chandelier plugin.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:    Chandelier Plugin
//  Author/Uploader: Geoff Mulhall 
//  E-mail:          [e-mail]
//  Date/Time Added: 2004-11-01 18:04:31
//  Origin:          Chuck Le Beau's System Traders Club
//  Keywords:        
//  Level:           semi-advanced
//  Flags:           system,exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=395
//  Details URL:     http://www.amibroker.com/library/detail.php?id=395
//
//------------------------------------------------------------------------------
//
//  CHANDELIER EXIT Geoff Mulhall 24 Oct 2004
//
//  -----------------------------------------
//
//  The plugin is downloadable from
//
//  http://finance.groups.yahoo.com/group/amibroker/files/
//
//  OR
//
//  http://www.amibroker.org/3rdparty/
//
//  Look for chandelier.zip
//
//  Vers 1.02 - Improvements to problem data handling. Thks to James Kung
//
//  The chandelier exit is described at Chuck Le Beau's System Traders Club.
//  Refer :
//
//  http://traderclub.com/cgi-bin/discus/show.cgi?107/107
//
//  If you are not familiar with the Chandelier Exit please refer to that site
//  before continuing.
//
//  The plugin provided here is a true Chandelier Exit ie it is always hung
//  from the highest high or highest close not as in the compromise version
//  below which readers may have seen else where ie
//
//  Chandelier = HHV(High - 3 * ATR(15),10); // Long Trade
//
//  Chandelier = LLV(Low + 3 * ATR(15),10); // Short Trade
//
//  As you will see from the PNG file attached the plugin provides a single
//  function which can be used for both short and long trades. This is achieved
//  by flipping whenever the close pierces the exit.
//
//  To plot a Chandelier exit hung from the close code as follows -
//
//  Plot(ChandelierCl(ATR15),3),"ChandelierCl",colorBlue,styleLine);
//
//  To plot a Chandelier exit hung from the high or low code as follows -
//
//  Plot(ChandelierHL(ATR(15),3),"ChandelierHL",colorRed,styleLine);
//
//  Note both functions accept two parameters
//
//  1. The ATR array - in this case a 15 period - in this example ATR(15) and
//
//  2. The ATR multiplier - in this example 3
//
//  A trading system can be built using the functions provided as follows
//
//  Buy = Close > Ref( ChandelierCl(ATR(15),3), -1);
//
//  Sell = Close < Ref( ChandelierCl(ATR(15),3), -1);
//
//  Note the ref function is required due to the way the exit switches between
//  a long and short trade.
//
//  To install the the plugin
//
//  1. Uzip the contents of Chandelier.zip to a temp directory
//
//  2. Shut down Amibroker
//
//  3. Copy the file Chandelier.dll to C:\Program Files\Amibroker\Plugins
//
//  4. Restart Amibroker (You will get a warning message that a new plugin has
//  been installed).
//
//------------------------------------------------------------------------------

/* Chandelier Exit */
/* Geoff Mulhall Oct 2004 */
/* Requires chandelier plugin installed */

GraphXSpace = 5;

Plot(Close,"",colorBlack,styleCandle);
Plot(ChandelierCl(ATR(15),2.5),"",colorRed,styleLine);
Plot(ChandelierHL(ATR(15),2.5),"",colorBlue,styleLine);