moving trend bands (mtb).afl

来自「一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台」· AFL 代码 · 共 38 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Moving Trend Bands (MTB)
//  Author/Uploader: Uenal Mutlu 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-04-08 21:00:27
//  Origin:          Moving Trend: William Rafter, "The Moving Trend", TASC 1/2003 p38 The idea of Moving Trend Bands (MTB) is IMHO by  me.
//  Keywords:        Moving Trend, Bands, MTB
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=266
//  Details URL:     http://www.amibroker.com/library/detail.php?id=266
//
//------------------------------------------------------------------------------
//
//  Around the Moving Trend Average an upper and lower band similar to
//  Bollinger Bands is implemented. Maybe this is even better than BB (?).
//
//------------------------------------------------------------------------------

/*
   Moving Trend Bands (MTB)  [experimental]
   Written 030408We by [e-mail] 
   Similar to Bollinger Bands, maybe better?
*/
// mid = LinearReg(C, Prefs(4));
   mid = TSF(C, Prefs(4));

   sd  = StDev(mid, Prefs(4));
   top = mid + 1 * sd;  // check 1
   bot = mid - 1 * sd;

   Plot(C, "Moving Trend Bands (MTB)   C",
     colorBlack, 1 + 8);
// Plot(mid,  "mid", colorRed, 1);
   Plot(top,  "top", colorWhite, 1);
   Plot(bot,  "bot", colorWhite, 1);