ATR资金管理模型源码
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相关简介:ATR资金管理 //ATR资金管理模型 A:=10T/手;//合约单位 TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); ATR:= DMA(TR,0.05); SS:=INTPART(MONEY/(ATR*A));//模型中没有四舍五入函数,以取整代替。 DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG); DEA := EMA(DIFF,M); CROSS(DIF
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文章来源:股海网作者:股海网发布时间:2013-09-05浏览次数:
ATR资金管理
//ATR资金管理模型
A:=10T/手;//合约单位
TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:= DMA(TR,0.05);
SS:=INTPART(MONEY/(ATR*A));//模型中没有四舍五入函数,以取整代替。
DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA := EMA(DIFF,M);
CROSS(DIFF,DEA),BPK(SS);
CROSS(DEA,DIFF),SPK(SS);
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