dahl oscillator modified.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:    Dahl Oscillator modified
//  Author/Uploader: Hans 
//  E-mail:          
//  Date/Time Added: 2004-09-18 03:24:24
//  Origin:          
//  Keywords:        Dahl Oscillator
//  Level:           basic
//  Flags:           system,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=380
//  Details URL:     http://www.amibroker.com/library/detail.php?id=380
//
//------------------------------------------------------------------------------
//
//  Modified formula from original DAHL(55) with 14 simple average. Used TEMA
//  instead of simple MA, added parameters and optimization. Good also for
//  trading system (as indicator to be used with 10 and 90 levels also)..
//
//------------------------------------------------------------------------------

/*Dahl Oscillator TS modificato (TEMA)

*/ 
P=14;Q=34;R=9;AV=6;
p = Optimize("Period",P,3,25,1); 
q = Optimize("Q ",Q,20,36,2); 
//r = Optimize("R lookback",R,5,25,1); 
Av = Optimize("S Average",AV,2,30,2); 

M=MA(C,q);
Dahl = TEMA(	( M - Ref(M,-p)- LLV (M - Ref(M,-p),r) )/(HHV(M - Ref(M,-p),r)-(LLV(M - Ref(M,-p),r))),r)*100 ;

Buy = Cover = Cross (dahl, MA(Dahl,av));
Short = Sell = Cross (MA(Dahl,av), dahl);


GraphXSpace=2;
Plot(Dahl,"Dahl",4,4); 
Plot(MA(Dahl,av),"Avg",7,4); 
//===========================end Dahl oscillator