30 Week Hi Indicator - Calculate.afl
上传用户:shiqiang
上传日期:2009-06-12
资源大小:1289k
文件大小:2k
源码类别:
金融证券系统
开发平台:
Others
- //------------------------------------------------------------------------------
- //
- // Formula Name: 30 Week Hi Indicator - Calculate
- // Author/Uploader: Geoff Mulhall
- // E-mail: geoffmulhall@optusnet.com.au
- // Date/Time Added: 2003-05-03 22:12:35
- // Origin:
- // Keywords: 30 Week High
- // Level: semi-advanced
- // Flags: exploration,indicator
- // Formula URL: http://www.amibroker.com/library/formula.php?id=276
- // Details URL: http://www.amibroker.com/library/detail.php?id=276
- //
- //------------------------------------------------------------------------------
- //
- // Just as the advance decline line gives an indication of the overall
- // strength of the market, so does the number or stocks makeing new 30 week
- // high's. Refer Weinstein's "The Secret of Profiting in Bull and Bear
- // Markets".
- //
- // The attached scan ( _s.afl file) calculates two indices. The first index
- // calculates the number of stocks making new 30 week highs based on the high
- // of each stock. The second index calculates the number of stocks making new
- // 30 week high's - but calculated from the weekly close of each stock. You'll
- // find there is little difference between the two.
- //
- // The scan must be run first as it uses the AddToComposite function to create
- // the two indices. It must be run over an entire market.
- //
- // The indicator can then be plotted. Note that the scan is run against weekly
- // data and therefore it only makes sense to display the results on a weekly
- // chart.
- //
- //------------------------------------------------------------------------------
- /* Calculate indices of new 30 week high's vs new 30 week lows */
- /* Set the filter so as to scan a given market */
- /* Set Period to Weekly */
- /* The new indexes will be found in Group 253 */
- H1 = Close > Ref(HHV(Close,30),-1);
- H2 = High > Ref(HHV(High,30),-1);
- L1 = Close < Ref(LLV(Close,30),-1);
- L2 = Low < Ref(LLV(Low,30),-1);
- H_L_Array1 = H1 - L1;
- H_L_Array2 = H2 - L2;
- // Do not generate signals
- Buy = 0;
- Filter = 0;
- AddToComposite( H_L_Array1, "~Idx30Wk_Close_HL", "X", 19);
- AddToComposite( H_L_Array2, "~Idx30Wk_Abs_HL", "X", 19);