投资者咨询:老师改一下指标,改成赢顺指标 (文华财经WH6赢顺V6.7)
来源:文华财经 日期:2019-7-29 11:29
todayvolatility:=STD(CLOSE,30);//计算30周期收盘价的标准差
yesterdayvolatility:=STD(REF(CLOSE,1),30);//计算30周期前一根k线收盘价的标准差
deltavolatility:=(todayvolatility-yesterdayvolatility)/todayvolatility;//计算2个标准差的振幅
lookbackdays:=POW(20*(1+deltavolatility),BARPOS);//计算20*(1+deltavolatility) 的幂级数
lookbackdays1:=IFELSE(lookbackdays>60,60,IFELSE(lookbackdays<20,20,lookbackdays));//当幂级数大于60取60小于20取20在这2者之间取当前值
mid:=MA(CLOSE,lookbackdays1);//取幂级数周期收盘价均值。
upband:=mid+2*STD(CLOSE,lookbackdays1);//确定上轨
dnband:=mid-2*STD(CLOSE,lookbackdays1);//确定下轨
buypoint:=HV(HIGH,lookbackdays1);//计算前一周期lookbackdays1周期内最高价的最大值。
sellpoint:=LV(LOW,lookbackdays1);//计算前一周期lookbackdays1周期内最低价的最小值。
longliqpoint:=MA(CLOSE,lookbackdays1);//lookbackdays1周期收盘价均值
shortliqpoint:=MA(CLOSE,lookbackdays1);//lookbackdays1周期收盘价均值
CLOSE<dnband,SPK;//当最新价小于下轨,卖平开
LOW<=longliqpoint,SP;//当最低价不大于longliqpoint,卖平
CLOSE>upband,BPK;//当最新价大于上轨,买平开
HIGH>=shortliqpoint,BP;//当最高价不小于shortliqpoint,买平
AUTOFILTER;
yesterdayvolatility:=STD(REF(CLOSE,1),30);//计算30周期前一根k线收盘价的标准差
deltavolatility:=(todayvolatility-yesterdayvolatility)/todayvolatility;//计算2个标准差的振幅
lookbackdays:=POW(20*(1+deltavolatility),BARPOS);//计算20*(1+deltavolatility) 的幂级数
lookbackdays1:=IFELSE(lookbackdays>60,60,IFELSE(lookbackdays<20,20,lookbackdays));//当幂级数大于60取60小于20取20在这2者之间取当前值
mid:=MA(CLOSE,lookbackdays1);//取幂级数周期收盘价均值。
upband:=mid+2*STD(CLOSE,lookbackdays1);//确定上轨
dnband:=mid-2*STD(CLOSE,lookbackdays1);//确定下轨
buypoint:=HV(HIGH,lookbackdays1);//计算前一周期lookbackdays1周期内最高价的最大值。
sellpoint:=LV(LOW,lookbackdays1);//计算前一周期lookbackdays1周期内最低价的最小值。
longliqpoint:=MA(CLOSE,lookbackdays1);//lookbackdays1周期收盘价均值
shortliqpoint:=MA(CLOSE,lookbackdays1);//lookbackdays1周期收盘价均值
CLOSE<dnband,SPK;//当最新价小于下轨,卖平开
LOW<=longliqpoint,SP;//当最低价不大于longliqpoint,卖平
CLOSE>upband,BPK;//当最新价大于上轨,买平开
HIGH>=shortliqpoint,BP;//当最高价不小于shortliqpoint,买平
AUTOFILTER;
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日期:2019-7-29 11:31