bollinger - keltner bands.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:    Bollinger - Keltner Bands
//  Author/Uploader: Prakash Shenoi 
//  E-mail:          
//  Date/Time Added: 2006-08-13 09:40:02
//  Origin:          
//  Keywords:        Volatility Indicators
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=678
//  Details URL:     http://www.amibroker.com/library/detail.php?id=678
//
//------------------------------------------------------------------------------
//
//  Although Volatility-based Bollinger Bands and Keltner Bands share many
//  similarities, they differ in their construction. While Bollinger Bands rely
//  on Std Deviation calculations, Keltner Band uses Average True Range, in
//  representing volatility. Like Bollinger bands, Keltner Band signals are
//  produced when the price action breaks above or below the channel bands and
//  return to the median line. Some traders use this combination as Volatility
//  Squeeze Indicator. When either of the band, converge, a volatility Squeeze
//  occurs, which lead to sharp moves, upon "opening up" of the bands.
//
//  of the bands.
//
//------------------------------------------------------------------------------

/* Bollinger - Keltner Bands */

/* AFL code by Prakash Shenoi */

/* Change BB Length and Std dev / Keltner Band periods and ATR settings by using Param function (CTLR-R) to your preferred settings. */ 

BBLength= Param("BBLength",10,2,30,2);
StdDv= Param("Stdev",2,0.5,5,0.1);
K1= Param("Kelt EMA Periods?",5,3,50);
K2= Param("ATR Periods?",10,2,50);
Mul= Param("ATR Multiplier?",1,0.5,5,0.5);
Mi=EMA(C, K1);
Kel= ATR(K2)*Mul;
UB= Mi + Kel;
LB= Mi - Kel;
UpB=BBandTop(H,BBLength,StdDv);
Mdb=MA(C, BBLength);
DnB=BBandBot(L,BBLength,StdDv);
Plot (Close, "close",1,64);
Plot (Mi,"",3,1);
Plot (UB,"",3,1);
Plot (LB,"",3,1);
Plot(UpB,"",12,1);
Plot(MdB,"",12,1);
Plot(DnB,"",12,1);
GraphXSpace=4;
Title=Name()+ EncodeColor (colorViolet )+  "   Bollinger - Keltner Bands: " +"\n"+"RESISTANCE = "+WriteVal(UpB,1.2) + ", " +WriteVal (Ub,1.2) + "   SUPPORT = " +WriteVal (Lb,1.2) + ", "+ WriteVal(Dnb,1.2);