buff volume weighted moving averages.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:    Buff Volume Weighted Moving Averages
//  Author/Uploader: Prakash Shenoi 
//  E-mail:          
//  Date/Time Added: 2006-08-19 12:36:37
//  Origin:          From TASC Feb 2001 article "Buff up your Moving averages" by Buff Dormeier.
//  Keywords:        Moving Averages
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=680
//  Details URL:     http://www.amibroker.com/library/detail.php?id=680
//
//------------------------------------------------------------------------------
//
//  Buff's volume-weighted average function has three inputs, price, vol and
//  length. The Fast and slow period inputs represents the number of bars to
//  use in the volume-weighted average calculation. Trader use a combination of
//  5 and 20 representing Fast and Slow periods respectively.
//
//------------------------------------------------------------------------------

/* Buff's Moving Averages */

/* Afl Code - Prakash Shenoi */

f=Param(" Fast Periods  ",5,1,100); 
fa=Sum(V*C,f)/Sum(V,f); 
s=Param("Slow Periods ",10,1,50);
sl=Sum(V*C,s)/(Cum(V)-Ref(Cum(V),-s));
Plot (fa,"fast MA",1,1);
Plot (C,"close",5,64);
Plot (sl,"Slow MA",3,1);
GraphXSpace=3;
Title=Name ()+ "  Buff Averages  "+"\n"+ "Close = " + WriteVal  (C,1.2) +  "  Fast MA =  " + WriteVal  (fa,1.2) + "  Slow MA = "+ WriteVal (sl,1.2);