mcclellan summation index.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

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//
//  Formula Name:    McClellan Summation Index
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:27:58
//  Origin:          Originally developed by Sherman and Marian McClellan
//  Keywords:        breadth,overbought,oversold
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=13
//  Details URL:     http://www.amibroker.com/library/detail.php?id=13
//
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//
//  The McClellan Summation Index is a market breadth indicator developed by
//  Sherman and Marian McClellan. It is a long-term version of the McClellan
//  Oscillator and its interpretation is similar to that of the McClellan
//  Oscillator except that it is more suited to major trend reversals. For more
//  extensive coverage of the index refer to the book Patterns for Profit, by
//  Sherman and Marian McClellan. McClellan suggests the following rules for
//  use with the summation Index: Look for major bottoms when the Summation
//  Index falls below -1300. Look for major tops to occur when a divergence
//  with the market occurs above a Summation Index level of +1600. The
//  beginning of a significant bull market is indicated when the Summation
//  Index crosses above +1900 after moving upward more than 3600 points from
//  its prior low (e.g. the index moves from -1600 to +2000). The summation
//  index is plotted by adding the Cum function to the McCllellan Oscillator.
//
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/*
McClellan Summation Index

*/

Graph0 = Cum( Ema( AdvIssues()-DecIssues(), 19 ) - Ema( AdvIssues()-DecIssues(), 39 ) );