pivot point with sr trendlines.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:    Pivot Point with S/R Trendlines
//  Author/Uploader: andrew kaufmann 
//  E-mail:          [e-mail]
//  Date/Time Added: 2004-11-08 08:13:56
//  Origin:          
//  Keywords:        Pivot,TimeFrameSet,TimeFrameRestore
//  Level:           basic
//  Flags:           indicator,function
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=399
//  Details URL:     http://www.amibroker.com/library/detail.php?id=399
//
//------------------------------------------------------------------------------
//
//  On charts less then an hour -e.g. 5 min chart, will plot the daily Pivot
//  point and the hourly pivot point as a Line. In, addition, there are 3
//  adjustable support and resistance trendlines drawn using highs and the lows
//  , % change is adjustable in the parameters.
//
//------------------------------------------------------------------------------


per1=Param("#1 S/R %", .25,.05,5,.05);
LB1=Param("#1 Lookback Period",2,2,30,1);
per2=Param("#2 S/R %", .5 ,.05,5,.05);
LB2=Param("#2 Lookback Period",2,2,30,1);
per3=Param("#3 S/R %", 2,.05,5,.05);
LB3=Param("#3 Lookback Period",2,2,30,1);
color=ParamColor("S/R Color",colorBlue);
colorPP=ParamColor("PP Color",colorGrey50);
////////////////////////////////////////////////////////////////////////
////Pivot and Support Resistance Lines     /////////////////////////////
////Plots a daily and hourly Pivot Point on 1min, 5min, etc... charts //
//////// Also, 3 adjustable S/R lines///////////////////////////////////
////////////////////////////////////////

/////////////////////////////PIVOT POINT////////////////////////////////
TimeFrameSet(inDaily);
AVGd = Ref((L + H + C),-1)/3;
"        PPd:\t "+ AVGd;
TimeFrameRestore();
Plot( TimeFrameExpand(AVGd,inDaily,expandFirst),"",colorPP,styleStaircase);

TimeFrameSet(inHourly);
AVGh = Ref((L + H + C),-1)/3;
"        PPh:\t "+ Avgh;
TimeFrameRestore();
Plot( TimeFrameExpand(AVGh,inHourly,expandFirst),"",colorPP,styleStaircase);

//////////////////////////S?R LINES 1/////////////////////////////////////
procedure SRlines(per,Lb)
{
ys0=LastValue(Trough(L,per,Lb)); 
ys1=LastValue(Trough(L,per,Lb-1)); 
xs0=BarCount - 1 - LastValue(TroughBars(L,per,Lb)); 
xs1=BarCount - 1 - LastValue(TroughBars(L,per,Lb-1)); 
yr0=LastValue(Peak(H,per,Lb)); 
yr1=LastValue(Peak(H,per,Lb-1)); 
xr0=BarCount - 1 - LastValue(PeakBars(H,per,Lb)); 
xr1=BarCount - 1 - LastValue(PeakBars(H,per,Lb-1)); 
sl = LineArray( xs0, ys0, xs1, ys1,1 ); 
rL = LineArray( xr0, yr0, xr1, yr1,1 );
Plot( sl, "S line", color,1 ); 
Plot( rl, "R line", color,1  );
}
//////////////////////////S?R LINES 2/////////////////////////////////////
 
SRlines(per1,Lb1);
SRlines(per2,Lb2);
SRlines(per3,Lb3);