Stochastic Fast%K and Full.afl
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上传日期:2009-06-12
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- //------------------------------------------------------------------------------
- //
- // Formula Name: Stochastic Fast%K and Full
- // Author/Uploader: Brian
- // E-mail:
- // Date/Time Added: 2002-09-06 18:12:51
- // Origin:
- // Keywords:
- // Level: basic
- // Flags: system,indicator
- // Formula URL: http://www.amibroker.com/library/formula.php?id=219
- // Details URL: http://www.amibroker.com/library/detail.php?id=219
- //
- //------------------------------------------------------------------------------
- //
- // Originally Developed by George C. Lane
- //
- //------------------------------------------------------------------------------
- /*FastStoch%KFullStoch%K%D
- Originally Developed by George C. Lane
- For reference, see;
- http://stockcharts.com/education/What/IndicatorAnalysis/indic_stochasticOscillator.html
- or,
- http://www.aspenres.com/Website/comstock/help/aspenStochastics.html
- Values about at OR above the Red line show overbought,
- AND about at OR below the Green line show oversold.
- where x is the first parameter, y is the second parameter
- and (in the case of Full stochastics), z is the third parameter.
- In the case of Fast and Slow Stochastics,
- x is typically 14 and y is usually set to 3.
- The formula could be plotted with three lines,
- Hence 14-3-3 or 14-5-3 or 14-3-5
- %K (fast)
- %K (full) = y-day SMA of %K (fast)
- %D (full) = z-day SMA of %K (full)
- or just the usual 2 lines,
- %K (full) = y-day SMA of %K (fast)
- %D (full) = z-day SMA of %K (full)
- */
- pds = 14; /*Periods */
- /*pds = Optimize("pds",13,2,20,1); */
- slw = 3; /*Slowing for Full Stoch%K*/
- /*slw = Optimize("slw",3,1,14,1); */
- slwd = 3; /*Slowing for Full Stoch%D*/
- /*slwd = Optimize("slwd",3,1,14,1); */
- ob = 83; /*Overbought */
- /*ob = Optimize("ob",83,65,88,1); */
- os = 24; /*Oversold */
- /*os = Optimize("os",24,20,50,1); */
- FSK = 100*(C-LLV(L,pds))/(HHV(H,pds)-LLV(L,pds)); // FASTSTOCHK
- FLSK = MA( FSK, slw ); // FULLSTOCHK
- FLSD = MA( FLSK, slwd ); // FULLSTOCHD
- MaxGraph = 6;
- Graph0 = FSK;
- Graph0Color = 7;
- Graph1 = FLSK;
- Graph1Color = 6;
- Graph2 = FLSD;
- Graph2Color = 23;
- Graph3 = FLSD;
- Graph3BarColor =
- IIf (Graph3 > ob, 13,
- IIf (Graph3 < os,8,14));
- Graph4 = ob;
- Graph4Color = 4;
- Graph5 = os;
- Graph5Color = 43;
- Graph0Style = Graph1Style = Graph2Style = Graph4Style = Graph5Style = 1;
- Graph3Style = 2;
- Title = Name()+" "+FullName()+
- " FastStoch%K=Yellow FullStoch%K = Blue FullStoch%D = Dark Grey";
- whengoup = FLSD < os AND Cross(FSK,os) AND FLSK >= Ref(FLSK,-1) AND FLSD >= Ref(FLSD,-1) OR Cross(FLSD,os) AND FSK >= Ref(FSK,-1) AND FLSK >= Ref(FLSK,-1) ;
- whengodown = IIf(BarsSince(Cross(os,FSK))==1 AND FLSK < os ,1,0) OR Cross(os,FSK) AND FLSK < Ref(FLSK,-1) OR FLSK < ob AND FLSK > os AND FLSK <= Ref(FLSK,-1) OR FSK > ob AND FLSK > ob AND FLSD > ob AND FSK < Ref(FSK,-1) AND FLSK < Ref(FLSK,-1) AND FLSD <= Ref(FLSD,-1) OR FSK > ob AND FLSK > ob AND FLSD > ob AND Cross(ob,FLSK);
- Buy = whengoup;
- Sell = whengodown;
- Buy = ExRem(Buy,Sell);
- Sell = ExRem(Sell,Buy);