twiggs money flow.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:    Twiggs Money Flow
//  Author/Uploader: Stock_Alchemist 
//  E-mail:          [e-mail]
//  Date/Time Added: 2006-04-12 12:39:27
//  Origin:          http://www.incrediblecharts.com/technical/twiggs_money_flow.htm
//  Keywords:        TMF, Twiggs Money Flow, Volume, Money Flow, CMF
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=614
//  Details URL:     http://www.amibroker.com/library/detail.php?id=614
//
//------------------------------------------------------------------------------
//
//  Twiggs Money Flow is a derivation of Chaikin Money Flow indicator, which is
//  in turn derived from the Accumulation Distribution line. However, Twiggs
//  Money Flow makes two basic improvements to the Chaikin Money Flow formula:
//
//  To solve the problem with gaps, Twiggs Money Flow uses true range, rather
//  than daily Highs minus Lows.
//
//  And, rather than a simple-moving-average-type formula, Twiggs Money Flow
//  applies exponential smoothing, using the method employed by Welles Wilder
//  for many of his indicators.
//
//  To know more, please go to:
//
//  http://www.incrediblecharts.com/technical/twiggs_money_flow.htm
//
//------------------------------------------------------------------------------

_SECTION_BEGIN("Twiggs Money Flow");
/* 
Twiggs Money Flow is a derivation of Chaikin Money Flow indicator, which is in turn derived from the Accumulation Distribution line. 
However, Twiggs Money Flow makes two basic improvements to the Chaikin Money Flow formula:
1-To solve the problem with gaps, Twiggs Money Flow uses true range, rather than daily Highs minus Lows.  
2-And, rather than a simple-moving-average-type formula, Twiggs Money Flow applies exponential smoothing, using the method employed by Welles Wilder for many of his indicators. 
 */

periods = Param( "Periods", 21, 5, 200, 1 );
TRH=Max(Ref(C,-1),H);
TRL=Min(Ref(C,-1),L);
TR=TRH-TRL; 
ADV=V*((C-TRL)-(TRH-C))/ IIf(TR==0,9999999,TR);
WV=V+(Ref(V,-1)*0);
SmV= Wilders(WV,periods);
SmA= Wilders(ADV,periods);

TMF= IIf(SmV==0,0,SmA/SmV);
Plot( TMF, _DEFAULT_NAME(), ParamColor("color", colorCycle ), ParamStyle("Style") );
_SECTION_END();