futures - dollar move indicator.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:    Futures - Dollar Move Indicator
//  Author/Uploader: Tommy Beard 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-05-23 04:53:11
//  Origin:          
//  Keywords:        futures commodities dollar-gain performance
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=463
//  Details URL:     http://www.amibroker.com/library/detail.php?id=463
//
//------------------------------------------------------------------------------
//
//  This AFL Code offers the same feature as Track N Trade Pro which allows
//  quickly seeing the Dollar Amount of a move in a Futures Contract. The time
//  period is selected by left clicking twice on the graph to select the
//  beginng date and doing the same to select the end date. The time period is
//  also displayed in the title. Symbols used are from BriteFutures data which
//  is easily downloaded into Amibroker. The Point Value information should be
//  correct but please confirm those values on your own.
//
//------------------------------------------------------------------------------

//Title Shows: Ticker - Date - Price - Dollar Value of Move - Time Period of Move - Points Gained/Lost During Move - Point Value Used in Calculation.
 
//Left Click Twice on the Graph to Select Begin Date.
//Left Click Twick on the Graph to Select End Date.
//Default Begin Date is first bar on graph.
//Default End Date is last bar on graph

//Future Symbols Data and Point Values
//NOTE - Symbols are those used with BriteFutures
//http://www.britefutures.com/home.asp 
symbol = Name();
char1 = StrLeft(symbol, 1);
char2 = StrMid( symbol, 1, 1);
if (char1 == "C") PointValue = 50; //Corn
if (char1 == "O") PointValue = 100; //Oats
if (char1 == "W") PointValue = 50; //Wheat
if (char1 == "S") PointValue = 50; //Soybeans
if (char1 == "B" AND char2 == "O") PointValue = 600;//Bean Oil
if (char1 == "C" AND char2 == "O") PointValue = 10;//Cocoa
if (char1 == "C" AND char2 == "T") PointValue = 500;//Cotton
if (char1 == "F" AND char2 == "C") PointValue = 500;//FCattle
if (char1 == "G" AND char2 == "C") PointValue = 100;//Gold
if (char1 == "H" AND char2 == "G") PointValue = 250;//Copper
if (char1 == "K" AND char2 == "C") PointValue = 375;//Coffee
if (char1 == "K" AND char2 == "W") PointValue = 50;//KWheat
if (char1 == "L" AND char2 == "C") PointValue = 400;//LCattle
if (char1 == "L" AND char2 == "B") PointValue = 110;//Lumber
if (char1 == "L" AND char2 == "H") PointValue = 400;//LHogs
if (char1 == "O" AND char2 == "J") PointValue = 150;//OJuice
if (char1 == "P" AND char2 == "A") PointValue = 100;//Palladium
if (char1 == "P" AND char2 == "B") PointValue = 400;//PBelly
if (char1 == "P" AND char2 == "L") PointValue = 50;//Platinum
if (char1 == "S" AND char2 == "B") PointValue = 1120;//Sugar
if (char1 == "S" AND char2 == "I") PointValue = 5000;//Silver
if (char1 == "S" AND char2 == "M") PointValue = 100;//SBMeal

BegPrice = BeginValue(C);//Price at left end of range
EndPrice = EndValue(C);//Price at right end of range
LastPrice = LastValue(C);//Price at last available bar 
//Calculate gain during range
TotPtGain = (EndPrice - BegPrice);
Points = (TotPtGain*1);
Money = (TotPtGain*PointValue);

Plot(Close, "Price", colorBlack, styleBar);

Title = Name() + "   " + Date() + "   Price: " + C + EncodeColor( colorDarkOliveGreen) + "   $ " +WriteVal(Money,format=1.2) + "    " +  EncodeColor( colorIndigo ) + WriteVal( BeginValue( DateTime() ), formatDateTime ) + " To " + WriteVal( EndValue( DateTime() ), formatDateTime ) + EncodeColor( colorDarkOliveGreen) + WriteVal(Points) + EncodeColor( colorBlue) + "  PV-" + WriteVal(PointValue, format=1.0);