trading atr 10-1.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:    Trading ATR 10-1
//  Author/Uploader: Marcelin 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-03-04 15:40:51
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=437
//  Details URL:     http://www.amibroker.com/library/detail.php?id=437
//
//------------------------------------------------------------------------------
//
//  A volatility trading system.
//
//------------------------------------------------------------------------------

  /*Developed by Tudor Marcelin - Art Invest
Este un sistem care genereaza semnale pentru ziua urmatoare.*/
 
  k=1; /* factor de multiplicare*/
    
/*R rezistenta pentru ziua curenta*/
    R = Ref(Close, -1)+k*Ref(ATR(10),-1); 
/*S rezistenta pentru ziua curenta*/ 
    S = Ref(Close, -1)-k*Ref(ATR(10),-1);

Buy=Close>R;
Sell=Close<S;

Cump=IIf(Close>R,1,0);
Vanz=IIf(Close<S,1,0);

Plot(Close,"Close",colorBlack,styleCandle);
Plot(R, "Rez:",colorGreen,styleDots|styleNoLine);
Plot(S, "Sup:",colorRed,styleDots|styleNoLine);


Buy = ExRem( Buy, Sell ); //Elimina semnalele buy consecutive
Sell = ExRem( Sell, Buy ); //Elimina semnalele sell consecutive

shape = Buy * shapeUpArrow + Sell * shapeDownArrow;

fig=Cump*shapeHollowUpArrow + Vanz*shapeHollowDownArrow;

PlotShapes( fig, IIf( Cump, colorPaleGreen  , colorPink), 0, IIf( Cump, Low-50, High+50)); //Pentru a vizualiza semnalele consecutive eliminate de ExRem
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low-50, High+50)); 

AlertIf( Buy, "", "ATR 10-1 Sistem", 1 );
AlertIf( Sell, "", "ATR 10-1 Sistem",2);

GraphXSpace = 3;

Title=EncodeColor(colorBlue)+"Sistem ATR 10-1 "+EncodeColor(colorBlack)+ " Open:"+O+" High:"+H+" Low:"+L+" Close:"+C+EncodeColor(colorGreen)+" Rez:"+R+EncodeColor(colorRed)+" Sup:"+S+EncodeColor(colorBlue)+
	" \nDate: "+EncodeColor(colorRed)+Date();