standard error 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:    Standard Error Bands
//  Author/Uploader: jparent 
//  E-mail:          
//  Date/Time Added: 2002-02-24 22:14:38
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=164
//  Details URL:     http://www.amibroker.com/library/detail.php?id=164
//
//------------------------------------------------------------------------------
//
//  vbscript functions to calculate band top and bottom of your array
//
//------------------------------------------------------------------------------

EnableScript("vbscript");

<%

function STEBandTop(V,n,d)
dim result()
redim result(UBound(V))
q=EP(V,n)
r=DV(V,n,d)

for i=0 to UBound(V)
result(i)=q(i)+r(i)
next
STEBandTop=result
end function

function STEBandBot(V,n,d)
dim result()
redim result(UBound(V))
q=EP(V,n)
r=DV(V,n,d)

for i=0 to UBound(V)
result(i)=q(i)-r(i)
next
STEBandBot=result
end function

function EP(V,n)
Dim endpoint()
redim endpoint(UBound(V))
for i=0 to n-1
x=x+(i+1)
y=y+V(i)
x2=x2+(i+1)^2
xy=xy+(i+1)*V(i)
endpoint(i)=V(i)
next

ya=y/n
xa=x/n

for i=n to UBound(V)
x=x+n
y=y+V(i)-V(i-n)
x2=x2+(i+1)^2-(i-n+1)^2
xy=xy+(i+1)*V(i)-(i-n+1)*V(i-n)
ya=(ya*n+V(i)-V(i-n))/n
xa=x/n
t=(n*xy-x*y)/(n*x2-x^2)
endpoint(i)=ya+t*(i-xa)
next
EP=endpoint
end function

function DV(V,n,d)
Dim dev()
redim dev(UBound(V))
for i=0 to n-1
x=x+(i+1)
y=y+V(i)
y2=y2+V(i)^2
x2=x2+(i+1)^2
xy=xy+(i+1)*V(i)
dev(i)=0
next

for i=n to UBound(V)
x=x+n
y=y+V(i)-V(i-n)
y2=y2+V(i)^2-V(i-n)^2
x2=x2+(i+1)^2-(i-n+1)^2
xy=xy+(i+1)*V(i)-(i-n+1)*V(i-n)
t=xy-x*y/n
dev(i)=d*sqr(((y2-y^2/n)-t^2/(x2-x^2/n))/(n-2))
next
DV=dev
end function

%>

script=GetScriptObject();
Graph0=script.STEBandTop(C,30,2);
Graph1=C;
Graph2=script.STEBandBot(C,30,2);
Graph0Style = 1;
Graph1Style = 1;
Graph2Style = 1;