cct bollinger band 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

//------------------------------------------------------------------------------
//
//  Formula Name:    CCT Bollinger Band Oscillator
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-20 09:44:39
//  Origin:          Steve Karnish, http://www.cedarcreektrading.com
//  Keywords:        bollinger band
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=73
//  Details URL:     http://www.amibroker.com/library/detail.php?id=73
//
//------------------------------------------------------------------------------
//
//  Steve Karnish wrote:
//
//  "Bollinger Bands were developed by John Bollinger and are envelopes that
//  are plotted at two (2) standard deviation levels above and below a moving
//  average. The CCT Bollinger Band Oscillator reconfigures the classic bands.
//  The new indicator constructs two (2) parallel lines instead of the erratic
//  envelopes. These parallel lines represent a measurement of two (2) standard
//  deviations from the mean and are assigned zero and 100 on the chart. The
//  indicator represents the price as it travels above and below the mean (50%)
//  and outside the two standard deviations (zero and 100). Penetration of the
//  upper or lower band represents overbought and oversold conditions. When
//  using the CCT Bollinger Band Oscillator, “failure
//  swings” and “divergences” can lead to
//  significant reversals."
//
//------------------------------------------------------------------------------

/* CCT Bollinger Band Oscillator 
**
** Originally developed by Steve Karnish 
** http://www.cedarcreektrading.com
**
** AFL translation by Tomasz Janeczko
**
** Set scaling: Automatic
** Grid: Middle, Level 0
*/

graph0= 100 * ( C + 2*StDev( C, 21) - MA( C, 21 ) ) / ( 4 * StDev( C, 21 ) );