文华ATR多空交易源码 带止损止赢
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相关简介:源码内容:参数[N 1 999 10 ] [M 1 999 10] [P 0 999 1] TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); ATR:=EMA(TR,N); EMA1:=EMA(CLOSE,M); CLOSEREF(C,P)CLOSEEMA1+R*ATRTIME1457,BPK; CLOSEREF(C,P)CLOSEEMA1-R*ATRTIME1457,SPK; CLOSEMINUTE=3
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文章来源:公式网 发布时间:2015-11-03浏览次数:
源码内容:参数[N 1 999 10 ] [M 1 999 10] [P 0 999 1]
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=EMA(TR,N);
EMA1:=EMA(CLOSE,M);
CLOSE>REF(C,P)&&CLOSE>EMA1+R*ATR&&TIME<1457,BPK;
CLOSE
CLOSEMINUTE<=3||BKPRICE-C>=200,SP;
CLOSEMINUTE<=3||C-SKPRICE>=200,BP;
AUTOFILTER;
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源码解析:
TR赋值:(最高价-最低价)和昨收-最高价的绝对值的较大值和昨收-最低价的绝对值的较大值
ATR赋值:真实波幅的N日指数移动平均
EMA1赋值:收盘价的M日指数移动平均
收盘价>P日前的收盘


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