overbought issues, oversold issues.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:    Overbought issues, Oversold issues
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          
//  Date/Time Added: 2002-03-24 14:42:36
//  Origin:          
//  Keywords:        
//  Level:           advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=179
//  Details URL:     http://www.amibroker.com/library/detail.php?id=179
//
//------------------------------------------------------------------------------
//
//  Definitions
//
//  1. Overbought issues (OBI)
//
//  The population of overbought stocks, under any overbought criteria,
//  calculated as a variable on daily basis.
//
//  Extension may be considered on weekly or monthly or yearly basis.
//
//  2. Oversold issues(OSI)
//
//  The population of oversold stocks, under any oversold criteria, calculated
//  as a variable on daily basis.
//
//  Extension may be considered on weekly or monthly or yearly basis.
//
//  Calculation of OSI & OBI under RSI(14) follows.
//
//------------------------------------------------------------------------------

/*RSI OBI-OSI*/
s1=RSI(14);
os=s1<=35;
ob=s1>65;
values7 = os>0;
values8 = ob>0;
AddToComposite(Values7,"~rsiosi","V");
AddToComposite(Values8,"~rsiobi","V");
Buy=0;