rsi of weekly price array.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:    RSI of Weekly Price Array
//  Author/Uploader: Anthony Faragasso 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-09-21 20:27:56
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=226
//  Details URL:     http://www.amibroker.com/library/detail.php?id=226
//
//------------------------------------------------------------------------------
//
//  Plot the RSI of Weekly Price Arrays,Enter ( t ) variable in
//
//  Multiples of 5 for weekly.
//
//------------------------------------------------------------------------------

//RSI of Weekly Price Array
//Coded by Anthony Faragasso
//Ver. 1.01 Update#1
//Credit to Tomasz for some code help
 
weekstart = DayOfWeek() < Ref( DayOfWeek(), -1 );
weekend = DayOfWeek() > Ref( DayOfWeek(),1);

/****** Weekly Values ***************/
WeeklyOpen=ValueWhen(DayOfWeek()< Ref(DayOfWeek(),-1) ,Open);
WeeklyHigh = ValueWhen( weekend, HighestSince( weekstart, High ) );
WeeklyLow = ValueWhen( weekend, LowestSince( weekstart, Low ) );
WeeklyClose=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1),Close);
WeeklyVolume=ValueWhen(DayOfWeek() > Ref(DayOfWeek(),1),Sum(V,5));

/***********************************/

/*N-Day RSI of Weekly Price array*/
/*Variable Identifiers*/
A1=weeklyclose;
b2=weeklyHigh;
C3=weeklylow;
D4=weeklyopen;
e5=weeklyvolume;

t=15;// Set Time in Multiples of 5 for weekly 
Var=A1;//Insert Variable Identifier from Above
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); 
RSIWeekly=100*(Ut/(Ut+Dt)); 
Graph0=RSIweekly;
Graph0Style=1;

Title=Name()+"..."+" "+"("+WriteVal(t,1)+" )"+"...RSI_Weekly Of..."+EncodeColor(colorRed)+WriteIf(Var==A1,"WeeklyClose",WriteIf(Var==b2,"WeeklyHigh",WriteIf(Var==C3,"WeeklyLow",WriteIf(Var==d4,"WeeklyOpen",WriteIf(Var==e5,"WeeklyVolume","")))))+EncodeColor(colorBlack)+""+" = "+"(" +WriteVal(RSIweekly,1.2)+")"+"%";