pullback system no. 1.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:    Pullback System No. 1
//  Author/Uploader: Jerry Coopmans 
//  E-mail:          
//  Date/Time Added: 2001-06-16 22:58:37
//  Origin:          Active Trader Magazine - November, 2000
//  Keywords:        
//  Level:           medium
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=24
//  Details URL:     http://www.amibroker.com/library/detail.php?id=24
//
//------------------------------------------------------------------------------
//
//  This is a short term pullback system that in only long. It buys on the open
//  following a higher high after two lower closes and when the close is above
//  the 50 day simple average.
//
//  The sell is on the day after a profit at the open or stopped after breaking
//  the two day low.
//
//------------------------------------------------------------------------------

// Pullback System # 1

condition1 = ref(c,-2) < ref(c,-3) and ref(c,-1) < ref(c,-2);
condition2 = h > ref(h,-1);
filter = c > ma(c,50);

buy = condition1 and condition2 and filter;
buyPrice = valuewhen( buy, open,1);
sell = c > buyPrice or l < ref(llv(l,2),-1);

buy = exRem(buy,sell);
sell = exRem(sell,buy);