accutrack.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:    AccuTrack
//  Author/Uploader: Salil V Gangal 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-09-12 12:50:01
//  Origin:          FastTrack
//  Keywords:        AccuTrack
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=298
//  Details URL:     http://www.amibroker.com/library/detail.php?id=298
//
//------------------------------------------------------------------------------
//
//  // AccuTrack Compares performance of two securities
//
//  // The basic idea is to switch between the two securities
//
//  // AccuTrack was developed by FastTrack (fasttrack.net)
//
//------------------------------------------------------------------------------

// AccuTrack Compares performance of two securities
// The basic idea is to switch between the two securities
// AccuTrack was developed by FastTrack (http://fasttrack.net)

// Following is the Indicator Builder Formula

fnd = Name();
ind = "FDRXX";      // FDRXX is money market fund, so the comparison is done with cash.
fund = Foreign(fnd, "Close");
index = Foreign(ind, "Close");

fast = 6;
slow = 24;
RawAT = EMA((EMA(ROC(fund,1), slow) - EMA(ROC(index,1),slow)),fast); 
tradeAccuTrack = RawAT * 265;
Plot(tradeAccuTrack, "tradeAccuTrack", colorBlue, styleLine);

Title =   Date()
        + "  Trade AccuTrack of "
        + fnd
        +" / "
        + ind 
        + " = " + WriteVal(tradeAccuTrack, 1.2) + " ";

GraphXSpace = 2;