demand 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:    Demand Index
//  Author/Uploader: Steve Wiser 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-05 19:12:36
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           system,exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=58
//  Details URL:     http://www.amibroker.com/library/detail.php?id=58
//
//------------------------------------------------------------------------------
//
//  Uses the demand index for a system test.
//
//------------------------------------------------------------------------------

/* Demand Index */
/* Steve Wiser at [e-mail] */
/* Exploration, System and indicator */

GraphMax=9;

A=(H+L+2*C);
B=ema((HHV(H,2)-LLV(L,2)),19);
BuyP= 
/*{BuyPower}*/
 V/ema(V,19) * ((A>=Ref(A,-1)) +(A<Ref(A,-1)) / Exp((0.375 * (A+Ref(A,-1)) /B ) *(Ref(A,-1)-A) / A));

SellP = 
/*{SellPressure}*/ 
V/ema(V,19) * ((A<=Ref(A,-1)) + (A>Ref(A,-1)) / Exp((0.375 * (A+Ref(A,-1)) / B ) * (A-Ref(A,-1)) / Ref(A,-1)));


mabp=ema(BuyP,19);       
masp=ema(SellP,19);        /*{smooth Selling Pressure}*/
divsor=iif(mabp>masp,mabp,masp);         /*{BP:SP ratio}*/
divend=iif(mabp<masp,mabp,masp);       /*{biggest=divisor}*/
var2=1-(divend/divsor);                               /*{adjust ratio to plot in}*/
var3=iif( (masp>mabp) , -var2 , var2  )  ;       /*{range -100 to 100}*/
var4=var3*100;  
Graph1 = var4;
Graph1Style=5;

var5=ma(var4,30);
Graph2=var5;;
Graph2Style=5;
Graph2Color=6;

/*  Zero Line  */
Graph0=0;


Buy=cross(var4,var5); /* originally var5 was a zero */
sell=cross(0,var4);

buy=exrem(buy,sell);
sell=exrem(sell,buy);

short=sell;
cover=buy;

Filter= (Buy == 1 or Sell == 1)  ;
numcolumns = 7;
column0 =  IIF(Buy == 1, 1, IIF(Sell == 1, -1, 0 )  );
column0format = 1.0;
column0name = "B/S";
column1 = C;
column1name = "Close       ";
column1format = 1.2;
column2 = ma(v,17);
column2name = "17 Ma Vol   ";
column2format = 1.0;
column3 = ma(C,17)/ma(c,50);
column3name = "% 17/50 ";
column3format = 1.2;
column3format = 1.2;
column4= ma(c,17);
column4name="17 C ma";
column4format = 1.2;
column4= ma(c,50);
column4name="50 C ma";
column4format = 1.2;
Column5=ROC(var4,2);
column5Name="ROC DI";
Column5Format=1.2;  
Column6=Cum(1);
Column6Name = "#Bars";
Column6format = 1.0;

/*  End of Exploration Code. */