chaikin money flow.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:    Chaikin Money Flow
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:07:10
//  Origin:          Originally developed by Marc Chaikin
//  Keywords:        accumulation,distribution,trend
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=6
//  Details URL:     http://www.amibroker.com/library/detail.php?id=6
//
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//
//  Chaikin Money Flow Indicator Appeared in the January 94 issue of Stocks
//  & Commodities magazine Like the popular Chaikin A/D Oscillator
//  developed by Marc Chaikin, the Chaikin Money Flow indicator is based on the
//  Accumulation/Distribution line. It is created by summing the values of the
//  Accumulation/Distribution Line for 21 periods and then dividing by a 21
//  period sum of the volume. The interpretation of the Chaikin Money Flow
//  indicator is based on the assumption that market strength is usually
//  accompanied by prices closing in the upper half of their daily range with
//  increasing volume. Likewise, market weakness is usually accompanied by
//  prices closing in the lower half of their daily range with increasing
//  volume. If prices consistently close in the upper half of their daily
//  high/low range on increased volume, then the indicator will be positive
//  (i.e., above the zero line). This indicates that the market is strong.
//  Conversely, if prices consistently close in the lower half of their daily
//  high/low range on increased volume, then the indicator will be negative
//  (i.e., below the zero line). This indicates that the market is weak. The
//  Chaikin Money Flow indicator provides excellent confirmation signals of
//  trendline and support/resistance breakouts. For example, if a security's
//  prices have recently penetrated a downward sloping trendline (signaling a
//  potential trend reversal), you may want to wait for further confirmation by
//  allowing the Chaikin Money Flow indicator to cross above the zero line.
//  This may indicate an overall shift from a downtrend to a new uptrend. A
//  divergence between the Chaikin Money Flow indicator and prices are also
//  significant. For example, if the most recent peak of the indicator is lower
//  than it's prior peak, yet prices are continuing upward, this may indicate
//  weakness.
//
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/* 
Chaikin Money Flow Indicator


*/  

Graph0 = sum(((( C-L )-( H-C )) / ( H-L ))*V, 21 ) / sum(V,21);