the relative slope pivots.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 Relative Slope Pivots
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          
//  Date/Time Added: 2002-03-25 04:30:18
//  Origin:          
//  Keywords:        
//  Level:           advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=181
//  Details URL:     http://www.amibroker.com/library/detail.php?id=181
//
//------------------------------------------------------------------------------
//
//  Definitions:
//
//  "RS up pivot" (RSUP) is the population of stocks presenting a bearish
//  turning point (bearish pivot)
//
//  over a certain (positive) level of their Relative Slope value.
//
//  "RS down pivot" (RSDP) is the population of stocks presenting a bullish
//  turning point (bullish pivot)
//
//  below a certain (negative) level of their Relative Slope value.
//
//  The two levels are predetermined and estimated by the Technical Analyst, as
//  the levels where the majority of stocks obtained their maximum
//  (respectively minimum) Relative slope value.
//
//  Observation indicates that an 80% of this level performs well.
//
//  In the following code, conditions RS>2 and RS<-2 are used respectively.
//  They may be modified according to market profile.
//
//------------------------------------------------------------------------------

/*RSPIVOTS*/
K=EMA((H+L+C)/3,10);
S1=2*(K-Ref(K,-1))/(K+Ref(K,-1));
RS=100*EMA(S1,3);
s3=RS<Ref(RS,-1) AND Ref(RS,-1)>Ref(RS,-2) AND RS>2;
s4=RS>Ref(RS,-1) AND Ref(RS,-1)<Ref(RS,-2) AND RS<-2;
values9 = s3>0;
values10=s4>0;
AddToComposite(Values9,"~rsuppivot","V");
AddToComposite(Values10,"~rsdownpivot","V");
Buy=0;