CCT Kaleidoscope.afl
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上传日期:2009-06-12
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文件大小:2k
- //------------------------------------------------------------------------------
- //
- // Formula Name: CCT Kaleidoscope
- // Author/Uploader: Tomasz Janeczko
- // E-mail: tj@amibroker.com
- // Date/Time Added: 2001-07-20 09:57:34
- // Origin: Steve Karnish, http://www.cedarcreektrading.com
- // Keywords: linear regression, momentum
- // Level: medium
- // Flags: indicator
- // Formula URL: http://www.amibroker.com/library/formula.php?id=75
- // Details URL: http://www.amibroker.com/library/detail.php?id=75
- //
- //------------------------------------------------------------------------------
- //
- // Steve Karnish wrote:
- //
- // "The CCT Kaleidoscope is an interesting combination of three separate
- // momentum oscillators. I’ve combined the MetaStock LinRegSlope
- // indicator with the Stochastic Momentum Indicator and added the True
- // Strength Index. As always, I have "tweaked" the formula numbers to various
- // fibonacci numbers and assigned various weights to each of the parts. The
- // SMI is a "double-smoothed stochastic" introduced by William Blau. Mr. Blau
- // also has written about the True Strength Index, which in his words is a
- // "cross between a relative strength indicator and a moving average
- // convergence/divergence indicator with many of the desirable properties from
- // each". The combination of the three is a super powerful tool I call the
- // Kaleidoscope."
- //
- //------------------------------------------------------------------------------
- /* CCT Kaleidoscope
- **
- ** Originally developed by Steve Karnish
- ** http://www.cedarcreektrading.com
- **
- ** AFL translation by Tomasz Janeczko
- **
- ** Set scaling: Automatic
- ** Grid: Middle
- */
- graph0=LinRegSlope(C,13)
- + 100 * ( EMA( EMA( C - Ref( C, -1 ) ,34 ) ,21)
- / EMA( EMA( Abs( C - Ref( C, -1) ),34 ), 21 ) )
- +100 * ( EMA( EMA( C - (0.5 * ( HHV(H,13) + LLV(L,13))),21),3)
- / (0.5 * EMA( EMA( HHV(H,13) - LLV(L,13),21),3 ) ) );