evaluating candle patterns in a trading system.afl

来自「一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台」· AFL 代码 · 共 45 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Evaluating Candle Patterns in a trading system
//  Author/Uploader: Herman van den Bergen 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-01-28 17:54:38
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=426
//  Details URL:     http://www.amibroker.com/library/detail.php?id=426
//
//------------------------------------------------------------------------------
//
//  A simple example program to show how one can evaluate candle patterns in a
//  simple trading system. Use the AA param() to select Long or Short only mode
//  and to set the profit period after the pattern. Run in Optimize on stock or
//  watchlist.
//
//------------------------------------------------------------------------------

#include <CandleFunctionsInclude.afl>

SetTradeDelays(1,1,1,1);
// remember to set BuyPrice, SellPrice, etc.
Md = ParamToggle("System Mode","Long Only|Short Only",0);

CP = Optimize("CP",0,0,44,1);
PP = Optimize("PP",1,1,5,1);

if(Md)
	{
	Buy = CandlePattern(CP);
	Sell = Ref(Buy,-PP);
	Short = Cover = 0;
	}
else
	{
	Short = CandlePattern(CP);
	Cover = Ref(Short,-PP);
	Buy = Sell = 0;
	}