_Abs_HL", "X", 19);

// 300 Week Highs Indicator
// Set Scaling to automatic
// Set Gridlines - Level 0, Show dates, Middle

GraphXSpace = 10;

Plot(Foreign("~Idx30Wk_Close_HL","C",1),"Close_HL",colorRed,styleLine);    
Plot(Foreign("~Idx30Wk_Abs_HL","C",1),"Abs_HL",colorBlue,styleLine);