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    1. #13
      Ngày tham gia
      Aug 2010
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      Được cám ơn 325 lần trong 218 bài gởi

      Mặc định Kinh nghiệm phân tích kỹ thuật PTKT chứng khoán bằng AmiBroker

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

      Details:

      Formula name: Adaptave Zones O/B & O/S Oscillator

      Author/Uploader: Anthony Faragasso - ajf1111 [at] epix.net
      Date/Time added: 2001-12-27 10:22:54
      Origin:
      Keywords:
      Level: medium
      Flags: indicator
      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:

      Automatically Adjusts the Overbought and Oversold levels based on past performance.( Lookback ).
      Set up to be used with AmiBroker PrePackaged indicators,RSI,CCI,STOCHK,STOCHD,MFI,ULTIMATE,ROC,
      Also, Added RSI of MACD indicator.
      User Friendly, Set with Vairable Identifiers and information in the title as to what indicator is being studied.

      A1=RSIt; B2=RSI(pds); C3=CCI(pds); D4=StochK(pds); E5=StochD(pds);
      F6=MFI(pds); G7=Ultimate(pds); H8=ROC(C,pds);

      Osc=C3; /*insert variable by Identifier*/

      Further Improvements will be Added to Enhance.

      Formula:

      /*Adaptive Zones OB/OS OSCILLATOR*/
      /*Automatically Adjusts the overbought and oversold levels based on past
      performance*/
      /*Interpreted and coded by Anthony Faragasso*/
      /*Can be used with PrePackaged
      indicators,RSI,CCI,STOCHK,STOCHD,MFI,ULTIMATE,*/
      /*For ROC add the Close. ex.ROC(C,pds);*/

      MaxGraph=10;
      /*Input */
      Lookback=60;
      PerCent=95;
      Pds =14;

      /****Dimitri Code***********/
      /*14-Day RSI of MACD()*/
      //t=14; Replaced with pds= statement
      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,Pds);
      Dt=Wilders(Dn,Pds);
      RSIt=100*(Ut/(Ut+Dt));
      /************End Code*************************/

      /*******Variables******************/

      A1=RSIt; B2=RSI(pds); C3=CCI(pds); D4=StochK(pds); E5=StochD(pds);
      F6=MFI(pds); G7=Ultimate(pds); H8=ROC(C,pds);


      Osc=C3; /*insert variable by Identifier*/

      /*Value of Osc*/
      Value1 = Osc;

      /*Highest AND Lowest Values of Osc during Lookback Period*/
      Value2 = HHV(Value1,Lookback);
      Value3 = LLV(Value1,Lookback);

      /*Range of Osc during Lookback Period*/
      Value4 = Value2 - Value3;

      /*Define PerCent of Range to determine OB AND OS levels*/
      Value5 = Value4 * (PerCent / 100);

      /*Calculate OB AND OS levels*/
      Value6 = Value3 + Value5;
      Value7 = Value2 - Value5;

      baseline=IIf( Osc < 100 AND Osc > 10 ,50 ,IIf( Osc < 0 ,0,0));

      Header=WriteIf(Osc==A1," RSI Of MACD",WriteIf(Osc==b2," RSI",WriteIf(Osc==C3,"
      CCI",WriteIf(Osc==D4,"STOCHK",WriteIf(Osc==E5,"STO CHD",WriteIf(Osc==F6," MONEY
      FLOW INDEX",WriteIf(Osc==G7," ULTIMATE",WriteIf(Osc==H8,"
      ROC(CLOSE)",""))))))));

      Plot(Value1, Header,6,1+4); /*BLUE*/
      Plot(Value6," O/B",4,1+4); /*RED -TOP(SELL)*/
      Plot(Value7," O/S",5,1+4); /*GREEN-BOT(BUY)*/
      Plot(Baseline," Baseline",7,1+4); /* yellow*/

      Vài dòng nhận xét:

      *******Adaptive Zones OB/OS OSCILLATOR********
      1. Automatically Adjusts the Overbought and Oversold levels based on past performance.( Lookback ).
      The closer the lookback period ( ex. 25, which I like with the RSI ) the more responsive the Zones become.( short term trading ).
      2. You can set the sensitivity of the Zones.( ex. 95, 85,80, etc.) Percent. Then interpret the signals as you would with other oscillators.
      a) Buy when the oscillator falls below a specific level and then rises above that level.
      b) Sell when the oscillator rises above a specific level and then falls below that level.
      c) Look for Divergences. ( Ex. When prices are making a series of new highs and the oscillator is failing to surpass it previous highs.
      3. Instead of the arbitrary ( 30,70 ) , ( 20,80 ) etc. The Adaptive Zones Automatically adjust the OverBought and OverSold Levels Based on past performance of
      the derivitive , which is set with the Lookback Variable ( 60 or closer( 25), seems to give a good interpretation of
      current market conditions ) and your Percent setting, giving optimal o/b and o/s levels.
      A setting of percent=95, is extreme Buy and sell levels, When the oscillator touches the Top
      zone and then Turn down ( Possible Sell ), and when the oscillator touches the Bottom Zone
      and Turns up ( Possible Buy ).
      4. If Oscillator is continually above the Baseline, market in an uptrend, If Oscillator is continually
      Below the Baseline, Market in a Downtrend.

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

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