bullish percent index 2 files combined.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:    Bullish Percent Index 2 files combined
//  Author/Uploader: Graham Kavanagh 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-01-05 16:53:46
//  Origin:          the other uploaded file
//  Keywords:        Bullish Percent P&F
//  Level:           semi-advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=251
//  Details URL:     http://www.amibroker.com/library/detail.php?id=251
//
//------------------------------------------------------------------------------
//
//  The first loaded file was in zipped format to combine 2 formula. I have put
//  both into a single file and they will need to be split back into 2 files.
//  see the first upload for instruction on use
//
//------------------------------------------------------------------------------

//=========================================================\
// 2 formula loaded in this one window, split them into 2  ]
//the first is for AA window                               ]
//=========================================================/

// BULLISH PERCENT INDEX
//P&F Chart based on Closing prices for Amibroker Indicator window. Produces composite ticker ~BPI
// 05 Jan 2003
//Reverse is 3 boxes.
//Graham Kavanagh


SetBarsRequired(100000,100000);

//Size for P&F boxes to be manually entered below or can be assigend to individual stocks on watchlist.
first=Cum(1);
period=Min(20,first);
mean = (HHV(C,period)+LLV(C,period))/2;
range = (HHV(C,period)-LLV(C,period));
Change0 = MA(abs(C-Ref(C,-1)),period);
Ratio = IIf(range<mean, Max(range/mean,0.5),IIf(range>mean, Min(range/mean,1.1),range/mean));
Change=Change0*ratio;

box = IIf(C<=10,Max(int(change)+round(frac(Change)*10)/10,0.1),
IIf(C>10 AND C<=50,Max(int(Change)+round(frac(Change)/5*10)/10*5,0.5), 
IIf(C>50 AND C<=500,Max(round(Change),1),
IIf(C>500 AND C<=1000,Max(round(Change),2),
IIf(C>1000 AND C<=2000,Max(round(Change/10)*10,5),
Max(round(Change/10)*10,10) )))));
Box=LastValue(box);

EnableScript("jscript");

<%

Close = VBArray( AFL( "Close" ) ).toArray();

PFO = new Array();
PFC = new Array();

Box = AFL("Box");

// initialize first element
j = 0;
PFC[j] = Box*Math.ceil(Close[0]/Box);
PFO[j] = PFC[j]+Box;
down = 1;                  // By default the first bar is a down bar.
up = 0;
swap = 0;

// perform the loop that produces PF Chart
for( i = 0; i < Close.length; i++ )
{
 Reverse = 3*Box ;                   // reversal requirement

 if( Close[i] <= PFC[j]-Box && down)         //continue down
 {
  PFC[j] = Box*Math.ceil(Close[i]/Box);
  PFO[j] = PFC[j]+Box;
 }
 else
 {
  if( Close[i] >= PFC[j] + Reverse && down)  //Change direction to up
  {
   j++;
   swap = 1;
   PFC[j] = Box*Math.floor(Close[i]/Box);
   PFO[j] = PFC[j] - Box;
  }
 }
 if( Close[i] >= PFC[j] + Box && up)         //Continue up
 { 
  PFC[j] = Box*Math.floor(Close[i]/Box);
  PFO[j] = PFC[j] - Box;
 }
 else
 {
  if( Close[i] <= PFC[j] - Reverse && up)   //Change direction to down
  {
   j++;
   PFC[j] = Box*Math.ceil(Close[i]/Box); 
   PFO[j] = PFC[j]+Box;
   swap = 1;
  }
 }
 if( swap )
 {
  swap = 0;
  if( up )
  {
   up = 0;
   down = 1;
  }
  else
  {
   up = 1;
   down = 0;
  }
 }
}
delta = Close.length - j-1;

AFL.Var("PFO") = PFO;
AFL.Var("PFC") = PFC;
AFL.Var("Box") = Box;
AFL.Var("delta") = delta;
AFL.Var("Reverse") = Reverse;
 
%>

PFO = Ref( PFO, -delta );
PFC = Ref( PFC, -delta );

