通达信仓位与风险指标
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相关简介:通达信指标:仓位与风险 RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100; K:=SMA(RSV,3,1); ZJ:=(O+H+L+C)/4; YZ:=IF(BARSCOUNT(C)60,VOL/SUM(VOL,60),VOL/SUM(VOL,BARSCOUNT(C))); CYC50:=DMA(ZJ,YZ/0.50); CYC0:=DMA(ZJ,YZ); KPXS:=(CYC50/CYC0-1)*100; KP:=IF(KPXS0,85,
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文章来源:股海网作者:股海网发布时间:2019-03-04浏览次数:
通达信指标:仓位与风险
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
ZJ:=(O+H+L+C)/4;
YZ:=IF(BARSCOUNT(C)>60,VOL/SUM(VOL,60),VOL/SUM(VOL,BARSCOUNT(C)));
CYC50:=DMA(ZJ,YZ/0.50);
CYC0:=DMA(ZJ,YZ);
KPXS:=(CYC50/CYC0-1)*100;
KP:=IF(KPXS<0,85,IF(KPXS>=0 AND KPXS<5,60,IF(KPXS>=5 AND KPXS<15,35,IF(KPXS>=15,15,90))));
风险:(K+KP)/2;
仓位:100-风险;
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