金融证券系统

开发平台：
Others

The Mean RSIt (variations).afl：源码内容
							//------------------------------------------------------------------------------
//
//  Formula Name:    The Mean RSIt (variations)
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          
//  Date/Time Added: 2002-03-14 07:36:32
//  Origin:          
//  Keywords:        
//  Level:           advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=172
//  Details URL:     http://www.amibroker.com/library/detail.php?id=172
//
//------------------------------------------------------------------------------
//
//  Variations of the Mean RSIt used in trading systems design.
//
//  Paste the formula in Automatic Analysis window, select All stocks (or a
//  sector or a group or a watch list), all quotations and scan.
//
//  Select View->Refresh All and then Save.
//
//  Data should be clean and without missing dates (holes).
//
//  To check this, explore the database with the code
//
//  Filter=1;
//
//  Numcolumns=1;
//
//  Column0=Lastvalue(Cum(1));
//
//  for the n=1 last quotation.
//
//  If you do not miss some data, the numbers in the result list should be
//  equal.
//
//------------------------------------------------------------------------------
/*MEAN RSIT ~10 TO ~40*/
Var3=MA(MACD(),10);
Up=IIf(Var3>Ref(Var3,-1),abs(Var3-Ref(Var3,-1)),0);
Dn=IIf(Var3<Ref(Var3,-1),abs(Var3-Ref(Var3,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
R10SIt=100*(Ut/(Ut+Dt));
R10SIt10=MA(R10SIt,10);
AddToComposite(R10SIt10,"~10","V");
Var6=MA(MACD(),15);
Up=IIf(Var6>Ref(Var6,-1),abs(Var6-Ref(Var6,-1)),0);
Dn=IIf(Var6<Ref(Var6,-1),abs(Var6-Ref(Var6,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
R15SIt=100*(Ut/(Ut+Dt));
R15SIt10=MA(R15SIt,10);
AddToComposite(R15SIt10,"~15","V");
Var4=MA(MACD(),20);
Up=IIf(Var4>Ref(Var4,-1),abs(Var4-Ref(Var4,-1)),0);
Dn=IIf(Var4<Ref(Var4,-1),abs(Var4-Ref(Var4,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
R20SIt=100*(Ut/(Ut+Dt));
R20SIt10=MA(R20SIt,10);
AddToComposite(R20SIt10,"~20","V");
Var1=MA(MACD(),25);
Up=IIf(Var1>Ref(Var1,-1),abs(Var1-Ref(Var1,-1)),0);
Dn=IIf(Var1<Ref(Var1,-1),abs(Var1-Ref(Var1,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
R25SIt=100*(Ut/(Ut+Dt));
R25SIt10=MA(R25SIt,10);
AddToComposite(R25SIt10,"~25","V");
Var2=MA(MACD(),30);
Up=IIf(Var2>Ref(Var2,-1),abs(Var2-Ref(Var2,-1)),0);
Dn=IIf(Var2<Ref(Var2,-1),abs(Var2-Ref(Var2,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
R30SIt=100*(Ut/(Ut+Dt));
R30SIt10=MA(R30SIt,10);
AddToComposite(R30SIt10,"~30","V");
Var5=MA(MACD(),35);
Up=IIf(Var5>Ref(Var5,-1),abs(Var5-Ref(Var5,-1)),0);
Dn=IIf(Var5<Ref(Var5,-1),abs(Var5-Ref(Var5,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
R35SIt=100*(Ut/(Ut+Dt));
R35SIt10=MA(R35SIt,10);
AddToComposite(R35SIt10,"~35","V");
Var7=MA(MACD(),40);
Up=IIf(Var7>Ref(Var7,-1),abs(Var7-Ref(Var7,-1)),0);
Dn=IIf(Var7<Ref(Var7,-1),abs(Var7-Ref(Var7,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
R40SIt=100*(Ut/(Ut+Dt));
R40SIt10=MA(R40SIt,10);
AddToComposite(R40SIt10,"~40","V");
/*MEAN RSIT 10,20,30,40 VAR=MACD()*/
Var=MACD();
Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
RSIt=100*(Ut/(Ut+Dt));
RSIt10=MA(RSIt,10);
RSIt20=MA(RSIt,20);
RSIt30=MA(RSIt,30);
RSIt40=MA(RSIt,40);
s1=IIf(RSIt>=0 AND RSIt<=100,RSIt,0);values3 = s1;
s10=IIf(RSIt10>=0 AND RSIt10<=100,RSIt10,0);values4 = s10;
s20=IIf(RSIt20>=0 AND RSIt20<=100,RSIt20,0);values5 = s20;
s30=IIf(RSIt30>=0 AND RSIt30<=100,RSIt30,0);values6 = s30;
