time segment value.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:    Time segment value
//  Author/Uploader: ntk98 
//  E-mail:          [e-mail]
//  Date/Time Added: 2004-05-22 17:34:18
//  Origin:          
//  Keywords:        AFL
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=358
//  Details URL:     http://www.amibroker.com/library/detail.php?id=358
//
//------------------------------------------------------------------------------
//
//  TJ has helped me translate the metastock formula of TSV(Time segment value)
//  into AB language.
//
//  I thought I should share this formulas with other. This indicator uses
//  volume and price, like OBV, but seems to be more reliable indicator then
//  OBV.
//
//  In courtesy of The Wordens brothers I like to post the link for study on
//  purpose and usage of this indicator.
//
//  http://www.tc2000.com/privuser2/ii12118p.htm
//
//------------------------------------------------------------------------------

// Time segment value

TSV=(Sum( IIf( C > Ref(C,-1), V * ( C-Ref(C,-1) ),
IIf( C < Ref(C,-1),-V * ( C-Ref(C,-1) ), 0 ) ) ,18));

Plot(TSV,"TSV",1,1);