stochastic divergences, pdi, ndi.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:    Stochastic Divergences, PDI, NDI
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          
//  Date/Time Added: 2002-03-25 04:12:25
//  Origin:          
//  Keywords:        
//  Level:           advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=180
//  Details URL:     http://www.amibroker.com/library/detail.php?id=180
//
//------------------------------------------------------------------------------
//
//  Definitions.
//
//  1. Positive Stochastic Divergence Issues (PDI) is the population of stocks
//  that
//
//  presented a positive stochastic divergence, calculated on daily basis.
//
//  2. Negative Stochastic Divergence Issues (NDI) is the population of stocks
//  that
//
//  presented a negative stochastic divergence, calculated on daily basis.
//
//------------------------------------------------------------------------------

/*STOCHDIV*/
ST33=StochD(14);
TR1=LLVBars(ST33,4);
TR2=IIf(ST33<30 AND TR1>0 AND Ref(TR1,-1)==0,Ref(ST33,-1),0);
TRC=IIf(TR2>0,C,0);
vs=ValueWhen(tr2, Ref(st33,-1), 1);
dvs=vs-Ref(vs,-1);
vc=ValueWhen(trc, LLV(C,3), 1);
dvc=vc-Ref(vc,-1);
diver=IIf(dvs>0 AND dvc<0,30,0);
DAS=BarsSince(Ref(TR2,-1)>0);
dd=IIf(DAS<20 AND C>=Ref(C,-1),DIVER,0);

HTR1=HHVBars(ST33,4);
HTR2=IIf(ST33>70 AND HTR1>0 AND Ref(HTR1,-1)==0,Ref(ST33,-1),0);
HTRC=IIf(HTR2>0,C,0);
Hvs=ValueWhen(Htr2, Ref(st33,-1), 1);
Hdvs=Hvs-Ref(Hvs,-1);
Hvc=ValueWhen(Htrc, HHV(H,3), 1);
Hdvc=Hvc-Ref(Hvc,-1);
Hdiver=IIf(Hdvs<0 AND Hdvc>0,90,0);
HDAS=BarsSince(Ref(HTR2,-1)>0);
hdd=IIf(HDAS<20 AND C<Ref(C,-1),HDIVER,0);
values3 = dd>0;
values4=hdd>0;
AddToComposite(Values3,"~posstochdiv","V");
AddToComposite(Values4,"~negstochdiv","V");
Buy=0;