s40=IIf(RSIt40>=0 AND RSIt40<=100,RSIt40,0);values7 = s40;
AddToComposite(Values3,"~meanrsit","V");
AddToComposite(Values4,"~meanrsit10","V");
AddToComposite(Values5,"~meanrsit20","V");
AddToComposite(Values6,"~meanrsit30","V");
AddToComposite(Values7,"~meanrsit40","V");
/*MEAN RSIT 10,20,30,40 VAR=MA(MACD(),5)*/
Var=MA(MACD(),5);
Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
RSIt=100*(Ut/(Ut+Dt));
RSIt10=MA(RSIt,10);
RSIt20=MA(RSIt,20);
RSIt30=MA(RSIt,30);
RSIt40=MA(RSIt,40);
s1=IIf(RSIt>=0 AND RSIt<=100,RSIt,0);values3 = s1;
s10=IIf(RSIt10>=0 AND RSIt10<=100,RSIt10,0);values4 = s10;
s20=IIf(RSIt20>=0 AND RSIt20<=100,RSIt20,0);values5 = s20;
s30=IIf(RSIt30>=0 AND RSIt30<=100,RSIt30,0);values6 = s30;
s40=IIf(RSIt40>=0 AND RSIt40<=100,RSIt40,0);values7 = s40;
AddToComposite(Values3,"~5meanrsit","V");
AddToComposite(Values4,"~5meanrsit10","V");
AddToComposite(Values5,"~5meanrsit20","V");
AddToComposite(Values6,"~5meanrsit30","V");
AddToComposite(Values7,"~5meanrsit40","V");
/*MEAN RSIT 10,20,30,40 VAR=MA(MACD(),10)*/
Var=MA(MACD(),10);
Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
RSIt=100*(Ut/(Ut+Dt));
RSIt10=MA(RSIt,10);
RSIt20=MA(RSIt,20);
RSIt30=MA(RSIt,30);
RSIt40=MA(RSIt,40);
s1=IIf(RSIt>=0 AND RSIt<=100,RSIt,0);values3 = s1;
s10=IIf(RSIt10>=0 AND RSIt10<=100,RSIt10,0);values4 = s10;
s20=IIf(RSIt20>=0 AND RSIt20<=100,RSIt20,0);values5 = s20;
s30=IIf(RSIt30>=0 AND RSIt30<=100,RSIt30,0);values6 = s30;
s40=IIf(RSIt40>=0 AND RSIt40<=100,RSIt40,0);values7 = s40;
AddToComposite(Values3,"~10meanrsit","V");
AddToComposite(Values4,"~10meanrsit10","V");
AddToComposite(Values5,"~10meanrsit20","V");
AddToComposite(Values6,"~10meanrsit30","V");
AddToComposite(Values7,"~10meanrsit40","V");
/*MEAN RSIT 10,20,30,40 VAR=MA(MA(MACD(),5),5)*/
Var=MA(MA(MACD(),5),5);
Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
RSIt=100*(Ut/(Ut+Dt));
RSIt10=MA(RSIt,10);
RSIt20=MA(RSIt,20);
RSIt30=MA(RSIt,30);
RSIt40=MA(RSIt,40);
s1=IIf(RSIt>=0 AND RSIt<=100,RSIt,0);values3 = s1;
s10=IIf(RSIt10>=0 AND RSIt10<=100,RSIt10,0);values4 = s10;
s20=IIf(RSIt20>=0 AND RSIt20<=100,RSIt20,0);values5 = s20;
s30=IIf(RSIt30>=0 AND RSIt30<=100,RSIt30,0);values6 = s30;
s40=IIf(RSIt40>=0 AND RSIt40<=100,RSIt40,0);values7 = s40;
AddToComposite(Values3,"~55meanrsit","V");
AddToComposite(Values4,"~55meanrsit10","V");
AddToComposite(Values5,"~55meanrsit20","V");
AddToComposite(Values6,"~55meanrsit30","V");
AddToComposite(Values7,"~55meanrsit40","V");
/*MEAN RSIT 10,20,30,40 VAR=MA(MA(MA(MACD(),5),5),5)*/
Var=MA(MA(MA(MACD(),5),5),5);
Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Ut=Wilders(Up,30);
Dt=Wilders(Dn,30);
RSIt=100*(Ut/(Ut+Dt));
RSIt10=MA(RSIt,10);
RSIt20=MA(RSIt,20);
RSIt30=MA(RSIt,30);
RSIt40=MA(RSIt,40);
s1=IIf(RSIt>=0 AND RSIt<=100,RSIt,0);values3 = s1;
s10=IIf(RSIt10>=0 AND RSIt10<=100,RSIt10,0);values4 = s10;
s20=IIf(RSIt20>=0 AND RSIt20<=100,RSIt20,0);values5 = s20;
s30=IIf(RSIt30>=0 AND RSIt30<=100,RSIt30,0);values6 = s30;
s40=IIf(RSIt40>=0 AND RSIt40<=100,RSIt40,0);values7 = s40;
AddToComposite(Values3,"~555meanrsit","V");
AddToComposite(Values4,"~555meanrsit10","V");
AddToComposite(Values5,"~555meanrsit20","V");
AddToComposite(Values6,"~555meanrsit30","V");
AddToComposite(Values7,"~555meanrsit40","V");
/*ADDITIONAL MACD COMPOSITES ~MACDBULL AND ~MACDBEAR*/
ob=Signal()<MACD();
os=Signal()>=MACD();
values8 = os>0;
values9 = ob>0;
AddToComposite(Values8,"~macdbear","V");
AddToComposite(Values9,"~macdbull","V");
Buy=0;

						