absolute breadth index.afl

来自「一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台」· AFL 代码 · 共 34 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Absolute Breadth Index
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 07:36:16
//  Origin:          Originaly developed by Norman G. Fosback.
//  Keywords:        breadth
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=1
//  Details URL:     http://www.amibroker.com/library/detail.php?id=1
//
//------------------------------------------------------------------------------
//
//  The Absolute Breadth Index (ABI) is a market momentum indicator that was
//  developed by Norman G. Fosback. The ABI shows how much activity,
//  volatility, and change is taking place on the New York Stock Exchange while
//  ignoring the direction prices are headed. You can think of the ABI as an
//  "activity index". High readings indicate market activity and change, while
//  low readings indicate lack of change. In Mr. Fosback's book, Stock Market
//  Logic, he indicates that historically, high values typically lead to higher
//  prices three to twelve months later.
//
//------------------------------------------------------------------------------

/*
Absolute Breadth Index
AFL implementation by Tomasz Janeczko.

*/

graph0 = abs( AdvIssues() - DecIssues() );