龙听期货论坛's Archiver

龙听 发表于 2022-11-3 14:04

【阿姆斯指标(Arms index)】

[code]
inputs:
        AdvIssues( Close of data1 ),
        AdvVol( Close of data2 ),
        DecIssues( Close of data3 ),
        DecVol( Close of data4 ),
        SmoothingLength( 4 ),
        OverSold( 1.25 ),
        OverBought( .7 ) ;
                                                                                        
                                 

variables:
        var0( 0 ),
        var1( 0 ) ;

var0 = ArmsIndex( AdvIssues, AdvVol, DecIssues, DecVol ) ;
var1 = Average( var0, SmoothingLength ) ;

Plot1( var0, "ArmsX" ) ;
Plot2( var1, "ArmsXAvg" ) ;
Plot3( OverSold, "OverSld" ) ;
Plot4( OverBought, "OverBot" ) ;

condition1 = var1 crosses under OverSold ;
if condition1 then
        Alert( "Indicator exiting oversold zone" )
else
begin
condition1 = var1 crosses over OverBought ;
if condition1 then
        Alert( "Indicator exiting overbought zone" ) ;
end;

[/code]

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