the mean rsit.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:    The Mean RSIt
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          
//  Date/Time Added: 2002-03-17 14:34:12
//  Origin:          
//  Keywords:        
//  Level:           advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=173
//  Details URL:     http://www.amibroker.com/library/detail.php?id=173
//
//------------------------------------------------------------------------------
//
//  The RSIt Indicator, defined from
//
//  Var=MACD();
//
//  Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
//
//  Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
//
//  Ut=Wilders(Up,t);
//
//  Dt=Wilders(Dn,t);
//
//  RSIt=100*(Ut/(Ut+Dt));
//
//  may be applied to a group or sector or the whole market,
//
//  to produce the Mean RSIt. For a Market of N stocks, we have
//
//  MeanRSIt=(RSIt1+RSIt2+...+RSItN)/N
//
//  Together with the MeanRSI, the MeanStochD and other Mean Indicators,
//  produced in a similar manner, they consist a group of descriptive curves,
//  very useful to predict main market movements. These functions enlarge the
//  breath indicators family and may be used in trading systems design.
//
//------------------------------------------------------------------------------

/*The MEAN RSIt Indicator*/
Var=MACD();
Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
RSIt=100*(Ut/(Ut+Dt));
AddToComposite(RSIt,"~meanRSIt","V");
/*ADDITIONAL MACD COMPOSITES ~MACDBULL AND ~MACDBEAR*/
ob=Signal()<MACD();
os=Signal()>=MACD();
values8 = os>0;
values9 = ob>0;
AddToComposite(Values8,"~macdbear","V");
AddToComposite(Values9,"~macdbull","V");

Buy=0;