投资者咨询:量化交易的问题 (文华财经WH6赢顺V6.7)
来源:文华财经 日期:2019-4-13 20:55
劲道指数 JDZS2:EMA(VOL*(C-REF(C,2)),2);
JDZS13:EMA(VOL*(C-REF(C,2)),13);
0;
透视指标: A:=EMA(CLOSE,13);
多头力道:H-A,LINETHICK0;
STICKLINE(多头力道》0,0,多头力道,1,0),COLORRED;
STICKLINE(多头力道《0,多头力道,0,1,0),COLORGREEN;
空头力道:L-A,LINETHICK0;
H1:=MAX(HHV(空头力道,0),HHV(多头力道,0));
STICKLINE(空头力道》0,-2*H1,-2*H1+空头力道,1,0),COLORRED;
STICKLINE(空头力道《0,-2*H1+空头力道,-2*H1,1,0),COLORGREEN;
TRIN trin:(ADVANCE/DECLINE)/((SUM(v,ADVANCE ))/SUM(v,DECLINE));
ema(trin,n);
夏利指数:Params
Numeric Ratio(0.01);
Vars
NumericSeries HpiValue;
NumericSeries M;
Numeric K;
Begin
M = (High + Low) / 2;
If(BarStatus == 0)
{
HpiValue = 0;
}Else
{
If(M > M[1])
K = (M - M[1]) * Ratio * Vol * (1 + Abs(OpenInt - OpenInt[1]) * 2.0 / Min(OpenInt, OpenInt[1]));
Else
K = (M - M[1]) * Ratio * Vol * (1 - Abs(OpenInt - OpenInt[1]) * 2.0 / Min(OpenInt, OpenInt[1]));
HpiValue = HpiValue[1] + (K - HpiValue[1]) * 0.1;
}
PlotNumeric("HpiValue", HpiValue);
PlotNumeric("Zero", 0); 请老师帮我弄一下这三个指标的量化吧 非常感谢
JDZS13:EMA(VOL*(C-REF(C,2)),13);
0;
透视指标: A:=EMA(CLOSE,13);
多头力道:H-A,LINETHICK0;
STICKLINE(多头力道》0,0,多头力道,1,0),COLORRED;
STICKLINE(多头力道《0,多头力道,0,1,0),COLORGREEN;
空头力道:L-A,LINETHICK0;
H1:=MAX(HHV(空头力道,0),HHV(多头力道,0));
STICKLINE(空头力道》0,-2*H1,-2*H1+空头力道,1,0),COLORRED;
STICKLINE(空头力道《0,-2*H1+空头力道,-2*H1,1,0),COLORGREEN;
TRIN trin:(ADVANCE/DECLINE)/((SUM(v,ADVANCE ))/SUM(v,DECLINE));
ema(trin,n);
夏利指数:Params
Numeric Ratio(0.01);
Vars
NumericSeries HpiValue;
NumericSeries M;
Numeric K;
Begin
M = (High + Low) / 2;
If(BarStatus == 0)
{
HpiValue = 0;
}Else
{
If(M > M[1])
K = (M - M[1]) * Ratio * Vol * (1 + Abs(OpenInt - OpenInt[1]) * 2.0 / Min(OpenInt, OpenInt[1]));
Else
K = (M - M[1]) * Ratio * Vol * (1 - Abs(OpenInt - OpenInt[1]) * 2.0 / Min(OpenInt, OpenInt[1]));
HpiValue = HpiValue[1] + (K - HpiValue[1]) * 0.1;
}
PlotNumeric("HpiValue", HpiValue);
PlotNumeric("Zero", 0); 请老师帮我弄一下这三个指标的量化吧 非常感谢
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日期:2019-4-14 10:15