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Request for jangseohee:
for evaluation...
for evaluation...
study(title="[RS]Modified McClellan Oscilator V0") // ||---------------------------------------------------------------------------------------------------------------------------- // source: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:mcclellan_oscillator // Ratio Adjusted Net Advances (RANA): (Advances - Declines)/(Advances + Declines) // // McClellan Oscillator: 19-day EMA of RANA - 39-day EMA of RANA // // 19-day EMA* = (Current Day RANA - Prior Day EMA) * .10 + Prior Day EMA) // 39-day EMA* = (Current Day RANA - Prior Day EMA) * .05 + Prior Day EMA) // // * The first EMA calculation is a simple average. // ||---------------------------------------------------------------------------------------------------------------------------- fast_length = input(title='EMA - Fast Length:', type=integer, defval=19) slow_length = input(title='EMA - Slow Length:', type=integer, defval=39) USE_RANA = input(title='Use Ratio Adjustment Net Advancement:', type=bool, defval=true) advance = cum(close > open ? close - open : 0) decline = cum(close < open ? open - close : 0) adv_dec = USE_RANA ? ((advance-decline)/(advance+decline)) : change(close) ma_fast = ema(adv_dec, fast_length) ma_slow = ema(adv_dec, slow_length) mcl_osc = ma_fast-ma_slow plot(mcl_osc) hline(0, color=black)
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perhaps the method im using for extracting advances/declines isnt much diferent from the index's (ADVN - DECN)
http://stockcharts.com/school/doku.php?id=chart_school%3Atechnical_indicators%3Amcclellan_summation
explanation on NYSE summation index
http://caps.fool.com/Blogs/the-single-greatest-tracking/253375
wow! The NYSE Summation Index is actually the summation of another index, the McClellan Summation Index
http://tradingsim.com/blog/how-to-use-the-nyse-summation-index-as-a-trading-guidepost/
see if i update it tonight :P
i like it as it is but its not incorporating the adv/dec index's yet