gann five day pullback.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:    Gann Five Day pullback
//  Author/Uploader: Steve Wiser 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-05 19:24:18
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           system,exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=63
//  Details URL:     http://www.amibroker.com/library/detail.php?id=63
//
//------------------------------------------------------------------------------
//
//  Uses Gann Five day pull back for buy signal.
//
//------------------------------------------------------------------------------

/* Elliott Oscillator Indicator*/
var0=Ma(A,5)-Ma(A,34);
graph0=var0;
graph0Style=6;
graph1=0;
graph1Color=5;


Fivelow= ( Ref(L,-3)<Ref(L,-4) AND Ref(L,-4)<Ref(L,-5) AND Ref(L,-2)<Ref(L,-3))AND (Ref(L,-1)<Ref(L,-2)) AND (L<Ref(L,-1));

var1=
((Ma(var0,5)>0 
AND 
Ma(C,3)<Ma(C,10))
AND
 LinRegSlope(C, 38)>.25) 
AND

(Fivelow
 OR
 (Ref(C,-2)==Inside() AND Ref(L,-1)<Ref(L,-2)AND L<Ref(L,-1))
OR
 (Ref(L,-3)<Ref(L,-4)AND Ref(C,-1)==Inside()AND L<Ref(L,-1))
OR
(Ref(L,-2)<Ref(L,-3))AND (Ref(L,-1)<Ref(L,-2)AND Inside()));

Buy=var1;
Sell=0;

Filter=Buy;


Filter= (Buy==1)  ;
numcolumns = 7;
column0 =ref(C+0.065,-1);
column0format = 1.2;
column0name = "Trigger Price";
column1 = C;
column1name = "Close       ";
column1format = 1.2;
column2 = ma(v,17);
column2name = "17 Ma Vol   ";
column2format = 1.0;
column3 = ma(C,17)/ma(c,50);
column3name = "% 17/50 ";
column3format = 1.2;
column3format = 1.2;
column4= ma(c,17);
column4name="17 C ma";
column4format = 1.2;
column4= ma(c,50);
column4name="50 C ma";
column4format = 1.2;
Column5=var0;
column5Name="Elliott Ocs";
Column5Format=1.2;
Column6=LinRegSlope(var0,5);
Column6Name="LRS Elliott";
Column6format=1.2;

/*  End of Exploration Code. */