moving average 'crash' test.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:    Moving Average "Crash" Test
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-09-09 11:20:39
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=116
//  Details URL:     http://www.amibroker.com/library/detail.php?id=116
//
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//
//  3 basic model functions, useful to examine the
//
//  response of various moving averages.
//
//  The "step" model, gaps from 10 to 20 in one day,
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//  stays at 20 the next 19 days and gaps to 10 again.
//
//  The "linear" model increases and decreases in linear
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//  mode.
//
//  The "sinusoidal" approximates the reality, presenting
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//  elementary inertia property. Change is not sharp, it is
//
//  difficult to begin and equally difficult to stop.
//
//  How to use them:
//
//  1.
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//  Suppose that you want to test 8 and 18 periods simple
//
//  moving average and their response in gaps.
//
//  Since the step model is curve C1, add the following lines
//
//  GRAPH3=MA(C1,8);GRAPH3BARCOLOR=8;
//
//  GRAPH4=MA(C1,18);GRAPH4BARCOLOR=9;
//
//  and study the result.
//
//  2.
//
//  Suppose that you want to test 10 periods simple and
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//  exponential moving average of sinusoidal function.
//
//  Add the lines
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//  GRAPH3=MA(C0,10);GRAPH3BARCOLOR=8;
//
//  GRAPH4=EMA(C0,10);GRAPH4BARCOLOR=9;
//
//  and see the result.
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//  Exponential is fast the first days, but reaches lower
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//  maximum and has a long delay to "feel" that the movement
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//  is over.
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//  3.
//
//  You may see that MA(C0,7) AND EMA(C0,12) reach their
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//  highest value the same day, 3 days after the sinusoidal
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//  maximum, adding the lines
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//  GRAPH3=MA(C0,7);GRAPH3BARCOLOR=8;
//
//  GRAPH4=EMA(C0,12);GRAPH4BARCOLOR=9;
//
//  The 3 models are placed everyday 50 days before the last bar of your data.
//
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/*Moving Average "Crash" Test
by Dimitris Tsokakis*/
MAXGRAPH=10;
PI=4*ATAN(1);X=CUM(1)-1;XL=LASTVALUE(CUM(1)-1);
D1=IIF(X>XL-50,20,10);
D11=MA(D1,10);
D12=-REF(MA(D1,10),-10)+30;
S=15+5*sin( 2*PI*0.05*(X+15));
s1=ref(s,-(XL-50));
C0=IIF(X>XL-50 AND X<XL-30,S1,10);      /*SINUSOIDAL*/
C1=IIF(X>XL-50 AND X<XL-30,20,10);         /*STEP*/
C2=IIF( X<XL-40,D11,D12);                        /*LINEAR*/
GRAPH0=C0;
GRAPH1=C1;
GRAPH2=C2;
GRAPH2STYLE=1;