parabolic sar in vbscript.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:    Parabolic SAR in VBScript
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-12-18 07:09:00
//  Origin:          Welles Wilder
//  Keywords:        SAR
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=241
//  Details URL:     http://www.amibroker.com/library/detail.php?id=241
//
//------------------------------------------------------------------------------
//
//  This sample code shows parabolic SAR re-implemented
//
//  in VBScript. Note that SAR is built-in function in AFL and
//
//  this code is provided as an example of AmiBroker scripting capabilities.
//
//------------------------------------------------------------------------------

// *BEGIN Parabolic SAR Indicator

EnableScript ( "vbscript" );
psar = Low;

<%

Function Min( x, y, z )

If x < y Then
 Min = x
Else
 Min = y
End If

If z < Min Then
   Min = z
End If

End Function



Function Max( x, y, z )

If x > y Then
 Max = x
Else
 Max = y
End If

If z > Max Then
   Max = z
End If

End Function


StartAF = 0.02  '                           //acceleration factor
MaxAF = 0.2  '                          //max acceleration

Close = AFL ( "close" )
High   = AFL ( "high" )
Low    = AFL ( "low" )
psar  =  AFL ( "psar" )

psar( 0 ) = Close( 0 )      ' initialize
LongPos = 1                    ' assume long for initial conditions
af = StartAF               ' init acelleration factor
ep = Low( 0 )                 ' init extreme point
hp = High( 0 )
lp = Low( 0 )

For i = 2 To UBound( Close )

     If LongPos Then
        psar( i ) = psar( i-1 ) + af * ( hp - psar( i-1 ) )
     Else
       psar( i ) = psar( i-1 ) + af * ( lp - psar ( i-1 ) )
     End If

     reverse =  0

     ' check for reversal
     
     If LongPos Then
       If  Low( i ) < psar ( i ) Then 
              LongPos = 0
  		reverse = 1 '            //reverse position to short
              psar( i ) =  hp '                        //sar is high point in prev trade
              lp = Low( i )
              af = StartAF
       End If
     
     Else
     
         If High( i ) > psar( i ) Then
              LongPos = 1    
              reverse = 1 '        //reverse position to long
              psar( i ) =  lp 
              hp = High( i ) 
              af = StartAF
         End If  
     End If

     If reverse = 0 Then
         If LongPos Then
             If High( i ) > hp Then
                  hp = High( i )
                  af = af + StartAF 
                  af = Min ( af, MaxAF, MaxAF )
             End If
                  
             psar( i ) = Min ( psar( i ), Low( i - 1 ), Low ( i-2 ) )
         Else
         
             If  Low( i ) < lp Then
                lp = Low( i )
                af = af + StartAF 
                af = Min ( af, MaxAF, MaxAF ) 
             End If
             psar( i ) = Max ( psar( i ), High( i - 1 ), High( i-2 ) )
         End If
     End If


Next

AFL( "psar" ) = psar
%>

Graph0 = Close;
Graph0Style = 64 +32 ;
//graph0Style = 128 +32 ;
Graph0BarColor=1;
Graph1 = psar;
Graph1Style = 8 + 16 + 32;
Graph1Color = 8;



Title=Name() + " - Custom PSAR = "+WriteVal(psar);