afl-excel.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:    AFL-Excel
//  Author/Uploader: Witold Dabrowski 
//  E-mail:          
//  Date/Time Added: 2002-08-31 06:29:37
//  Origin:          
//  Keywords:        
//  Level:           semi-advanced
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=218
//  Details URL:     http://www.amibroker.com/library/detail.php?id=218
//
//------------------------------------------------------------------------------
//
//  This example show how to control Excel directly from the AFL script via
//  OLE-Automation interface. In this script I count %DD and plot Equity and
//  %DD charts in Excel.
//
//  In script there is commentary in polish - sorry ;-)
//
//------------------------------------------------------------------------------

Buy = Cover =
 Cross(C,MA(C,5));

Sell = Short =
 Cross(MA(C,5),C);

PositionSize = IIf(Buy,BuyPrice,ShortPrice);

E = Equity(1);
Papier = Name();

EnableScript("vbscript");
<%
 'Wymiana zmiennych mi阣zy skryptem AFL i VB
 E = AFL("E")
 Papier = AFL("Papier")

 'Uruchamianie Excela
 Set Excel = CreateObject("Excel.Application")
 'Ustawianie Excela w stan gotowo渃i
 Excel.WorkBooks.Add
 Set Sheet = Excel.WorkBooks(1).WorkSheets(1)

 'Pisanie do kom髍ek Excela
 Sheet.Cells(1,1) = Papier
 Sheet.Cells(1,2) = "Equity"
 Sheet.Cells(1,3) = "DrawDown"

 'Inicjacja maksimum Euqity - b阣zie potrzebne
 ' do obliczania DrawDownu
 MaxE = E(0)

 'Wpisywanie stanu Equity i DrawDownu do Excela
 For i = 0 to UBound(E)
     Y = i+2
     Sheet.Cells(Y,2).Value = E(i)

     If E(i) > MaxE then
        MaxE = E(i)
     End If
     Drawdown = 0 - ((MaxE - E(i))/MaxE * 100)
     Sheet.Cells(Y,3).Value = Drawdown
 Next

 'A teraz wykresy
 Sheet.Activate
 Sheet.Columns(2).Select

 '...Equity...
 Excel.Charts.Add
 Set EquityCharts = Excel.Charts(1)
 EquityCharts.Name = Papier + " Equity"
 EquityCharts.Type = 1
 EquityCharts.HasLegend = 0
 EquityCharts.HasTitle = 0

 Sheet.Activate
 Sheet.Columns(3).Select

 '... i DrawDown (w procentach)
 Excel.Charts.Add
 Set EquityCharts = Excel.Charts(2)
 EquityCharts.Name = Papier + " DrawDown"
 EquityCharts.Type = 1
 EquityCharts.HasLegend = 0
 EquityCharts.HasTitle = 0

 'La Grande Finale - pokazujemy Excel 渨iatu.
 'Mo縩a to wrzuci