ajdx system.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:    AJDX system
//  Author/Uploader: Jaco Jonker 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-18 05:06:17
//  Origin:          Wellis Wilder
//  Keywords:        ADX, trend, system
//  Level:           basic
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=25
//  Details URL:     http://www.amibroker.com/library/detail.php?id=25
//
//------------------------------------------------------------------------------
//
//  This is a trading system based on the ADX line and should only be used as a
//  basic exploration to determine the direction of a trend. The Buy indicator
//  is of most value and changes to fixed variables can be done to fit
//  different markets.
//
//------------------------------------------------------------------------------

/* Commentary Name :ADX (English)

**    Requirements : AmiBroker 3.0 + (AFL 1.1)

**         Version : 0.03

**    Version Date :September 20, 2000

**          Author Jaco Jonker

*/

ct = 100;
resa = pdi(14)/mdi(14);
maxp = hhv(pdi(14),ct);
minp = llv(pdi(14),ct);
maxm = hhv(mdi(14),ct);
minm = llv(pdi(14),ct);
area1 = maxp - minm;
area2 = maxm - minp;
dif1 = pdi(14) - mdi(14);
dif2 = mdi(14) - pdi(14);

buy = dif2 < ref(dif2,-1) 
          and dif2/area2 > 0.75
          and ref(close,-ct) > 1 
          and (sum(V,5)/5) > 100000 
          and close > 10; 
sell = dif1 < ref(dif1,-1) 
          and dif1/area1 > 0 
          or low < (highestsince(buy,high,1)*0.95);