[模型]文华WH3交易模型
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相关简介:程序化交易模型源码: VAR1:=SMA(MAX(OPEN-REF(OPEN,1),0),6,1)/SMA(ABS(OPEN-REF(OPEN,1)),6,1)*100; VAR2:=SMA(MAX(CLOSE- REF(CLOSE,1),0),6,1)/SMA(ABS(CLOSE- REF(CLOSE,1)),6,1)*100; VAR3:=SMA(MAX(HIGH-REF(HIGH,1),0),6,1)/SMA(ABS(HIGH-REF(HIGH,1)),6,1)*100; VAR4:=SM
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文章来源:股海网作者:股海网发布时间:2013-09-08浏览次数:
程序化交易模型源码:
VAR1:=SMA(MAX(OPEN-REF(OPEN,1),0),6,1)/SMA(ABS(OPEN-REF(OPEN,1)),6,1)*100;
VAR2:=SMA(MAX(CLOSE- REF(CLOSE,1),0),6,1)/SMA(ABS(CLOSE- REF(CLOSE,1)),6,1)*100;
VAR3:=SMA(MAX(HIGH-REF(HIGH,1),0),6,1)/SMA(ABS(HIGH-REF(HIGH,1)),6,1)*100;
VAR4:=SMA(MAX(LOW- REF(LOW,1),0),6,1)/SMA(ABS(LOW- REF(LOW,1)),6,1)*100;
VAR5:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
D:=SMA(VAR5,6,1);
Z:=SMA(D,3,1);
D>0 AND D-Z>=0,BPK;
D>0 AND D-Z<0,SPK;
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