eldersafezonestopshort.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:    ElderSafeZoneStopShort
//  Author/Uploader: Leon Nedbalek 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-12-30 18:39:36
//  Origin:          From Dr. Alexander Elder's "Come Into My Trading Room"
//  Keywords:        Elder SafeZone Stop
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=319
//  Details URL:     http://www.amibroker.com/library/detail.php?id=319
//
//------------------------------------------------------------------------------
//
//  Provides results identical to the Excel spreadsheet discussed in the
//  Trading Room book, except that it gives tomorrow's recommended stop from
//  today's end-of-day data instead of today's stop from yesterday's data. To
//  get today's stop, click on yesterday's date in the chart. For short
//  positions only. Also see the companion indicator ElderSafeZoneStopLong.
//
//------------------------------------------------------------------------------

H1=Ref(H,-1);
Pd=Param("Period",10,1,50,1);
UpPen=IIf(H>H1,H-H1,0);
UpPenSum=Sum(UpPen,Pd);
UpPenCount=Sum(H>H1,Pd);
AvgUpPen=UpPenSum/UpPenCount;
AvgUpPenMult=Param("Multiplier",2,1,4,0.1);
DaysInTrade=Param("Days in trade",1,1,50,1);
StopShort=H+(AvgUpPen*AvgUpPenMult);
SafeZoneStopShort=LLV(StopShort,DaysInTrade);

Graph0=Close; Graph0Style=styleBar|styleThick; Graph0Color=colorWhite;
Graph1=SafeZoneStopShort; Graph1Style=styleDots|styleNoLine; Graph1Color=colorLightOrange;

Title="\\c55"
+Name() 
+"\\c42  Elder SafeZone \\c40SHORT"
+"\\c42    SafeZoneStop for next trading day after \\c55"
+Date()
+": \\c33"
+WriteVal(SafeZoneStopShort,1.2)
+"\n\\c42    Period: \\c55"
+WriteVal(Pd,1.0)
+"\\c42    AvgUpPen: \\c55"
+WriteVal(AvgUpPen,1.2)
+"\\c42    Multiplier: \\c55"
+WriteVal(AvgUpPenMult,1.1)
+"\\c42    Days in trade (inclusive): \\c55"
+WriteVal(DaysInTrade,1.0);