triangular moving average new.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:    Triangular Moving Average new
//  Author/Uploader: ali 
//  E-mail:          [e-mail]
//  Date/Time Added: 2006-09-09 09:03:23
//  Origin:          h
//  Keywords:        h
//  Level:           basic
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=696
//  Details URL:     http://www.amibroker.com/library/detail.php?id=696
//
//------------------------------------------------------------------------------
//
//  //Triangular Moving average
//
//  //Anthony Faragasso
//
//  //December, 2002
//
//  /* A Triangular moving average is similar to exponential AND
//
//  weighted moving averages except A different weighting scheme
//
//  is used. Exponential AND Weighted averages assign the majority
//
//  of the weight to the most recent data. Simple moving averages
//
//  assign the weight equally across all the data. With A Triangular
//
//  moving average, the majority of the weight is assigned to the middle
//
//  portion of the data.*/
//
//  Odd=13;//enter Odd numbers only
//
//  CoefOdd=round(Odd/2);
//
//  Even=12;//enter Even numbers only
//
//  Coefeven=Even/2;
//
//  Coefeven2=Coefeven+1;
//
//  CongestionPercent=2.8;/*Set % above/below Moving average for congestion /
//  sideways market*/
//
//  TriangularOdd=MA(MA(C,CoefOdd),CoefOdd);
//
//  TriangularEven=MA(MA(C,Coefeven),Coefeven2);
//
//  finalMov_avg=IIf(Odd > even,triangularOdd,TriangularEven);
//
//  Color=colorBrightGreen;//select Moving average line color
//
//  tickercolor=colorBlack;//select price color
//
//  Plot(finalMov_avg,"",IIf(C <
//  finalmov_avg,colorRed,Color),styleLine|styleThick);
//
//  Plot(C,"",tickercolor,styleCandle);
//
//  Title=Name()+"..."+"( "+WriteIf(Odd >
//  even,WriteVal(Odd,1),WriteVal(even,1))+" ) Period
//  "+EncodeColor(Color)+"Triangular"+WriteIf(Odd > even,"ODD","EVEN")+" Moving
//  Average"+"..."+EncodeColor(colorBlack)+ WriteIf(C < finalMov_avg,"Close is
//  "+EncodeColor(colorRed)+"Below"+EncodeColor(colorBlack)+" Moving Average by
//  ","Close is"+EncodeColor(colorBrightGreen)+"
//  Above"+EncodeColor(colorBlack)+" Moving Average by
//  ")+"("+WriteVal(((C/finalMov_avg)-1)*100,1.1)+"%
//  )"+"\n"+WriteIf(finalmov_avg-Ref(finalmov_avg,-1)>0," Slope Of Average is
//  UP : ","Slope Of Average is DOWN :")+WriteIf((((C/finalMov_avg)-1)*100 <=
//  CongestionPercent AND ((C/finalMov_avg)-1)*100 >=
//  -CongestionPercent),EncodeColor(colorYellow)+" with Price Congestion /
//  Divergence to Average ","")+"\n"+WriteIf(Ref(C,-1) < Ref(finalmov_avg,-1)
//  AND C > finalmov_avg,EncodeColor(colorGreen)+"Possible Change in Trend From
//  Down to Up"+"\n"+" OR Short Term Correction of Previous
//  Trend",WriteIf(Ref(C,-1) > Ref(finalmov_avg,-1) AND C <
//  finalmov_avg,EncodeColor(colorRed)+"Possible Change in Trend From Up to
//  Down "+"\n"+" OR Short Term Correction to Previous
//  Trend",""))+"\n"+WriteIf(C > finalmov_avg,EncodeColor(colorGreen)+"Close
//  has been above Moving Average ( "+WriteVal(BarsSince(C < finalmov_avg),1)+"
//  ) Bars",EncodeColor(colorRed)+"Close has been Below Moving Average (
//  "+WriteVal(BarsSince(C > finalmov_avg),1)+" )
//  Bars")+"\n"+EncodeColor(colorBlack)+"The average # of Bars Above (
//  "+WriteVal(round(Cum(BarsSince(C < finalmov_avg)/Cum(1))),1)+" )"+"\n"+"The
//  average # of Bars Below ( "+WriteVal(round(Cum(BarsSince(C >
//  finalmov_avg)/Cum(1))),1)+" )";
//
//  _SECTION_BEGIN("AFL Example");
//
//  /*
//
//  This is an attempt to provide a basic trading system AFL. The system is
//  purely imaginary
//
//  AND NOT provided as one that would make money. This is just to provide a
//  guide to learners
//
//  on the common components of writing AFL.
