volume oscillator.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:    Volume Oscillator
//  Author/Uploader: Steve Wiser 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-05 19:19:04
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           system,exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=61
//  Details URL:     http://www.amibroker.com/library/detail.php?id=61
//
//------------------------------------------------------------------------------
//
//  Uses Volume oscillator to build a system test and indicator.
//
//------------------------------------------------------------------------------

/* Volume Oscillator */
/* Indicator, system, and exploration */
/* Steve Wiser [e-mail] */

PlusDM= IIf(HIGH>Ref(HIGH,-1) AND LOW>=Ref(LOW,-1), HIGH-Ref(HIGH,-1),
                 IIf(HIGH>Ref(HIGH,-1) AND LOW<Ref(LOW,-1)
                 AND HIGH-Ref(HIGH,-1)>Ref(LOW,-1)-LOW,
                HIGH-Ref(HIGH,-1),0));

Vm=Log(EMa(V,3));
 
Buy= (C-L)*Vm+ (H-O)*Vm + 
         IIf(C>O,(C-O)*Vm,0) + PlusDM*Vm + 
         IIf(Ref(C,-1)<O,(O-Ref(C,-1))*Vm,0);

MinDM = IIf(LOW<Ref(LOW,-1)   AND  HIGH<=Ref(HIGH,-1), Ref(LOW,-1)-LOW,
               IIf(HIGH>Ref(HIGH,-1) AND LOW<Ref(LOW,-1)
               AND HIGH-Ref(HIGH,-1)<Ref(LOW,-1)-LOW, Ref(LOW,-1)-LOW, 0));

Sell= (H-C)*Vm + (O-L)*Vm + 
         IIf(C<O,(O-C)*Vm,0) + MinDM*Vm + 
         IIf(Ref(C,-1)>O,(Ref(C,-1)-O)*Vm,0);

Wm=wilders(Wilders(buy,3)-Wilders(sell,3),3);

Buy=cross(Wm,0);
sell=cross(0,Wm);

 
Graph1=Wm;
/*Graph2=Wilders(Wm,30);*/
Graph2=ma(Wm,8);

Graph0=0;
Graph0Style=Graph1Style=Graph2Style=5;
Graph2Color=6;


Filter= (Buy==1)  ;
numcolumns = 6;
column0 =ref(C+0.065,-1);
column0format = 1.2;
column0name = "Trigger Price";WriteVal(C+0.065);
column1 = C; 
column1name = "Close       ";WriteVal(C);
column1format = 1.2;
column2 = ma(v,17); 
column2name = "17 Ma Vol   ";WriteVal(ma(v,17) );
column2format = 1.0;
column3 = ma(C,17)/ma(c,50); 
column3name = "% 17/50 ";WriteVal(  ma(C,17)/ma(c,50) );
column3format = 1.2;
column3format = 1.2;
column4= ma(c,17);
column4name="17 C ma"; WriteVal(  ma(c,17) );
column4format = 1.2;
column4= ma(c,50);
column4name="50 C ma"; WriteVal( ma(c,50) );
column4format = 1.2;
Column5=Wm;
column5Name="Vol Osc"; WriteVal(Wm);
Column5Format=1.2;  

/*  End of Exploration Code. */