volume - compared with moving avg (100%).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:    Volume - compared with Moving Avg (100%)
//  Author/Uploader: Thomas Zmuck 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-07-15 17:12:30
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=207
//  Details URL:     http://www.amibroker.com/library/detail.php?id=207
//
//------------------------------------------------------------------------------
//
//  This is principle only another view of the volume.
//
//  It shows you the difference from the current volume to the moving Volume in
//  percent.
//
//  I like it, because it is easier to analyze. you dont need to compare the
//  volume with the moving, which has everyday another value.
//
//  In this formula you see, for example, that sometimes the volume is 300%
//  higher than the AVG. This makes it also easier to use in the exploration.
//
//  Try it out! I think, you like it.
//
//  Set the scale to percent and automatic
//
//------------------------------------------------------------------------------

//written by Thomas Zmuck
//Date: 15-07-02
//[e-mail]

pds = 10;
V1 = V/MA(V,10); V2 = V/MA(V,20);
V3 = V/MA(V,50);

barcolor = IIf(V<MA(V,pds),4,6);
/* Colourized price bars drawn here */
Plot(100*Volume/MA(V,pds),"    V/ma(10)",barcolor,2+4);

Plot(100,"    AVG(10)",1,1);

unsure = V1<1 AND V2<1 AND V3<1;
sure   = V1>1 AND V2>1 AND V3>1;

Filter = unsure;
AddColumn(100*V/MA(V,10),"V/ma(V,10)",1.0);
AddColumn(100*V/MA(V,20),"V/ma(V,20)",1.0);
AddColumn(100*V/MA(V,50),"V/ma(V,50)",1.0);
AddColumn(ROC(C,1),"%today");