t3.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:    T3
//  Author/Uploader: dale Butkowski 
//  E-mail:          
//  Date/Time Added: 2001-08-05 09:47:23
//  Origin:          Steve Burns, Technical Analysis of Stocks & Commodities
//  Keywords:        
//  Level:           basic
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=82
//  Details URL:     http://www.amibroker.com/library/detail.php?id=82
//
//------------------------------------------------------------------------------
//
//  Trading system based on cubing of function (1+a)-ax^2 where a is the
//  amplification ( 0 < a < 1.0, I use 0.7) and en is the exponentially
//  smoothed average of the closing price.
//
//------------------------------------------------------------------------------

/* T3 trading system */
a = 0.7;
n = 2;

alpha = 2/(n + 1);
e1 =  ema(close, n);
e2 = ema (e1, n);
e3 = ema (e2, n);
e4 = ema (e3,  n);
e5 = ema (e4, n);
e6 = ema (e5, n);

T3 = -a^3 * e6 + (3 * a^2 +3 * a^3) * e5 + (-6 * a^2 - 3 *
 a - 3 * a^3) * e4 + (1 + 3 * a + a^3 + 3 * a^2) * e3;

graph0 = close;
graph1 = T3;

SELL = cross ( Close, T3 );
BUY = cross (T3, Close );
SHORT = cross ( Close, T3);
COVER = cross (T3, Close );