金融证券系统

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Adaptive Price Channel.afl：源码内容

							//------------------------------------------------------------------------------
//
//  Formula Name:    Adaptive Price Channel
//  Author/Uploader: Denis Dube 
//  E-mail:          
//  Date/Time Added: 2004-04-29 12:32:15
//  Origin:          From the book " The Ultimate Trading Guide".
//  Keywords:        Adaptive channel
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=356
//  Details URL:     http://www.amibroker.com/library/detail.php?id=356
//
//------------------------------------------------------------------------------
//
//  This price channel starts with a lookback period of 20.
//
//  The lookback period changes according to volatility, measured by a 30
//  period standard deviation of prices.
//
//  A maximum and a minimum lookback period are defined.
//
//------------------------------------------------------------------------------
//Adaptive price channel
Plot(C,"",colorBlack,styleCandle);
Lookback=20;
MaxLookback=Param("Max Lookback period",40,20,60,5);
MinLookback=Param("Min Lookback period",20,10,20,5);
Vol=StDev(C,30);
Change=(Vol-Ref(Vol,-1))/Ref(Vol,-1);
StartBar = BeginValue( BarIndex() ); ;
FinishBar = EndValue( BarIndex() ); 
i = StartBar; 
for (i = StartBar+31; i<Finishbar; i++) 
{ 
	
	Lookback[i]=round(Lookback[i-1]*(1+Change[i]));
		if(Lookback[i]>MaxLookback)
				{
					Lookback[i]=MaxLookback;
				}
		if(Lookback[i]<MinLookback)
				{
					Lookback[i]=MinLookback;
				}
}
HighChannel=Ref(HHV(H,Lookback),-1);
LowChannel=Ref(LLV(L,Lookback),-1);
Plot(HighChannel,"",colorPink,styleThick | styleNoRescale);
Plot(LowChannel,"",colorSeaGreen,styleThick | styleNoRescale );
GraphXSpace=7;

						