mcclellan oscillator.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

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//
//  Formula Name:    McClellan Oscillator
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:26:59
//  Origin:          Originally developed Sherman and Marian McClellan
//  Keywords:        breadth,overbought,oversold
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=12
//  Details URL:     http://www.amibroker.com/library/detail.php?id=12
//
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//
//  The McClellan Oscillator, developed by Sherman and Marian McClellan, is a
//  market breadth indicator that is based on the smoothed difference between
//  the number of advancing and declining issues on the New York Stock
//  Exchange. The McClellan Oscillator is one of the most popular breadth
//  indicators. Buy signals are typically generated when the McClellan
//  Oscillator falls into the oversold area of -70 to -100 and turns up. Sell
//  signals are generated when the oscillator rises into the overbought area of
//  +70 to +100 and then turns down. Extensive coverage of the McClellan
//  Oscillator is provided in their book "Patterns for Profit" .
//
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/*
McClellan Oscillator
*/

Graph0 = Ema( AdvIssues()-DecIssues(), 19 ) - Ema( AdvIssues()-DecIssues(), 39 );