stochastic fast%k and full.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

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//
//  Formula Name:    Stochastic Fast%K and Full
//  Author/Uploader: Brian 
//  E-mail:          
//  Date/Time Added: 2002-09-06 18:12:51
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           system,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=219
//  Details URL:     http://www.amibroker.com/library/detail.php?id=219
//
//------------------------------------------------------------------------------
//
//  Originally Developed by George C. Lane
//
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/*FastStoch%KFullStoch%K%D
Originally Developed by George C. Lane
For reference, see;
http://stockcharts.com/education/What/IndicatorAnalysis/indic_stochasticOscillator.html
or,
http://www.aspenres.com/Website/comstock/help/aspenStochastics.html
Values about at OR above the Red line show overbought,
AND about at OR below the Green line show oversold.
where x is the first parameter, y is the second parameter
and (in the case of Full stochastics), z is the third parameter.
 In the case of Fast and Slow Stochastics,
 x is typically 14 and y is usually set to 3.
 The formula could be plotted with three lines,
 Hence 14-3-3  or 14-5-3 or 14-3-5
%K (fast)
%K (full) = y-day SMA of %K (fast) 
%D (full) = z-day SMA of %K (full)
or just the usual 2 lines,
%K (full) = y-day SMA of %K (fast) 
%D (full) = z-day SMA of %K (full)
*/
pds = 14; /*Periods */
/*pds = Optimize("pds",13,2,20,1); */

slw = 3; /*Slowing for Full Stoch%K*/
/*slw = Optimize("slw",3,1,14,1); */

slwd = 3; /*Slowing for Full Stoch%D*/
/*slwd = Optimize("slwd",3,1,14,1); */

ob = 83; /*Overbought */
/*ob = Optimize("ob",83,65,88,1); */

os = 24; /*Oversold */
/*os = Optimize("os",24,20,50,1); */

FSK = 100*(C-LLV(L,pds))/(HHV(H,pds)-LLV(L,pds)); // FASTSTOCHK

FLSK = MA( FSK, slw ); // FULLSTOCHK

FLSD = MA( FLSK, slwd ); // FULLSTOCHD

MaxGraph = 6;
Graph0 = FSK;
Graph0Color = 7;
Graph1 = FLSK;
Graph1Color = 6;
Graph2 = FLSD;
Graph2Color = 23;
Graph3 = FLSD;
Graph3BarColor =
IIf (Graph3 > ob, 13,
IIf (Graph3 < os,8,14));
Graph4 = ob;
Graph4Color = 4;
Graph5 = os;
Graph5Color = 43;
Graph0Style = Graph1Style = Graph2Style = Graph4Style = Graph5Style = 1;
Graph3Style = 2;

Title = Name()+"   "+FullName()+
"   FastStoch%K=Yellow  FullStoch%K = Blue  FullStoch%D = Dark Grey";

whengoup = FLSD < os AND Cross(FSK,os) AND FLSK >= Ref(FLSK,-1) AND FLSD >= Ref(FLSD,-1) OR  Cross(FLSD,os) AND FSK >= Ref(FSK,-1) AND FLSK >= Ref(FLSK,-1) ;

whengodown = IIf(BarsSince(Cross(os,FSK))==1 AND FLSK < os ,1,0) OR Cross(os,FSK) AND FLSK < Ref(FLSK,-1) OR FLSK < ob AND FLSK > os AND FLSK <= Ref(FLSK,-1) OR FSK > ob AND FLSK > ob AND FLSD > ob AND FSK < Ref(FSK,-1) AND FLSK < Ref(FLSK,-1) AND FLSD <= Ref(FLSD,-1) OR FSK > ob AND FLSK > ob AND FLSD > ob AND Cross(ob,FLSK);

Buy = whengoup;
Sell = whengodown;

Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);