stochastic divergence, positive.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:    Stochastic Divergence, positive
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-07-04 03:55:54
//  Origin:          
//  Keywords:        
//  Level:           semi-advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=48
//  Details URL:     http://www.amibroker.com/library/detail.php?id=48
//
//------------------------------------------------------------------------------
//
//  A positive stochastic divergence occurs when the tangent of Stochastic
//  oscillator's graph is ascending, whereas the tangent of price's graph is
//  descending for the same time interval .
//
//  The occurrence of a positive stochastic divergence in oversold area,
//  usually signals a trend reversal,
//
//  especially if it is confirmed by complementary criteria.
//
//------------------------------------------------------------------------------

/*Positive Stochastic Divergence for use in 
Indicator Builder and Automatic Analysis (scan mode),
by Dimitris Tsokakis*/

ST33=STOCHD(14);
TR1=LLVBARS(ST33,4);
TR2=IIF(ST33<30 AND TR1>0 AND REF(TR1,-1)==0,ref(ST33,-1),0);
TRC=IIF(TR2>0,C,0);
vs=valuewhen(tr2, ref(st33,-1), 1);
dvs=vs-ref(vs,-1);
vc=valuewhen(trc, LLV(c,3), 1);
dvc=vc-ref(vc,-1);
diver=iif(dvs>0 and dvc<0,30,0);
DAS=BARSSINCE(REF(TR2,-1)>0);
DD=IIF(DAS<20 AND C>=REF(C,-1),DIVER,0);
GRAPH0=TR2;
GRAPH0STYLE=2;
graph0barcolor=12;
graph1=dd;
graph1barcolor=5;
BUY=DD>0 ;