//
//  Prepared by Graham Kavanagh 12 Aug 2005
//
//  AB Write http://e-wire.net.au/~eb_kavan/ab_write.htm
//
//  When you copy/paste ensure the existing continuous lines have not been
//  wrapped. This wrapping
//
//  can create error signals when you try to use the code. Click on the check
//  afl button in the
//
//  editor before trying to apply or scan.
//
//  I have used slash-asterisk /* */ /* for my comments to get around the
//  problem of wrapping,
//
//  which could happen if you used double slash //
//
//  I hope this helps the beginners in creating AFL code
//
//  */
//
//  /*firstly some basics common*/
//
//  SetBarsRequired(10000,10000); /* this ensures that the charts include all
//  bars AND NOT just those on screen */
//
//  SetFormulaName("Sample System"); /*name it for backtest report
//  identification */
//
//  SetTradeDelays( 1, 1, 1, 1 ); /* delay entry/exit by one bar */
//
//  SetOption( "initialequity", 100000 ); /* starting capital */
//
//  PositionSize = -10; /* trade size will be 10% of available equty */
//
//  SetOption( "MaxOpenPositions", 6 ); /* I don't want to comit more than 60%
//  of Equity at any one time */
//
//  SetOption( "PriceBoundChecking", 1 ); /* trade only within the chart bar's
//  price range */
//
//  SetOption( "CommissionMode", 2 ); /* set commissions AND costs as $ per
//  trade */
//
//  SetOption( "CommissionAmount", 32.95 ); /* commissions AND cost */
//
//  SetOption( "UsePrevBarEquityForPosSizing", 1 ); /*set the use of last bars
//  equity for trade size*/
//
//  PositionScore = 100/C; /*Set the order for which stock trades when get
//  mulitple signals in one bar in backtesting */
//
//  //Trade system
//
//  /*
//
//  Buy when exp mov avg crosses and the high is highest for 50 bars
//
//  Sell when exp mov avg crosses back
//
//  Cross is first variable moves to above the second variable
//
//  */
//
//  LongPer = Param("Long Period", 50, 30, 100, 5 ); /* select periods with
//  parameter window */
//
//  ShortPer = Param("Short Period", 5, 3, 10, 1 );
//
//  LongMA = EMA( C, LongPer );
//
//  ShortMA = EMA( C, ShortPer );
//
//  LastHigh = HHV( H, LongPer );
//
//  Buy = Cross( ShortMA, LongMA ) AND H > Ref( LastHigh, -1 );
//
//  /* ref,-1 is used for the high to have todays high greater than the
//  previous 50 bar high.
//
//  To just use H==LastHigh couold mean a previous high was equal to current
//  high */
//
//  Sell = Cross( LongMA, ShortMA );
//
//  /* exrem is one method to remove surplus strade signals*/
//
//  Buy = ExRem(Buy,Sell);
//
//  Sell = ExRem(Sell,Buy);
//
//  /* Now for exploration results.
//
//  Will restrict results of exploration to when the Buy AND Sell signals occur
//
//  You can use Filter=1; to display every bar result */
//
//  Filter = Buy OR Sell;
//
//  AddTextColumn( FullName(), "Company Name" );
//
//  AddColumn( Buy, "Buy", 1 );