performance overview.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:    Performance Overview
//  Author/Uploader: Thomas Zmuck 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-08-24 08:32:35
//  Origin:          
//  Keywords:        Performance View
//  Level:           advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=216
//  Details URL:     http://www.amibroker.com/library/detail.php?id=216
//
//------------------------------------------------------------------------------
//
//  This formula is for indicator builder and shows you the performance from 4
//  user-defined tickers or indices and the current ticker.
//
//  0% is always on the first visible bar over the zoomed area. You can also
//  scroll the chart, 0% is always on the left.
//
//  Activate Percent in Indicator builder and select Level 0
//
//  Note: It requires the gaussian DLL for smoothing, but you can also change
//  in every line: gauss2ord to MA or any other moving, but i think gauss2ord
//  smoothing much better than ma or ema or anything else.
//
//  The gauss2ord plugin is available here:
//
//  http://groups.yahoo.com/group/amibroker/files/PLUGIN%20DLL/Gaussian.dll
//
//  Save it in amibroker/plugin folder and restart AB or go Plugins and Load
//  again.
//
//------------------------------------------------------------------------------

//Performance Overview
//written: 23-Aug.2002
//Thomas Zmuck
//[e-mail]

pds=5; //select 1, if you want no smoothing, you can also use ma or ema instead Gauss2ord, but i find gauss2ord better.
T1_mov = Gauss2ord(Foreign("^ixic","close"),pds);//blue Line
T2_mov = Gauss2ord(Foreign("^iix","close"),pds);//green Line
T3_mov = Gauss2ord(Foreign("^btk","close"),pds);//black Line
T4_mov = Gauss2ord(Foreign("^soxx","close"),pds);//orange Line
T5_mov = Gauss2ord(C,pds);//you can select here also 1 to have the current ticker unsmoothed

T1=T1_mov;  T2=T2_mov;  T3=T3_mov;  T4=T4_mov;  T5=T5_mov;

barvisible = Status("barvisible");
FVB = barvisible AND NOT
Ref(barvisible,-1);

FVB_T1= ValueWhen(FVB==1,T1);
FVB_T2= ValueWhen(FVB==1,T2);
FVB_T3= ValueWhen(FVB==1,T3);
FVB_T4= ValueWhen(FVB==1,T4);
FVB_T5= ValueWhen(FVB==1,T5);

First_T1_OV = ValueWhen(Cum(1)==1,T1);
First_T2_OV = ValueWhen(Cum(1)==1,T2);
First_T3_OV = ValueWhen(Cum(1)==1,T3);
First_T4_OV = ValueWhen(Cum(1)==1,T4);
First_T5_OV = ValueWhen(Cum(1)==1,T5);

Perf_T1= IIf(IsEmpty(FVB_T5),100*(T1/First_T1_OV)-100,100*(T1/FVB_T1)-100);
Perf_T2= IIf(IsEmpty(FVB_T5),100*(T2/First_T2_OV)-100,100*(T2/FVB_T2)-100);
Perf_T3= IIf(IsEmpty(FVB_T5),100*(T3/First_T3_OV)-100,100*(T3/FVB_T3)-100);
Perf_T4= IIf(IsEmpty(FVB_T5),100*(T4/First_T4_OV)-100,100*(T4/FVB_T4)-100);
Perf_T5= IIf(IsEmpty(FVB_T5),100*(T5/First_T5_OV)-100,100*(T5/FVB_T5)-100); 

Plot(Perf_T1,"",colorBlue,1);
Plot(Perf_T2,"",colorGreen,1);
Plot(Perf_T3,"",colorBlack,1);
Plot(Perf_T4,"",colorOrange,1);
Plot(Perf_T5,"",colorRed,1);

Title= "Performance Overview       Smooth-Factor:"+WriteVal(pds,1.0)+"         "+"blue:   ^IXIC "+WriteVal(Perf_T1,1.2)+" %          "+
"green:   ^IIX "+WriteVal(Perf_T2,1.2)+" %          "+
"black:   ^BTK "+WriteVal(Perf_T3,1.2)+" %          "+
"orange:   ^SOXX "+WriteVal(Perf_T4,1.2)+" %          red:   "+
FullName()+"   " + WriteVal(Perf_T5,1.2)+" %";

GraphXSpace = 2;