demarker.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:    DeMarker
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:19:53
//  Origin:          Originally developed by Tom Demark
//  Keywords:        overbought,oversold
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=10
//  Details URL:     http://www.amibroker.com/library/detail.php?id=10
//
//------------------------------------------------------------------------------
//
//  The DeMarker indicator is an attempt to overcome the shortcomings of
//  classical overbought / oversold indicators. The DeMarker Indicator
//  identifies potential price bottoms and tops. It accomplishes this by making
//  price comparisons from one bar to the next and measuring the level of price
//  demand. For more information please check AmiBroker Tips newsletter <a
//  href="http://www.amibroker.com/newsletter/02-2000.html">Issue 2/2000</a>
//
//------------------------------------------------------------------------------

/*
** Tom Demark's DeMarker Indicator
** AFL Implementation by Tomasz Janeczko
*/

highm = IIF( H > Ref( H, -1 ), H - Ref( H, - 1), 0 );
lowm = IIF( L < Ref( L, -1 ), Ref( L, - 1 ) - L, 0 );

DeMarker = 100 *  Sum( highm, 13 )/( Sum( lowm, 13 ) + Sum( highm, 13 ) );

graph0 = DeMarker;