breadth thrust.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

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//
//  Formula Name:    Breadth Thrust
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:04:41
//  Origin:          Originally developed by Dr. Martin Zweig
//  Keywords:        breadth,momentum
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=5
//  Details URL:     http://www.amibroker.com/library/detail.php?id=5
//
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//
//  The Breadth Thrust indicator is a market momentum indicator developed by
//  Dr. Martin Zweig. The Breadth Thrust is calculated by taking a 10-day
//  exponential moving average of the advancing issues divided by the advancing
//  plus declining issues. According to Dr. Zweig a Breadth Thrust occurs when,
//  during a 10-day period, the Breadth Thrust indicator rises from below 40
//  percent to above 61.5 percent. A "Thrust" indicates that the stock market
//  has rapidly changed from an oversold condition to one of strength, but has
//  not yet become overbought. Dr. Zweig also points out that there have only
//  been 14 Breadth Thrusts since 1945. The average gain following these 14
//  Thrusts was 24.6 percent in an average time frame of 11 months. Dr. Zweig
//  also points out that most bull markets begin with a Breadth Thrust.
//
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/*
The Breadth Thrust indicator is a market momentum indicator developed by Dr. Martin Zweig. 
AFL implementation by Tomasz Janeczko
*/

Graph0 = EMA( AdvIssues()/( AdvIssues()+DecIssues() ), 10 );