the d_oscillator.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 50 行

//------------------------------------------------------------------------------
//
//  Formula Name:    The D_oscillator
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-06-30 04:12:16
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           system,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=289
//  Details URL:     http://www.amibroker.com/library/detail.php?id=289
//
//------------------------------------------------------------------------------
//
//  The body of a candle C-O is divided by H+L to create a body to size ratio.
//  To avoid any noise apply repetitive DEMA smoothing. Finally apply the RSI
//  transformation to create the D_oscillator. The ^NDX OHLC data are used to
//  produce Buy/Sell signals with interesting results for US stocks and the
//  main European indexes. Equity curves seem to be independent of
//  bullish/bearish environment. See also
//
//  http://groups.yahoo.com/group/amibroker/message/43405
//
//------------------------------------------------------------------------------

// The D_oscillator and its application, by D. Tsokakis, June 2003
O=Foreign("^NDX","O");
H=Foreign("^NDX","H");
L=Foreign("^NDX","L");
C=Foreign("^NDX","C");
t0=10;
R0=DEMA((C-O)/(H+L),t0);
R0=DEMA(R0,T0);
R0=DEMA(R0,T0);
R0=DEMA(R0,T0);
R0=DEMA(R0,T0);
R0=DEMA(R0,T0);
R0=DEMA(R0,T0);
R0=DEMA(R0,T0);
R0=DEMA(R0,T0) ;
R0=DEMA(R0,T0) ;
D_oscillator=RSIA(R0,2*T0);
X=30;Y=Optimize("Y",75,60,80,5);
Buy=Cross(D_oscillator,X);Sell=Cross(D_oscillator,Y);
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
// STOP=Optimize("STOP",20,20,100,20);ApplyStop(0,1,STOP,1);
Plot(D_oscillator,"",1,1);Plot(30,"",8,1);Plot(75,"",8,1);
Title=Name()+", D_oscillator = "+WriteVal(D_oscillator,1.2);