% b of bollinger bands with adaptive zones.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:    % B of Bollinger Bands With Adaptive Zones
//  Author/Uploader: Anthony Faragasso 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-12-20 14:22:02
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=140
//  Details URL:     http://www.amibroker.com/library/detail.php?id=140
//
//------------------------------------------------------------------------------
//
//  %B of Bollinger Bands With Adaptive Zones. The % B raw figure
//
//  Gives Percentage of where the close is in relation to the bands.
//
//  High reading ( Upper band ) , Low reading (Lower band )
//
//  I have added the Adaptive Zones oscillator to help pinpoint possible Buy
//  and sell areas.
//
//------------------------------------------------------------------------------

/* %B of Bollinger Bands With Adaptive Zones */
/* Gives Percentage of where the close is in relation to the bands.*/
/* High reading ( Upper band ) , Low reading (Lower band )
/* AFL code by Anthony Faragasso*/

//Inputs 
Lookback=60;
Baseline=50;/*Do not Change*/
PerCent=95;
Pds =14;


b=( ( C+2 * StDev( C,20 ) - MA( C,20 ) ) / ( 4 * StDev( C,20 ) ) ) * 100;
/*Input */

Osc=b;

/*Value of Osc*/
Value1 = Osc;

/*Highest AND Lowest Values of Osc during Lookback Period*/
Value2 = HHV(Value1,Lookback);
Value3 = LLV(Value1,Lookback);

/*Range of Osc during Lookback Period*/
Value4 = Value2 - Value3;

/*Define PerCent of Range to determine OB AND OS levels*/
Value5 = Value4 * (PerCent / 100);

/*Calculate OB AND OS levels*/
Value6 = Value3 + Value5;
Value7 = Value2 - Value5;

baseline=IIf( Osc < 100 ,50 ,IIf( Osc < 0  ,0,0));

Plot(Baseline," Baseline",7,1+4); /* yellow*/
Plot(Value1,"( Adaptive Zones OSC )",6,1+4); /*BLUE*/
Plot(Value6,"O/B",4,1+4);  /*RED -TOP(SELL)*/
Plot(Value7,"O/S",5,1+4);  /*GREEN-BOT(BUY)*/

Plot(b,"( % B  )" ,4,1);