lagging ma-xover.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:    Lagging MA-Xover
//  Author/Uploader: Thomas Heyen 
//  E-mail:          
//  Date/Time Added: 2006-06-08 05:27:49
//  Origin:          Result of testing futures intraday models
//  Keywords:        Model Moving Average Crossover
//  Level:           medium
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=625
//  Details URL:     http://www.amibroker.com/library/detail.php?id=625
//
//------------------------------------------------------------------------------
//
//  Fast DEMA crossing its same period lagging EMA.
//
//------------------------------------------------------------------------------

/* ###################
Lagging MA-Xover
Author: Thomas Heyen
Intraday Trading Model

Please set your Chart to
the Timeframe of the Model!
Otherwise Trading Ribbbon and
Shapes will not correspond to
the Graph.
#####################*/


MarketHours = TimeNum()>=094000 AND TimeNum()<=154400; 
MarketClose= TimeNum()>=154444 AND TimeNum()<=240000;


TimeFrameSet(120);
smooth = Optimize("smooth",20,2,40,1);
Lag = Optimize("lag",22,2,40,1);
fast = DEMA(C,smooth);
slow = Ref(EMA(C,smooth),-Lag);
Buy = Cross(fast,slow) AND MArkethours;
Sell = Cross(slow,fast) OR slow == fast OR MArketclose;
Cover = Cross(fast,slow) OR slow == fast OR MArketclose;
Short = Cross(slow,fast) AND MArkethours;


PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen);
PlotShapes(IIf(Short,shapeDownArrow,shapeNone),colorRed);
// Plot Trading Ribbon
Color = IIf( BarsSince(Sell)>BarsSince(Buy), colorGreen, IIf( BarsSince(Cover)>BarsSince(Short), colorRed, colorWhite ));
Plot( 1, "", Color, styleArea | styleOwnScale | styleNoLabel, -0.1, 15 );
TimeFrameRestore();