cct stochasticrsi.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:    CCT StochasticRSI
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-20 10:03:37
//  Origin:          Originally developed by Steve Karnish, http://www.cedarcreektrading.com
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=76
//  Details URL:     http://www.amibroker.com/library/detail.php?id=76
//
//------------------------------------------------------------------------------
//
//  Steve Karnish wrote:
//
//  "Roger Altman, William Blau, Stanley Kroll, and Tushar Chande have all
//  improved on J. Welles Wilder’s Relative Strength Index. I believe
//  the best of these derivative indicators is the Stochastic RSI. [...] This
//  version is just one of many I use. I like substituting the numbers 3, 5, 8
//  & 13 in this formula. "
//
//------------------------------------------------------------------------------

/* CCT StochRSI
**
** Originally developed by Steve Karnish 
** http://www.cedarcreektrading.com
**
** AFL translation by Tomasz Janeczko
**
** Set scaling: Custom 0..100
** Grid: 30/70
*/

period = 13;
graph0=100*( ( RSI( period ) - LLV( RSI( period ) , period ) ) / ( ( HHV( RSI( period ) , period ) ) - LLV(RSI( period ), period ) ) );