the saturation indicator d_sat.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:    The Saturation Indicator D_sat
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2002-12-01 14:38:17
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=238
//  Details URL:     http://www.amibroker.com/library/detail.php?id=238
//
//------------------------------------------------------------------------------
//
//  There are some discrete phases for a bullish trend. The beginning is
//  usually sharp, the market changes direction quickly,
//
//  Short positions are covered with rush, Long entries may be obliged to
//  follow gap ups etc.
//
//  The rate of change is becoming slower, premature profit taking appears as
//  long as new buyers are added to the list.
//
//  Intermediate good market news keep on giving bullish pulses, buyers search
//  for new opportunities not to loose the trend but not to buy expensive
//  shares
//
//  and this makes a circular money transfer with an always repeated result :
//  The directional movement of the market.
//
//  When the buying and selling pressure come to some equilibium, we have the
//  saturation point and this is the end of the main trend.
//
//  Some stocks may moove higher for a while but the market has already
//  prepared the next bearish phase.
//
//  Last summer I designed a nice indicator giving a graphic emphasis to this
//  saturation phenomena of bullish movements.
//
//  It is the RSI of the smoothed CMO and it will be called D_sat .
//
//------------------------------------------------------------------------------

/*The Saturation Indicator D_sat, by Dimitris Tsokakis, Dec 2002*/
P=30;
CMO30=100*((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P))-(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P)))/((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P)+(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P))));
C1=DEMA(CMO30,30);
D_sat10=RSIA(C1,10);
D_sat5=RSIA(C1,5);
Plot(D_sat10,"D_sat10",1,1);Plot(D_sat5,"D_sat5",5,1);Plot(D_sat5-D_sat10,"D_sat difference",9,2);