rsi of volume weighted moving average.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:    RSI of volume weighted moving average
//  Author/Uploader: Jim Wiehe 
//  E-mail:          [e-mail]
//  Date/Time Added: 2006-07-21 06:38:21
//  Origin:          John Bollinger interview in 2002 issue of TASC
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=636
//  Details URL:     http://www.amibroker.com/library/detail.php?id=636
//
//------------------------------------------------------------------------------
//
//  This afl uses the RSIa function upon a volume weighted moving average.
//  There are parameters to adjust the RSIa periods, VWMA periods and an
//  additional ema smoothing period. I think Bollinger liked the 9 period RSI
//  and a couple of double bottoms below 30.
//
//------------------------------------------------------------------------------

_SECTION_BEGIN("RSI of a Volume weighted moving average");

periods=Param("VWMA periods ",5,2,200,1);

smoothing=Param("exp. smoothing of VWMA",3,2,200,1);
rsiperiods=Param("rsi periods",9,2,200,1);
Vwma = Sum((Volume*Close),periods)/Sum (Volume,periods);
svwma=EMA(Vwma,smoothing);
Plot(RSIa(SVwma,rsiperiods),"RSI of  VWMA ",colorBlack,styleLine);
Plot(70,"",colorRed,styleLine);
Plot(30,"",colorGreen,styleLine);

_SECTION_END();