参考:
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
VALUEWHEN(C>TOP,H);
CON1:=C>VALUEWHEN(C>TOP,H) && EXIST(EVERY(C<REF(C,1),2),BARSLAST(C>TOP)+1);
CON1,BK;
DAYBARPOS=1,CLOSEOUT;
AUTOFILTER;
参考:
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
VALUEWHEN(CROSS(C,TOP),H);
CON1:=C>VALUEWHEN(CROSS(C,TOP),H) && EXIST(EVERY(C<REF(C,1),2),BARSLAST(CROSS(C,TOP))+1);
CON1,BK;
DAYBARPOS=1,CLOSEOUT;
AUTOFILTER;
再看下:
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
VALUEWHEN(CROSS(C,TOP),H);
CON1:=CROSS(C,VALUEWHEN(CROSS(C,TOP),H)) && EXIST(EVERY(C<REF(C,1),2),BARSLAST(CROSS(C,TOP))+1);
CON1,BK;
DAYBARPOS=1,CLOSEOUT;
AUTOFILTER;
部分不发出信号是因为那个K线实体突破上轨,相当于更新了二次需要突破的最高价,就不满足条件了。
进一步优化下:
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
VALUEWHEN(CROSS(C,TOP),H);
CON1:=CROSS(C>VALUEWHEN(CROSS(C,TOP),H),0.5) ;
CON1,BK;
DAYBARPOS=1,CLOSEOUT;
AUTOFILTER;