投资者咨询：老师如何改一下 (文华财经WH6赢顺V6.7)
来源:文华财经 日期:2018-5-19 23:43
改成程序化交易指标
N:20;
K:8;
DIRECTION:=ABS(CLOSE-REF(CLOSE,N));
VOLATILITY:=SUM(ABS(CLOSE-REF(CLOSE,1)),N);
ER:=DIRECTION/VOLATILITY;
FSC:=2/(2+1);
SSC:=2/(30+1);
SC:=ER*(FSC-SSC)+SSC;
SCSQ:=SC*SC;
KMA:DMA(CLOSE,SCSQ),COLORBLUE,LINETHICK2;
THRESHOLD:=STD(KMA-REF(KMA,1),20)*K/10;
BUY1:=KMA-LLV(KMA,4)>THRESHOLD;
SELL1:=HHV(KMA,4)-KMA>THRESHOLD;
买入:IF(BUY1=1 AND SELL1=0,KMA,NULL),COLORRED,LINETHICK2;
卖出:IF(BUY1=0 AND SELL1=1,KMA,NULL),COLOR66BB99,LINETHICK2;
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日期:2018-5-20 9:05
