qp2 float analysis.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:    QP2 Float Analysis
//  Author/Uploader: Steve Wiser 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-08-12 11:06:29
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=99
//  Details URL:     http://www.amibroker.com/library/detail.php?id=99
//
//------------------------------------------------------------------------------
//
//  As an exploration this looks for the most recent peak
//
//  or trough and from that point calculates the amount of
//
//  volume that has traded. Taking this volume and dividing
//
//  this be the amount of float (shares available for trading
//
//  that are not held by insiders) to get a percentage of
//
//  the total float that has been trading since that last
//
//  peak or trough. From Wood's Precision Float indicator
//
//  type of theory somewhere between 80 and 120 percent of
//
//  the float one has a higher potential for finding trend
//
//  changes. Of course that are always exceptions to the
//
//  rule.
//
//  If you use this an an indicator look at the title to
//
//  see the detail information concerning the amount of
//
//  float, the percentage of float traded since the last
//
//  trend change and the number of days since a complete
//
//  float turnover based on a 50 DVA.
//
//------------------------------------------------------------------------------

MaxGraph = 9;

EnableScript("jscript");

// this is to show only one entry per stock

ticker = name();

<%
CInfo = new ActiveXObject("QuotesPlus.CompanyInfo");
CInfo.Symbol = AFL("ticker");

// try-catch block handles the situation when
// QuotesPlus object returns strange values

try
{
AFL("Float") = Number( CInfo.Float() );
}
catch( e )
{
AFL("Float") = 0;
}


%>

PercentChange=8;

PkBars = PeakBars(C,PerCentChange,1);
TghBars = TroughBars(C,PerCentChange,1);

Bars1 = IIF(PkBars<TghBars,PkBars,TghBars);
Bars1 = IIF( IsEmpty( Bars1 ), 0, Bars1 ); 

TotalVol1 = Sum(Volume,Bars1)/1000000;     

PerCentFloat = TotalVol1/Float*100;

filter = cum( 1 ) == lastvalue( cum( 1 ) ); 
/*filter = (PerCentFloat > 85) OR (PerCentFloat < 115);*/

numcolumns = 4;

column0 = Float;
column0name = "   Float   ";
Column1 = ma(Volume,50)/1e6;
Column1Name = "50 DVA";
Column2 = TotalVol1;
Column2Name = "TotalVolume";
Column3 = PerCentFloat;
Column3Name = "PerCentOfFloat";

GraphXspace = 5;
graph1 = close;
Graph1Style= 64;
graph0 = zig( close, PerCentChange );
graphxspace= 9;

title="The Per Cent of Float today="  +  WriteVal(PerCentFloat) + 
        ";    Float="  +   WriteVal(Float)   +
        ";    50DVA = " +   WriteVal(ma(V,50)/1e6 )  +  "    Million Shares" +
        "   Days since for float turnover based on MOV" + 
            WriteVal(Float/(ma(v,50)/1e6) );