double smoothed stochastic from w.bressert.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:    Double Smoothed Stochastic from W.Bressert
//  Author/Uploader: Tom Supera 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-20 15:39:11
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=78
//  Details URL:     http://www.amibroker.com/library/detail.php?id=78
//
//------------------------------------------------------------------------------
//
//  This is an Overbought/Oversold Indicator.
//
//  It works very well, but never use this indicator alone.
//
//  you always need a trend indicator.
//
//  Values about 80 shows overbought, under 20 shows oversold.
//
//  Formula:
//
//  title = "127-3 DSS" + " " + fullname() + " " + Date( ) ;
//
//  Slw = 4; Pds = 4;
//
//  Overbought = 80; Oversold = 20;
//
//  A = Ema((CLOSE-LLV(LOW,Pds))/(HHV(H,pds)-LLV(L,Pds)),Slw)*100;
//
//  DSS = ema((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;
//
//  maxgraph = 5;
//
//  graph0 = DSS; graph0color = 2; graph2 = DSS;
//
//  graph2barcolor = IIF (graph2 > overbought, 4,
//
//  IIF (graph2 < oversold,5,6));
//
//  buy = cross (DSS, 20);
//
//  sell = cross (80,DSS);
//
//------------------------------------------------------------------------------

title = "127-3 DSS" + "   "  +  fullname() + "   "  +  Date( ) ;

Slw = 4;  Pds = 4;

A = Ema((CLOSE-LLV(LOW,Pds))/(HHV(H,pds)-LLV(L,Pds)),Slw)*100;

DSS = ema((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;

maxgraph = 10;
graph0 = DSS; graph0color = 2;    graph2 = DSS; 
Overbought = 80;  Oversold =  20; 

graph2barcolor = IIF (graph2 > overbought, 4, 
                                   IIF (graph2 < oversold,5,6));

buy = cross (DSS, 20);
sell = cross (80,DSS);