rsi divergence.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 Divergence
//  Author/Uploader: Aron Pipa 
//  E-mail:          
//  Date/Time Added: 2006-03-19 22:00:02
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=603
//  Details URL:     http://www.amibroker.com/library/detail.php?id=603
//
//------------------------------------------------------------------------------
//
//  + scanner
//
//------------------------------------------------------------------------------

/*---------------------------------------------------
	RSI Divergence
	Aron Pipa, March, 20 , 2006
--------------------------------------------------------*/

GraphXSpace=7;
n=Param("% Reverse ",20,0,100,1);

Buy=Sell=0;
Var = Zig(RSI(), n); 
t= Trough(RSI(), n, 1); 
p= Peak(RSI(), n, 1); 
x[0] =Var[0];
price[0] = C[0];
j=0;

// bearish divergence
for ( i=0; i<BarCount; i++) 
{
if(Var[i] == p[i])
{

j++;
x[j] =Var[i];
price[j] =C[i];
if(x[j] <x[j-1] && price[j-1]< price[j]) 
Sell[i] =1;
}
}

// bullish divergence
for ( i=0; i<BarCount; i++) 
{
if(Var[i] == t[i])
{
j++;
x[j] =Var[i];
price[j] =C[i];
if(x[j] >x[j-1] && price[j]<price[j-1]) 
Buy[i] =1;
}
}

Plot(Var, "", 39); 
PlotShapes ( IIf(Sell, shapeSmallCircle, shapeNone), colorRed, 0 , Var,0);
PlotShapes( IIf(Buy, shapeSmallCircle, shapeNone),  colorBrightGreen, 0, Var,0);

Title ="RSI Divergence" ;