stochastics trendlines.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:    Stochastics Trendlines
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-08-27 11:43:42
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=103
//  Details URL:     http://www.amibroker.com/library/detail.php?id=103
//
//------------------------------------------------------------------------------
//
//  Slow Stochastic (14) with cross information on the title and its recent
//  trendlines.
//
//------------------------------------------------------------------------------

/*Slow Stochastic and Trendlines
for Indicator Builder,
by Dimitris Tsokakis*/
D1=14;
maxgraph=8;
ST3=stochk(D1);
ST33=stochd(D1);
GRAPH0=ST3;
GRAPH1=ST33;
TITLE=NAME()+" - %K="+writeval(st3,FORMAT=1.2)+", %D="+
WRITEVAL(ST33,FORMAT=1.2)+
writeif(cross(st3,st33),"     POSITIVE CROSS"," ")+
WRITEIF(CROSS(ST33,ST3),"     NEGATIVE CROSS","");
x = cum(1);
per = 0.1;
s1=st33;
s11=st33;
pS = troughBars( s1, per, 1 ) == 0;
endt= lastvalue(ValueWhen( pS, x, 1 ));
startt=lastvalue(ValueWhen( pS, x, 2 ));
dtS =endt-startt;
endS = lastvalue(ValueWhen( pS, s1, 1 ) );
startS = lastvalue( ValueWhen( pS, s1, 2  ));
aS = (endS-startS)/dtS;
bS = endS;
trendlineS = aS * ( x  -endt ) + bS; 
graph6 = iif(x>startt-1 AND TRENDLINES>0 AND TRENDLINES<100,trendlineS,-1e10);
graph6style = 1;
graph6color = 1;
pR = PEAKBars( s11, per, 1 ) == 0;
endt1= lastvalue(ValueWhen( pR, x, 1 ));
startt1=lastvalue(ValueWhen( pR, x, 2 ));
dtR =endt1-startt1;
endR = lastvalue(ValueWhen( pR, s11, 1 ) );
startR = lastvalue( ValueWhen( pR, s11, 2  ));
aR = (endR-startR)/dtR;
bR = endR;
trendlineR = aR * ( x  -endt1 ) + bR; 
graph7 = iif(x>startT1-1  AND TRENDLINER>0 AND TRENDLINER<100,trendlineR,-1e10);
graph7style = 1;
graph7color = 1;