stochastic of weekly price array.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 43 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Stochastic of Weekly Price Array
//  Author/Uploader: Anthony Faragasso 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-09-21 20:03:31
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=225
//  Details URL:     http://www.amibroker.com/library/detail.php?id=225
//
//------------------------------------------------------------------------------
//
//  Plot the Stochastic of Weekly Price array , while staying in
//
//  Daily mode.
//
//------------------------------------------------------------------------------

//Stochastic of Weekly Price Array
//Coded by Anthony Faragasso
//Ver. 1.01 Update#1
//Credit to Tomasz for some help

weekstart = DayOfWeek() < Ref( DayOfWeek(), -1 );
weekend = DayOfWeek() > Ref( DayOfWeek(),1);
/**Establish Weekly Price arrays**/
WeeklyOpen=ValueWhen(DayOfWeek()< Ref(DayOfWeek(),-1) ,Open);
WeeklyHigh = ValueWhen( weekend, HighestSince( weekstart, High ) );
WeeklyLow = ValueWhen( weekend, LowestSince( weekstart, Low ) );
WeeklyClose=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1),Close);
WeeklyVolume=ValueWhen(DayOfWeek() > Ref(DayOfWeek(),1),Sum(V,5));

/***Stochastic of Weekly Price Array***/

t=3;//Slowing Variable

StochWeekly=(Sum((weeklyclose-weeklylow),t)/Sum((weeklyhigh-weeklylow),t))*100;

Plot(Stochweekly,EncodeColor(colorBlack)+"Stoch_Weekly",colorRed,styleLine);
Plot(EMA(Stochweekly,3),EncodeColor(colorBlue)+"Signal",colorBlue,styleLine);