trending or trading .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:    Trending or Trading ?
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          
//  Date/Time Added: 2002-03-24 14:15:51
//  Origin:          
//  Keywords:        
//  Level:           advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=177
//  Details URL:     http://www.amibroker.com/library/detail.php?id=177
//
//------------------------------------------------------------------------------
//
//  We have here a simple tool, useful to detect if the Market is trending
//  (bullish or bearish) or trading (moving sideways), based on macd and its
//  signal. Values of "bull" above 70, signal the beginning of a bullish period
//  for the Market as a whole. Values between 30 and 70 indicate a trading
//  period (congestion) and values below 30 announce that the bears supervise
//  the game.
//
//  We create first the MACD composites, based on well known relations
//
//  macd()>signal() (bullish) and
//
//  macd()<=signal() (bearish).
//
//  The results are properly arranged to vary between 0 and 100, whithout
//  disturbing the shape of curves.
//
//  Then we can plot the "bull" and "bear" graph.
//
//------------------------------------------------------------------------------

/*MACD BULL-BEAR*/
ob=Signal()<MACD();
os=Signal()>=MACD();
values5 = os>0;
values6 = ob>0;
AddToComposite(Values5,"~macdbear","V");
AddToComposite(Values6,"~macdbull","V");
Buy=0;