chaikin's volatility.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:    Chaikin's Volatility
//  Author/Uploader: Tomasz Janeczko 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-06-16 08:09:22
//  Origin:          Originally developed by Marc Chaikin
//  Keywords:        volatility
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=7
//  Details URL:     http://www.amibroker.com/library/detail.php?id=7
//
//------------------------------------------------------------------------------
//
//  Chaikin's Volatility indicator compares the spread between a security's
//  high and low prices. This is done by first calculating a moving average of
//  the difference between the daily high and low prices and then calculating
//  the rate of change of that moving average. For more information please
//  check AmiBroker Tips newsletter <a
//  href="http://www.amibroker.com/newsletter/03-2000.html">Issue 3/2000</a>
//
//------------------------------------------------------------------------------

/*
** Chaikin's Volatility
** AFL Implementation by Tomasz Janeczko
*/

graph0 = roc( ema( high-low, 10), 10);