ema crossover.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:    EMA Crossover
//  Author/Uploader: David McMillin 
//  E-mail:          [e-mail]
//  Date/Time Added: 2004-08-13 10:50:12
//  Origin:          Unknown but basic
//  Keywords:        EMA Crossover
//  Level:           medium
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=379
//  Details URL:     http://www.amibroker.com/library/detail.php?id=379
//
//------------------------------------------------------------------------------
//
//  The formula is meant to work with Buystops and Sellstops at the previous
//  days's 7d-ema crossovers. Appears to work well with long trades in about
//  20% of the SPX. Designed for weekly traders.
//
//------------------------------------------------------------------------------

// EMA Cross
Range1=Optimize("range1",7,1,20,1);
Range2=Optimize("range2",7,1,20,1);
Plot( Close, "Price", colorBlack, styleCandle ); 
Plot(EMA( Close,range1), "7d-ema", colorRed );  
Buy = Cross((Close),(EMA(Close,range1))); 
Buystop = Ref(EMA(Close,range1),-1); 
BuyPrice = Max(Buystop,Low); 
Sell = Cross(EMA(Close,range2),(Close)); 
Sellstop = Ref(EMA(Close,range1),-1); 
SellPrice = Min(sellstop,High); 
Short = Sell; 
Cover = Buy;