varexlist.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:    Varexlist
//  Author/Uploader: Jaco Jonker 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-06 04:30:40
//  Origin:          Own development.
//  Keywords:        Exploration, RSI, Stochastics, Macd, ROC, Ultimate
//  Level:           medium
//  Flags:           system,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=69
//  Details URL:     http://www.amibroker.com/library/detail.php?id=69
//
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//
//  This is a basic exploration list I developed for the US markets. It has no
//  fancy script, just plain widely used indicators setup in a logical format,
//  with some unconventional combinations. It is a medium term system with
//  excellent results in the past 5 years on the Dow Jones and Nasdaq 100, but
//  the major problem is the huge drawdowns on some shares. Works well as an
//  indicator in the weekly format as well.
//
//------------------------------------------------------------------------------

/* Commentary Name Varex

**    Requirements : AmiBroker 3.0 + (AFL 1.1)

**         Version : 0.03

**    Version Date :June 25, 2001

**          Author Jaco Jonker

*/

ARSI = RSI(9);
BRSI = RSI(14);
AROC = ROC(10);
AULT = ULTIMATE();
AMAC = signal();
stochKw = STOCH(14);
stochDw = EMA( STOCH(14), 5);

Buy = ARSI < 28 and BRSI < 33 and AROC < 0.4 and AULT < 40 and AMAC < 0 and stochKw < 40 and ARSI > ref(arsi,-1) and stochKw > ref(stochKw, -1);

Sell = ARSI > 70 and BRSI > 65 and AULT > 60 and AMAC > 0 and stochKw > 70;