Những series bài hay về phần mềm phân tích kỹ thuật AmiBroker
  • Thông báo


    Kết quả 1 đến 20 của 38

    Threaded View

    1. #35
      Ngày tham gia
      Aug 2010
      Bài viết
      648
      Được cám ơn 325 lần trong 218 bài gởi

      Mặc định Những series bài hay về phần mềm PTKT phân tích kỹ thuật AmiBroker

      Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

      Details:

      Formula name: 4% Model - Determine Stock Market Direction

      Author/Uploader: MTR Investors Group - (email hidden)
      Date/Time added: 2009-06-20 02:46:18
      Origin: 4% Model discovered by Ned Davis. Used to determine the direction of the stock market. Only works on the Value Line Arithmetic Index. Yahoo! Symbol ^VAY. Enhanced Model at www.MTRIG.com updated daily
      Keywords: 4% Model, Ned Davis, Martin Zweig, 4 Percent Model
      Level: medium
      Flags: system

      DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
      Description:

      Model discovered by Ned Davis. This is used to determine the direction of the stock Market. Once you know the direction the go LONG/SHORT an index ETF or your
      Favorite stock. This model was made know by Martin Zweig in his book Winning on Wall Street.

      Formula:

      /*-------------------------------------------------------------------------------------
      MTR Investors Group - www.MTRIG.com

      System: 4% Model discovered by Ned Davis. This is used to determine the
      direction of the
      stock Market. Once you know the direction the go LONG/SHORT an index ETF or
      your
      Favorite stock. This model was made know by Martin Zweig in his book
      Winning on Wall Street.

      NOTE: This formula is the classic model. To see daily automated results of an
      enhanced version
      of this formula stop by www.MTRIG.com.

      How To Use:
      1. This system works ONLY with the Value Line Arithmetic Index. In Yahoo! the
      symbol is ^VAY. Try to run it on the NASDAQ, SP500, or the DOW the results are
      poor.
      2. Overlay the system to see BUY/SELL indicators on a ^VAY chart.
      3. Run a back-test on the ^VAY symbol to test the results.

      ---------------------------------
      Returns: 1/1/1998 to 6/20/2009
      Net Risk Adjusted Return: 408.01%
      Winners: 45.57%
      ---------------------------------

      -------------------------------------------------------------------------------------*/
      //VC = The Close of the Value Line Arithmetic Index
      VC = Foreign("^VAY", "Close");

      //Compute the percent change of the VAY week over week.
      PCTChange = ((VC - Ref(VC,-5 ) ) / Ref(VC,-5 ) ) * 100;

      //Look for 4% changes this week compared to last week.
      PCT_B = 4;
      PCT_S = 4;
      PCT_S = PCT_S * -1;

      // BUYS And SELLS
      xBuy = PCTChange >= PCT_B;
      xSell = PCTChange <= PCT_S;

      PlotBuy = ExRem(xBuy ,xSell);
      PlotSell = ExRem(xSell ,xBuy );

      Buy = (PlotBuy);
      Sell = (PlotSell );

      Short=Sell;
      Cover=Buy;

      PlotShapes(shapeUpArrow * PlotBuy , colorGreen, 0,L);
      PlotShapes(shapeDownArrow * PlotSell , colorRed, 0,H);

    2. Những thành viên sau đã cám ơn :
      tigeran (27-08-2013)

    Thông tin của chủ đề

    Users Browsing this Thread

    Có 2 thành viên đang xem chủ đề này. (0 thành viên và 2 khách vãng lai)

       

    Similar Threads

    1. Một bài phân tích hay, có lý và khách quan
      By Brainstorm in forum Thảo luận Tình hình
      Trả lời: 0
      Bài viết cuối: 17-06-2012, 11:41 PM
    2. Phần mềm phân tích kỹ thuật
      By waterloo1815 in forum CLB Chứng khoán
      Trả lời: 2
      Bài viết cuối: 28-10-2009, 11:32 PM

    Bookmarks

    Quyền viết bài

    • Bạn Không thể gửi Chủ đề mới
    • Bạn Không thể Gửi trả lời
    • Bạn Không thể Gửi file đính kèm
    • Bạn Không thể Sửa bài viết của mình