rea time daily price levels.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:    Rea Time Daily Price Levels
//  Author/Uploader: Ara Kaloustian 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-10-10 01:40:26
//  Origin:          
//  Keywords:        Real Time Daily Price Levels
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=564
//  Details URL:     http://www.amibroker.com/library/detail.php?id=564
//
//------------------------------------------------------------------------------
//
//  This program computes and plots prices levels fir real time data, for
//  following parameters: Toda's Open, Prior Day Open, Clode, High, Low, First
//  hour High, Low.
//
//------------------------------------------------------------------------------

//File: Bruce Chart
//August 5, 2005
//
//Program computes and displays various price values in real time 
//
// Today's Open
// Prior Day High
// Prior Day Low
// Prior Day Open
// Prior Day Close
// Prior Day Middle 
// First Hour High
// First Hour Low

PlotOHLC(Open,High,Low,Close,"",colorBlack,styleCandle);
Bars  = 0;
xpdh  = 90;

//Levels = 1 activates program
Levels     = Param("Levels",1,0,1,1);
ExpFirst   = Param("ExpFirst",1,0,1,1); 

if (Levels ==1)
{
//Convert data to daily
Plot_Range = (TimeNum() >= 63000 AND TimeNum()<= 131500) AND (DateNum()==LastValue(DateNum()));
FH_Range   = (TimeNum() >= 63000 AND TimeNum()<= 73000) AND (DateNum()==LastValue(DateNum()));

FH_Prices  = High * FH_Range;
FH_Marker  = BarsSince(FH_Range>0);

//Find number of bars in 60 minutes 
Num_Bars   = 3600 / Interval(1);  

TimeFrameSet(inDaily);
TOP_        = Open;
PDH_        = Ref(High,-1);
PDL_        = Ref(Low,-1);
PDO_        = Ref(Open,-1);
PDC_        = Ref(Close,-1);
PDM_        = (PDH_+PDL_)/2;
TimeFrameRestore();





TOP         = TimeFrameExpand(TOP_,inDaily,expandFirst); 
PDH         = TimeFrameExpand(PDH_,inDaily,expandFirst); 
PDL         = TimeFrameExpand(PDL_,inDaily,expandFirst); 
PDO         = TimeFrameExpand(PDO_,inDaily,expandFirst); 
PDC         = TimeFrameExpand(PDC_,inDaily,expandFirst); 
PDM         = TimeFrameExpand(PDM_,inDaily,expandFirst); 

FHH        = Ref(HHV(High*FH_Range,Num_Bars),-FH_Marker);
FHL        = Ref(LLV(Low,Num_Bars),-FH_Marker);

Bars       = BarsSince(TimeNum() >= 62900 AND TimeNum() < 64400);//,BarIndex(),1); // AND DateNum()==LastValue(DateNum());

x0         = BarCount-LastValue(Bars);

x1         = BarCount-1;
TOP_Line   = LineArray(x0,LastValue(TOP),x1,LastValue(TOP),0);
PDH_Line   = LineArray(x0,LastValue(PDH),x1,LastValue(PDH),0);
PDL_Line   = LineArray(x0,LastValue(PDL),x1,LastValue(PDL),0);
PDC_Line   = LineArray(x0,LastValue(PDC),x1,LastValue(PDC),0);
PDM_Line   = LineArray(x0,LastValue(PDM),x1,LastValue(PDM),0);
FHH_Line   = LineArray(x0,LastValue(FHH),x1,LastValue(FHH),0);
FHL_Line   = LineArray(x0,LastValue(FHL),x1,LastValue(FHL),0);

Plot(TOP_Line,"",colorGreen,styleDashed|styleNoRescale);
Plot(PDH_Line,"",colorPlum,styleLine|styleNoRescale);
Plot(PDL_Line,"",colorRed,styleLine|styleNoRescale);
Plot(PDC_Line,"",colorAqua,styleLine|styleNoRescale);
Plot(PDM_Line,"",colorYellow,styleLine|styleNoRescale);
Plot(FHH_Line,"",IIf(FH_Range==1,Null,colorBlue),styleLine|styleNoRescale);
Plot(FHL_Line,"",IIf(FH_Range==1,Null,colorBlue),styleLine|styleNoRescale);

}



Title = Name() + "  Daily Levels Bruce 1   " + Interval(2) + "  " + WriteVal(TimeNum(),1.0) + "    Open: " + WriteVal(Open,1.2) + "   High: " + WriteVal(High,1.2) 
				+ "   Low: " + WriteVal(Low,1.2) + "   Close: " + WriteVal(Close,1.2);