中线期货交易系统(交易师期货交易系统)

参数N默认10

 DIRECTION:=CLOSE-REF(CLOSE,N);
 XX:=ABS(CLOSE-REF(CLOSE,1));
 VOLATILITY:=SUM(XX,N);
 ER:=ABS(DIRECTION/VOLATILITY);
 FASTC:=2/(2+1);
 SLOWC:=2/(30+1);
 SSC:=ER*(FASTC-SLOWC)+SLOWC;
 CONSTANT:=SSC*SSC;
 YY:=REF(CLOSE,1)+CONSTANT*(CLOSE-REF(CLOSE,1));
 AA:=IF(SUM(1,0)=N+1,YY,0);
 BB:=BARSLAST(AA>0);
 DDD:=REF(CLOSE,BB);
 DD:=REF(CLOSE,BB);
 CC:CLOSE,LINETHICK0;
 <%
 NN= FFL.VarData("N")

VD= FFL.VarData("DD")
 VC= FFL.VarData("CC")

Vonstant= FFL.VarData("Constant")
 LT = UBound( VC )
 for m=NN + 1 to LT

VD( m )=VD( m - 1 ) + Vonstant( m ) * ( VC( m ) - VD( m - 1 ) )

next
 FFL.VarData("DD")=VD
 %>
 AMA:=DD;
 FFILTER:=15/100*(STD(AMA-REF(AMA,1),N));
 XA:=IF(AMA<REF(AMA,1),AMA,0);
 XN:=BARSLAST(XA>0);
 AMALOW:=REF(AMA,XN);
 YA:=IF(AMA>REF(AMA,1),AMA,0);
 YN:=BARSLAST(YA>0);
 AMAHIGH:=REF(AMA,YN);
 RR:=IF(AMAHIGH-AMA>FFILTER,-1,0);
 TT:=IF(AMA-AMALOW>FFILTER,1,RR);
 VAR1:=SUMBARS(VOL,CAPITAL);
 VAR2:=DMA((HIGH+LOW+CLOSE*2)/4,0.9);
 VAR3:=REF(EMA(VAR2,3),1);
 TBP:VAR3,LINETHICK0,color99CC99;
 TJ:=TT=1;
 TJ1:=TT=-1;
 TJ2:=TT=0;
多头持仓:STICKLINE(TJ,LOW,HIGH,0.8,0),colorFF;
 STICKLINE(TJ,OPEN,CLOSE,7,0),colorFF;
 STICKLINE(TJ,OPEN,CLOSE,5,0),colorFF;
空头持仓:STICKLINE(TJ1,LOW,HIGH,0.8,0),colorFF0000;
 STICKLINE(TJ1,OPEN,CLOSE,7,0),colorFF0000;
 STICKLINE(TJ1,OPEN,CLOSE,5,0),colorFF0000;
持币观望:STICKLINE(TJ2,LOW,HIGH,0.8,0),colorFF00FF;
 STICKLINE(TJ2,OPEN,CLOSE,7,0),colorFF00FF;
 STICKLINE(TJ2,OPEN,CLOSE,5,0),colorFF00FF;
 VAR1:=ZIG(3,3);
 VAR2:=VAR1-REF(VAR1,1);
 OD:=REF(CROSS(VAR2,0),1);
 OK:=REF(CROSS(0,VAR2),1);
 DRAWICON(OD,LOW,4);
 DRAWICON(OK,HIGH,5);