market profile & market volume profile.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:    Market Profile & Market Volume Profile
//  Author/Uploader: noname 
//  E-mail:          
//  Date/Time Added: 2006-05-28 07:10:16
//  Origin:          
//  Keywords:        Market Profile
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=623
//  Details URL:     http://www.amibroker.com/library/detail.php?id=623
//
//------------------------------------------------------------------------------
//
//  Market Profile & Market Volume Profile
//
//------------------------------------------------------------------------------

//Market Profile
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);

//===========================

Den = Param("Density", 40, 10, 100, 10);
ShowMP = ParamToggle("Show MP", "No|Yes");
ShowVP = ParamToggle("Show VP", "No|Yes");
StyleMP = ParamStyle("style MP", styleLine, maskAll);
StyleVP = ParamStyle("style VP", styleLine, maskAll);

//===========================
BarsInDay = BarsSince(Day() != Ref(Day(), -1)) + 1;

//===========================
NewDay = Day() != Ref(Day(), 1) OR Cum(1) == BarCount;

//===========================
Bot = TimeFrameGetPrice("L", inDaily, 0);
Top = TimeFrameGetPrice("H", inDaily, 0);
Vol = TimeFrameGetPrice("V", inDaily, 0);

//===========================

Range = Highest(Top-Bot);
Box = Range/Den;
VolumeUnit = Vol/BarsInDay;

for (k = 0; k < Den; k++)            // loop through each line (price) starting at the Lowest price
{
	Line = Bot + k*Box;
	detect = Line >= L & Line <= H;

	if(ShowMP == True)
	{
		CountMPString = IIf(NewDay, Sum(detect, BarsInDay), 0);
		CountMPString = Ref(ValueWhen(NewDay, CountMPString, 0), -1);
		MpLine = IIf(CountMPString >= BarsInDay, Line, Null);

		Plot(MPLine, "", colorRed, styleMP);
	}

if(ShowVP == True)
	{
		CountVPString = IIf(NewDay, Sum(detect*V, BarsInDay)/VolumeUnit, 0);
		CountVPString = Ref(ValueWhen(NewDay, CountVPString, 0), -1);
		VpLine = IIf(CountVPString >= BarsInDay, Line + Box/4, Null);
//		Plot()
		Plot(VPLine, "", colorBlue, styleVP);
	}
}

Title = "{{NAME}} - {{INTERVAL}} {{DATE}} {{VALUES}} - \\c04 Market Profile  \\c06 Volume Profile";