the relative slope.afl

来自「一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台」· AFL 代码 · 共 53 行

//------------------------------------------------------------------------------
//
//  Formula Name:    The Relative Slope
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-02 11:46:37
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=43
//  Details URL:     http://www.amibroker.com/library/detail.php?id=43
//
//------------------------------------------------------------------------------
//
//  Definition: For a variable X, the difference of two cascade values of X,
//
//  devided by their sum.
//
//  For scaling purposes,this quotient may be multiplied by a numerical
//  coefficient.
//
//  Example:
//
//  The Relative Slope of exponential moving average of "typical price"
//
//  A variable independent of specific stock values, usually in the range
//
//  -10<RS<10
//
//  with peaks and troughs almost eliminating the lag between close and
//
//  smoothing average.
//
//  As an indicator, it presents excellent divergences with close graph,
//  anticipating
//
//  trend reversals.
//
//  It is also valuable for classification of stocks, according to their
//  maximum and minimum
//
//  RS values.
//
//------------------------------------------------------------------------------

/*Relative Slope*/
/*by Dimitris Tsokakis*/
K=EMA((H+L+C)/3,10);
S1=2*(K-REF(K,-1))/(K+REF(K,-1));
RS=100*EMA(S1,3);
GRAPH0=RS;