RSI of volume weighted moving average.afl
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上传日期:2009-06-12
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  1. //------------------------------------------------------------------------------
  2. //
  3. //  Formula Name:    RSI of volume weighted moving average
  4. //  Author/Uploader: Jim Wiehe 
  5. //  E-mail:          jimwiehe@indianadata.com
  6. //  Date/Time Added: 2006-07-21 06:38:21
  7. //  Origin:          John Bollinger interview in 2002 issue of TASC
  8. //  Keywords:        
  9. //  Level:           basic
  10. //  Flags:           indicator
  11. //  Formula URL:     http://www.amibroker.com/library/formula.php?id=636
  12. //  Details URL:     http://www.amibroker.com/library/detail.php?id=636
  13. //
  14. //------------------------------------------------------------------------------
  15. //
  16. //  This afl uses the RSIa function upon a volume weighted moving average.
  17. //  There are parameters to adjust the RSIa periods, VWMA periods and an
  18. //  additional ema smoothing period. I think Bollinger liked the 9 period RSI
  19. //  and a couple of double bottoms below 30.
  20. //
  21. //------------------------------------------------------------------------------
  22. _SECTION_BEGIN("RSI of a Volume weighted moving average");
  23. periods=Param("VWMA periods ",5,2,200,1);
  24. smoothing=Param("exp. smoothing of VWMA",3,2,200,1);
  25. rsiperiods=Param("rsi periods",9,2,200,1);
  26. Vwma = Sum((Volume*Close),periods)/Sum (Volume,periods);
  27. svwma=EMA(Vwma,smoothing);
  28. Plot(RSIa(SVwma,rsiperiods),"RSI of  VWMA ",colorBlack,styleLine);
  29. Plot(70,"",colorRed,styleLine);
  30. Plot(30,"",colorGreen,styleLine);
  31. _SECTION_END();