the three day reversal.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:    The Three Day Reversal
//  Author/Uploader: Prashanth 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-08-30 23:42:41
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=552
//  Details URL:     http://www.amibroker.com/library/detail.php?id=552
//
//------------------------------------------------------------------------------
//
//  The three day reversal is a very simple pattern. When the trend is Up or
//  Long – The Three Day Drop and When the trend is Down or Short
//  – The 3 Day Rise.
//
//------------------------------------------------------------------------------

// 3 Day Reversal by Prashanth

// Knowing the Current Trend

P1 = Param("Period",10,0,100,1);

MyPDI= PDI(P1);//Positive Directional Indicator
MyMDI= MDI(P1);//Negative Directional Indicator (Minus)

// Trend Conditions
Cond1 = MyPDI > MyMDI;
Cond2 = MyPDI < MyMDI;

//Sell Conditions

Cond3 = Ref(C,-1) > Ref(C,-2) AND Ref(C,-2) > Ref(C, -3) AND Ref(C, -3) > Ref(C, -4);
Cond4 = C < Ref(C,-1) AND C < Ref(O, -1);
A = H - C;
B = ( ( 100 * A ) / C );
D = (100 * 0.50 ) / H;
E = (100 * 0.50 ) / L;

Cond5 = O > (H - D); // AND B < 0.50; 
Cond6 = C <= (L + E);

Short = Cond1 AND Cond3 AND Cond4 AND Cond5 AND Cond6;
Cover = C > ShortPrice;


// Buy Conditions

Cond7 = C > Ref(C,-1);
Cond8 = O <= (L + E);
Cond9 = C >= (H - D);

Buy = Cond2 AND Cond7 AND Cond8 AND Cond9;
Sell = C < BuyPrice;
// ApplyStop(stopTypeLoss, stopModePercent, 3, 1);



Buy = ExRem(Buy, BarsSince(Buy) > 5);
Sell = ExRem(Sell, BarsSince(Sell) > 5);