swim index.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:    SWIM INDEX
//  Author/Uploader: Kailash K Pareek ( Johnny ) 
//  E-mail:          
//  Date/Time Added: 2001-10-11 09:31:20
//  Origin:          --------
//  Keywords:        SWIM INDEX
//  Level:           semi-advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=122
//  Details URL:     http://www.amibroker.com/library/detail.php?id=122
//
//------------------------------------------------------------------------------
//
//  SWIM INDEX coded by KAILASH K PAREEK - INDIA .
//
//  As the name of indicator explains it self, It measures the
//
//  swim of Price. Day Trader may find it very useful as it gives
//
//  trend reversal in next 2-3 trading.
//
//  INTERPATION:
//
//  Expect trend reversal or at least consolidation when SI
//
//  Spikes higher, (for Peak) OR lower, (for bottom), than
//
//  Relative spikes and turns back. I have found couple of times
//
//  The thing called "HING" which appears 1-2 day before the
//
//  Price reversal and common in Stochastic Oscillator.
//
//------------------------------------------------------------------------------

/* SWIM INDEX 
 coded by KAILASH K PAREEK - INDIA .

As the name of indicator explains it self, It measures the
swim of Price. Day Trader may find it very useful as it gives
trend reversal in next 2-3 trading.

INTERPATION: 

Expect trend reversal or at least consolidation when SI 
Spikes higher, (for Peak) OR lower, (for bottom), than 
Relative spikes and turns back. I have found couple of times
The thing called "HING" which appears 1-2 day before the
Price reversal and common in Stochastic Oscillator.


*/

C1 = Ref ( C , -1 ) ;
O1 = Ref ( O, -1 ) ;
K   = HHV ( ( H - C1 ) OR ( L - C1 ) , 1 ) ;
L   =  C1 * 0.20;
R  =  ATR ( 1 );

SI  =  ( ( C-C1+0.5*(C-O)+0.25*(C1-O1))/R)*(K/L);

Graph0 = SI;