// High-Low range sets the height of the P&F bar 
H = IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,Max(PFO,PFC));
L = IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,Min(PFO,PFC));
O = IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,PFO));

// the difference between Open AND Close should be set to box size 
// the sign decides if X or O are plotted 
C = O + Box * IIf( PFC > PFO, 1,-1);


Bulls = IIf(H>Ref(H,-2),1,0);
Stocks = IIf(H>0,1,0);

xyz =  "~BPI";

Buy=0;
AddToComposite(bulls,xyz,"C");
AddToComposite(stocks,xyz,"V");


Filter=1;
AddColumn(Bulls,"bulls",1.0);
AddColumn(Stocks ,"Stocks" ,1.0);


//====================================================================\
//Move the rest of this formula to indicator window for teh P&F chart ]
//====================================================================/
// Indicator window formula
//P&F Chart for Bullish Percent Index
// 05 Jan 2003
//Reverse is 3 boxes. Box size is 2%
//Graham Kavanagh

//Use on the composite ticker "~BPI" produced from AA scan BullishPercentIndexScan

SetBarsRequired(100000,100000);

Box=2;
Close = C/V*100;
Filter=1;
AddColumn(Close,"close",1.0);

CF = ceil(C/Box)*box;
CR = floor(C/box)*box;

EnableScript("jscript");
<%

Close = VBArray( AFL( "Close" ) ).toArray();
CR = VBArray( AFL( "CR" ) ).toArray();
CF = VBArray( AFL( "CF" ) ).toArray();

PFO = new Array();
PFC = new Array();

Box = AFL("Box");

// initialize first element
j = 0;
PFC[j] = CF[0];
PFO[j] = CF[0]+Box;
down = 1;                  // By default the first bar is a down bar.
up = 0;
swap = 0;

// perform the loop that produces PF Chart
for( i = 1; i < Close.length; i++ )
{
 Reverse = 3*Box  ;                   // reversal requirement

 if( Close[i] <= PFC[j]-Box && down)         //continue down
 {
  PFC[j] = CF[i];
  PFO[j] = CF[i]+Box;
 }
 else
 {
  if( Close[i] >= PFC[j] + Reverse && down)  //Change direction to up
  {
   j++;
   swap = 1;
   PFC[j] = CR[i];
   PFO[j] = CR[i] - Box;
  }
 }
 if( Close[i] >= PFC[j] + Box && up)         //Continue up
 { 
  PFC[j] = CR[i];
  PFO[j] = CR[i] - Box;
 }
 else
 {
  if( Close[i] <= PFC[j] - Reverse && up)   //Change direction to down
  {
   j++;
   PFC[j] = CR[i]; 
   PFO[j] = CR[i]+Box;
   swap = 1;
  }
 }
 if( swap )
 {
  swap = 0;
  if( up )
  {
   up = 0;
   down = 1;
  }
  else
  {
   up = 1;
   down = 0;
  }
 }
}
delta = Close.length - j-1;

AFL.Var("PFO") = PFO;
AFL.Var("PFC") = PFC;
AFL.Var("Box") = Box;
AFL.Var("delta") = delta;
AFL.Var("Reverse") = Reverse;
 
%>

PFO = Ref( PFO, -delta );
PFC = Ref( PFC, -delta );

// High-Low range sets the height of the P&F bar 
H = IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,Max(PFO,PFC));
L = IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,Min(PFO,PFC));
O = IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,PFO));

// the difference between Open AND Close should be set to box size 
// the sign decides if X or O are plotted 
C = O + Box * IIf( PFC > PFO, 1,-1);

GraphXSpace = 5;
Plot(C,"P&F Bullish Percent Index",IIf( PFC > PFO, 3, 4 ),64+4096+8192);
Plot(Box,"Box size",1,16+2048+4096);
Plot(Reverse/Box,"Reverse",1,styleNoLine+styleNoLabel+styleOwnScale);
Plot(H,"L ="+WriteVal(L,1.1)+", H",1,styleNoLine+styleNoLabel+styleOwnScale);