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