pattern - rectangle base breakout on high vol.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:    Pattern - Rectangle Base Breakout on High Vol
//  Author/Uploader: Jitu Telang 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-09-06 18:20:33
//  Origin:          
//  Keywords:        pattern base breakout
//  Level:           medium
//  Flags:           showemail,function
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=297
//  Details URL:     http://www.amibroker.com/library/detail.php?id=297
//
//------------------------------------------------------------------------------
//
//  Detects an upwards breakout from a rectangular base formation on a high
//  volume.
//
//------------------------------------------------------------------------------

function rectBaseBreakout() {

  hhv9d = HHV(H, 9);
  llv9d = LLV(L, 9);

  hhv1m = HHV(H, 20);
  llv1m = LLV(L, 20);

  hhv2m = HHV(H, 40);
  llv2m = LLV(L, 40);

  hhv50d = HHV(H, 50);
  llv50d = LLV(L, 50);

  vhhv60d = HHV(V, 60);

  cav50d = MA(C, 50);
  vav20d = MA(V, 20);

  C1 = H > Ref(hhv9d, -1);
  C2 = L > Ref(llv9d, -1);
  C3 = C > Ref(hhv50d, -1);
  C4 = C > cav50d;
  C5 = V > (vav20d * 2);
  C6 = vav20d > minAvgVolume;
  C7 = cav50d > 0;
  C8 = (llv1m < (llv2m * 1.05)) OR (llv1m <= (llv2m + 1));
  C9 = (hhv1m > (hhv2m * 0.95)) OR (hhv1m >= (hhv2m - 1));

  return( C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 );
}