momentum.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:    Momentum
//  Author/Uploader: Geoff Mulhall 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-05-25 07:36:40
//  Origin:          Momentum Stock Selection by Jake Bernstein McGraw Hill College Div; ISBN: 0071376771
//  Keywords:        Momentum
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=192
//  Details URL:     http://www.amibroker.com/library/detail.php?id=192
//
//------------------------------------------------------------------------------
//
//  This is a simple momentum formulae.
//
//  In his book Bernstein provides a simple but effective trading system based
//  on momentum. Can be used for both short and long trades and provides
//  simple, clear entry and exit criteria.
//
//------------------------------------------------------------------------------

/* Bernstein Momentum Indicator */
/* Set Scaling to Automatic, Show dates On, Percent On, Middle On */

Title = "Bernstein MOM Close - Ref(Close,-28)"; 
Graphxspace = 5;
Graph0 = MA(Close - Ref(Close,-28),1); 
Graph0Style = 1; 
Graph0Color = 2;
Graph1 = MA(Graph0,28);
Graph1Style = 1;  
Graph1Color = 5;