Gann HiLo Indicator and System.afl
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上传日期:2009-06-12
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文件大小:2k
源码类别:
金融证券系统
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Others
- //------------------------------------------------------------------------------
- //
- // Formula Name: Gann HiLo Indicator and System
- // Author/Uploader: Steve Wiser
- // E-mail: slwiserr@erols.com
- // Date/Time Added: 2001-07-05 19:17:42
- // Origin:
- // Keywords:
- // Level: basic
- // Flags: showemail
- // Formula URL: http://www.amibroker.com/library/formula.php?id=60
- // Details URL: http://www.amibroker.com/library/detail.php?id=60
- //
- //------------------------------------------------------------------------------
- //
- // Uses a Gann HiLo Indicator to build a system for testing.
- //
- //------------------------------------------------------------------------------
- /*name = Gunn hi lo*/
- GraphMax=6;
- Graph0=C;
- Periods= 6; /* Change this value as needed */
- HLd=IIf(CLOSE>Ref(Ma(H,Periods),-1),
- /*then*/ 1,
- /*else*/IIf(CLOSE<Ref(Ma(L,Periods),-1),
- /*then*/-1,
- /*else*/0));
- HLv=ValueWhen(HLd != 0,HLd,1);
- HiLo=IIf(HLv=-1,
- /*then*/Ma(H,Periods),
- /*else*/Ma(L,Periods));
- Graph1=HiLo;
- /*Name = Gunn hi lo invert*/
- Periods = 3; /* Change this as needed */
- HLd=IIf(CLOSE>Ref(Ma(H,Periods),-1),
- /*then*/1,
- /*else*/IIf(CLOSE<Ref(Ma(L,Periods),-1),
- /*then*/-1,
- /*else*/0));
- HLv=ValueWhen(HLd != 0,HLd,1);
- HiLoInvert=IIf(HLv=-1,
- /*then*/Ma(H,Periods),
- /*else*/Ma(L,Periods));
- Graph2=HiLoInvert;
- Graph2Style=4;
- Graph0Style=68;
- Buy= Cross(HiLo,HiLoInvert) ;
- Sell=Cross(HiLoInvert,HiLo) ;
- Buy=exrem(buy,sell);
- Sell=exrem(sell,buy);
- short=sell;
- cover=buy;
- Filter= (Buy==1) ;
- numcolumns = 5;
- column0 =ref(HiLo,-1);
- column0format = 1.2;
- column0name = "Trigger Price";
- column1 = C;
- column1name = "Close ";
- column1format = 1.2;
- column2 = ma(v,17);
- column2name = "Volume ";
- column2format = 1.0;
- column3 = ma(C,17)/ma(c,50);
- column3name = "% 17/50 ";
- column3format = 1.2;
- column3format = 1.2;
- column4= ma(c,17);
- column4name="17 C ma";
- column4format = 1.2;
- column4= ma(c,50);
- column4name="50 C ma";
- column4format = 1.2;