elder safe zone long + short.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:    Elder safe Zone Long + short
//  Author/Uploader: Boodha 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-10-16 19:35:37
//  Origin:          A. ELDER
//  Keywords:        Trailing stop
//  Level:           semi-advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=569
//  Details URL:     http://www.amibroker.com/library/detail.php?id=569
//
//------------------------------------------------------------------------------
//
//  Trailing stop m閠hod
//
//------------------------------------------------------------------------------

_SECTION_BEGIN("Elder safe Zone Long + short");

L1=Ref(L,-1);
H1=Ref(H,-1);
Pd=Param("Period",10,1,50,1);
DnPen=IIf(L<L1,L1-L,0);
UpPen=IIf(H>H1,H-H1,0);
DnPenSum=Sum(DnPen,Pd);
UpPenSum=Sum(UpPen,Pd);
DnPenCount=Sum(L<L1,Pd);
UpPenCount=Sum(H>H1,Pd);
AvgDnPen=IIf(DnPenCount>0,DnPenSum/DnPenCount,0.01);
AvgUpPen=IIf(UpPenCount>0,UpPenSum/UpPenCount,0.01);
AvgDnPenMult=Param("Multiplier",2,1,4,0.1);
AvgUpPenMult=Param("Multiplier",2,1,4,0.1);
DaysInTrade=Param("Days in trade",1,1,50,1);
StopLong=L-(AvgDnPen*AvgDnPenMult);
StopShort=H+(AvgUpPen*AvgUpPenMult);
SafeZoneStopLong=HHV(StopLong,DaysInTrade);
SafeZoneStopShort=LLV(StopShort,DaysInTrade);
MilieuCorps = (C+O)/2;
Plot( C, "Close", ParamColor("Couleur ", colorBlack ), styleNoTitle | ParamStyle("Style") | styleCandle|styleThick);
ShortStop=BeginValue(C);
LongStop=BeginValue(C);
i=1;
	for (i=1;i < BarCount; i++)
{
	if (SafeZoneStopShort[i] >= SafeZoneStopShort[i-1] && ShortStop[i-1] <= H[i])
			ShortStop[i] = SafeZoneStopShort[i] ;
	if (SafeZoneStopShort[i] >= SafeZoneStopShort[i-1] && ShortStop[i-1] > H[i])
			ShortStop[i] = ShortStop[i-1];	
	if (SafeZoneStopShort[i] < SafeZoneStopShort[i-1] && ShortStop[i-1] <= H[i])
			ShortStop[i] = SafeZoneStopShort[i] ;
	if (SafeZoneStopShort[i] < SafeZoneStopShort[i-1] && ShortStop[i-1] > H[i])
			ShortStop[i] = ShortStop[i-1];	
	if (IsEmpty(SafeZoneStopShort[i]))
				ShortStop[i] = SafeZoneStopShort[i] ;
	if (ShortStop[i] >= SafeZoneStopShort[i])
 				ShortStop[i] = SafeZoneStopShort[i] ;

	if (SafeZoneStopLong[i] <= SafeZoneStopLong[i-1] && LongStop[i-1] >= L[i])
			LongStop[i] = SafeZoneStopLong[i] ;
	if (SafeZoneStopLong[i] <= SafeZoneStopLong[i-1] && LongStop[i-1] < L[i])
			LongStop[i] = LongStop[i-1];	
	if (SafeZoneStopLong[i] > SafeZoneStopLong[i-1] && LongStop[i-1] >= L[i])
			LongStop[i] = SafeZoneStopLong[i] ;
	if (SafeZoneStopLong[i] > SafeZoneStopLong[i-1] && LongStop[i-1] < L[i])
			LongStop[i] = LongStop[i-1];	
	if (IsEmpty(SafeZoneStopLong[i]))
				LongStop[i] = SafeZoneStopLong[i] ;
	if (LongStop[i] <= SafeZoneStopLong[i])
 				LongStop[i] = SafeZoneStopLong[i] ;

}


PlotShapes(IIf(ShortStop>Ref(ShortStop,-1), shapeHollowSmallDownTriangle, shapeNone), colorRed, 0, ShortStop, Offset=-15);
PlotShapes(IIf(LongStop<Ref(LongStop,-1), shapeHollowSmallUpTriangle, shapeNone), colorGreen, 0, 	LongStop, Offset=-15);
Plot(SafeZoneStopShort,"Safe Zone Short", ParamColor("Couleur Safe Zone Short", colorRed ),ParamStyle("Style Safe Zone Short",styleDots|styleNoLine) );
Plot(SafeZoneStopLong,"Safe zone Long", ParamColor("Couleur Stop Long", colorGreen ),ParamStyle("Safe zone Long",styleDots|styleNoLine) );
Plot(ShortStop,"Stop Short", IIf(ShortStop>Ref(ShortStop,-1),colorCustom1,colorBlue),ParamStyle("Style Stop Short",styleLine|styleLine) );
Plot(LongStop,"Stop Long", IIf(LongStop<Ref(LongStop,-1),colorCustom1,colorRed),ParamStyle("Style Stop Long",styleLine|styleLine) );


_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%)\n - Elder SafeZone long-Short pour trades apr鑣 le "+Date()+"\n {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Title= Title
+"\n\\c56Periode: \\c56"
+WriteVal(Pd,1.0)
+"\\c56 - Multiplicateur Long : \\c56"
+WriteVal(AvgDnPenMult,1.1)
+"\\c56 - Multiplicateur Short : \\c56"
+WriteVal(AvgUpPenMult,1.1)
+"\\c56 - Jour en position(inclus): \\c56"
+WriteVal(DaysInTrade,1.0) 
+"\n\\c56Milieu corps : \\c56"
+WriteVal(MilieuCorps,1.2 )
+": \\c56 - N