market direction.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:    Market Direction
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          
//  Date/Time Added: 2002-03-24 14:03:12
//  Origin:          
//  Keywords:        
//  Level:           advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=176
//  Details URL:     http://www.amibroker.com/library/detail.php?id=176
//
//------------------------------------------------------------------------------
//
//  Market direction is described through 3 composite tickers, based on
//  Relative slope values. You may read on daily basis the % distribution of
//  bullish, congestive and bearish phase of the Market.
//
//------------------------------------------------------------------------------

/*BULL-BEAR-CONGESTIVE*/
K=EMA((H+L+C)/3,10);
S1=2*(K-Ref(K,-1))/(K+Ref(K,-1));
RS=100*EMA(S1,3);
values16 = abs(rs)<=1;
values17=rs>1;
values18=rs<-1;
AddToComposite(Values16,"~rscongestion","V");
AddToComposite(Values17,"~rsbullish","V");
AddToComposite(Values18,"~rsbearish","V");
Buy=0;