zigzag filter rewrited from scratch in afl.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:    ZigZag filter rewrited from scratch in AFL
//  Author/Uploader: Tintin92 
//  E-mail:          
//  Date/Time Added: 2004-12-28 17:42:50
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=417
//  Details URL:     http://www.amibroker.com/library/detail.php?id=417
//
//------------------------------------------------------------------------------
//
//  ZigZag filter rewrited from scratch in AFL
//
//------------------------------------------------------------------------------


_SECTION_BEGIN("Reversal");
Reversal = Param( _DEFAULT_NAME(), 01.0,0.01,20,0.01);
_SECTION_END();

ZigZArray = Avg;
ZigZArray = Null;

ValFromPro=0;
ValToPro=0;
ValRead=0;

BarFromPro=0;
BarToPro=0;
BarRead=0;

ProcessUndef = 10;
ProcessIncrease = 11;
ProcessDecrease = 12;

Process = ProcessUndef;
ValFromPro=Avg[0];
ValToPro=Avg[0];
BarFromPro=0;
BarToPro=0;
BarRead=0;

function FillLine( startbar, startval, endbar, endval )
{
	for( j = startbar; j <= endbar; j++ )
	{
		ZigZArray[ j ] = startval + (( j - startbar) * (endval-startval)/( endbar - startbar ));
	}
}

function TrtUndef( )
{
	if ( ValRead > ( ((100 + Reversal)/100 ) * ValFromPro ) )///If rupture Increase
	{
		Process = ProcessIncrease;
		ValToPro=ValRead;
		BarToPro=BarRead;
	}
	else
	{
		if ( ValRead < ( ((100- Reversal)/100 ) * ValFromPro ) )  // If rupture Decrease
		{
			Process = ProcessDecrease;
			ValToPro=ValRead;
			BarToPro=BarRead;
		}
		else
		{
			Process = ProcessUndef;
		}
	}
}

function TrtIncrease( )
{
	if ( ValRead > ValToPro )  // Still Increase
	{
		Process = ProcessIncrease;
		ValToPro=ValRead;
		BarToPro=BarRead;
	}
	else   // Break Increase Process
	{
		if ( ValRead <  ( ((100- Reversal)/100 ) * ValToPro ) )   // If break Decrease
		{
			Process = ProcessDecrease;
			ValFromPro=ValToPro;
			BarFromPro=BarToPro;
			ValToPro=ValRead;
			BarToPro=BarRead;
		}
	}
}

function TrtDecrease( )
{
	if ( ValRead < ValToPro )  // Still Decrease
	{
		Process = ProcessDecrease;
		ValToPro=ValRead;
		BarToPro=BarRead;
	}
	else  // Break Decrease Process
	{
		if ( ValRead >  ( ( (100+ Reversal)/100 ) * ValToPro ) ) // If break Decrease
		{
   		   Process = ProcessIncrease;
			ValFromPro=ValToPro;
			BarFromPro=BarToPro;
			ValToPro=ValRead;
			BarToPro=BarRead;
		}
	}
}


for( i = 1; i < BarCount; i++ )
{
	ValRead = Avg[i];
	BarRead = i;

	if ( Process == ProcessUndef )
	{
		TrtUndef();
	}
	else
	{
		if ( Process == ProcessIncrease )
		{
			TrtIncrease();
		}
		else
		{
			TrtDecrease();
		}
	}

	if ( BarToPro == BarRead )
		FillLine( BarFromPro, ValFromPro, BarToPro, ValToPro );
	else
		FillLine( BarToPro, ValToPro, BarRead, ValRead );
}


_SECTION_BEGIN("avg");
SetChartOptions(0,chartShowArrows);
Plot( Avg, _DEFAULT_NAME(), ParamColor("Color", colorBlack ), ParamStyle("Style", styleLine + styleDots, maskPrice ) ); 
_SECTION_END();

 _SECTION_BEGIN("ZigZArray");
Plot( ZigZArray, _DEFAULT_NAME(), ParamColor("Color", colorRed ), ParamStyle("Style", styleLine + styleThick) ); 
_SECTION_END();