文华春冬交替多空模型源码
-
相关简介:参数: [N1,0.000000,30.000000,13.000000] [N2,0.000000,30.000000,6.000000] 源码: ER:=(EMA(CLOSE,2)+EMA(CLOSE,3))/2; RE:=EMA(ER,N1); RT:=(EMA(CLOSE,5)+EMA(CLOSE,6)+EMA(CLOSE,7)+EMA(CLOSE,8))/4; TR:=SMA(RT,N2,1); CROSS(RE,TR),BPK; CROSS(TR,RE),SPK; AUTOFILTE
-
文章来源:股海网作者:股海网发布时间:2013-09-04浏览次数:
参数:
[N1,0.000000,30.000000,13.000000]
[N2,0.000000,30.000000,6.000000]
源码:
ER:=(EMA(CLOSE,2)+EMA(CLOSE,3))/2;
RE:=EMA(ER,N1);
RT:=(EMA(CLOSE,5)+EMA(CLOSE,6)+EMA(CLOSE,7)+EMA(CLOSE,8))/4;
TR:=SMA(RT,N2,1);
CROSS(RE,TR),BPK;
CROSS(TR,RE),SPK;
AUTOFILTER;
=======================================
源码解析:
ER赋值:(收盘价的2日指数移动平均+收盘价的3日指数移动平均)/2
RE赋值:ER的N1日指数移动平均
RT赋值:(收盘价的5日指数移动平均+收盘价的6日指数移动平均+收盘价的7日指数移动平均+收盘价的8日指数移动平均)/4
TR赋值:RT的N2日[1日权重]移动平均
RE上穿真实波幅,平空开多
真实波幅上穿RE,平多开空
过滤