相關標簽:
TC1:=IF(H=HHV(H,8*UR),H,DRAWNULL);
TC2:=CONST(BARSLAST(TC1=H))+1;
UPPER:=CONST(IF(TC2=1,H,REF(H,TC2-1)));
BC1:=IF(L=LLV(L,8*LR),L,DRAWNULL);
BC2:=CONST(BARSLAST(BC1=L))+1;
LOWER:=CONST(IF(BC2=1,L,REF(L,BC2-1)));
LP:=CURRBARSCOUNT<=BC2 AND L=LOWER;{低點定位}
HP:=CURRBARSCOUNT<=TC2 AND H=UPPER;{高點定位}
STICKLINE(IF(BC2>TC2,HP,LP),LOWER,UPPER,0,0),COLOR628962;
STICKLINE(IF(BC2>TC2,LP,HP),LOWER,UPPER,0,0),COLOR628962;
NOD:=(IF(TC2>BC2,TC2,BC2)-IF(TC2>BC2,BC2,TC2));{用時}LR1:=FORCAST(C,NOD+1);
NP:IF(CURRBARSCOUNT<=MAX(BC2,TC2),CONST(IF(MIN(TC2,BC2)=1,LR1,REF(LR1,MIN(TC2,BC2)-1))),DRAWNULL),POINTDOT,COLOR93BDA8;{近點}
LR2:=SLOPE(C,NOD+1);
LR3:=CONST(IF(MIN(TC2,BC2)=1,LR2,REF(LR2,MIN(TC2,BC2)-1)));
FP:NP-LR3*(NOD),POINTDOT,COLOR93BDA8;{遠點}
EQU:(NP+FP)/2,POINTDOT,COLOR93BDA8;AD:=ABS(NP-FP);{高差};
DBL:=BARSLAST(BC1!=DRAWNULL)+1;
DBH:=BARSLAST(TC1!=DRAWNULL)+1;
BSP:=IF(BC2>TC2,DBL,DBH)-1;LRL:=IF(NP>FP,FP+AD/NOD*BSP,FP-AD/NOD*BSP);
AT1:=IF(BETWEEN(CURRBARSCOUNT,BC2,TC2) AND H>LRL,H,LRL);
AT2:=HHV(AT1-LRL,MAX(BC2,TC2));
AT3:=CONST(BARSLAST(AT1-LRL=AT2));
AT4:=CONST(IF(AT3=0,H,REF(H,AT3)));
AT5:=CONST(IF(AT3=0,AT1-LRL,REF(AT1-LRL,AT3)));
ATL:=LRL+AT5;UT1:=IF(BETWEEN(CURRBARSCOUNT,BC2,TC2) AND L<LRL,L,LRL);
UT2:=HHV(LRL-UT1,MAX(BC2,TC2));
UT3:=CONST(BARSLAST(LRL-UT1=UT2));
UT4:=CONST(IF(UT3=0,H,REF(H,UT3)));
UT5:=CONST(IF(UT3=0,LRL-UT1,REF(LRL-UT1,UT3)));
UTL:=LRL-UT5;RH:=IF(CURRBARSCOUNT>=MIN(BC2,TC2)-10,ATL,CONST(REF(ATL,MIN(BC2,TC2)-11)));{限制高}
RL:=IF(CURRBARSCOUNT>=MIN(BC2,TC2)-10,UTL,CONST(REF(UTL,MIN(BC2,TC2)-11)));{限制低}中軌:IF(NP>FP,IF(LRL<=RH,LRL,DRAWNULL),IF(LRL>=RL,LRL,DRAWNULL)),COLOR628962;
上軌:IF(NP>FP,IF(ATL<=RH,ATL,DRAWNULL),IF(ATL>=RL,ATL,DRAWNULL)),COLOR628962;
下軌:IF(NP>FP,IF(UTL<=RH,UTL,DRAWNULL),IF(UTL>=RL,UTL,DRAWNULL)),COLOR628962;MA1:=MA(CLOSE,5);
DIF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIF,9);
TJ1:=BARSLAST(CROSS(DIF,DEA));
TJ2:=REF(H,TJ1);
IF(TJ1<30,TJ2,DRAWNULL),COLORGREEN,LINETHICK1;{30為橫線延伸天數}
IF(CROSS(DIF,DEA),H*1.005,DRAWNULL),CIRCLEDOT,COLORYELLOW,LINETHICK;
STICKLINE(CROSS(DIF,DEA),H*1.0005,H*0.9995,7,0),COLORGREEN;ADD:=SUMBARS(V ,CAPITAL*1);{累計換手=100%的周期}
A2:=SUM(COST(20),ADD)/ADD;{在A周期里獲利20%的平均價}
A1:=SUM(COST(10),ADD)/ADD;{在A周期里獲利10%的平均價}
A3D:=SUM(COST(30),ADD)/ADD;{在A周期里獲利30%的平均價}
A4D:=SUM(COST(40),ADD)/ADD;{在A周期里獲利40%的平均價}
A5D:=SUM(COST(50),ADD)/ADD;{在A周期里獲利50%的平均價}
E:=LLV(L,250)=L;{一年中最低價的位置}
E1:=BARSLAST(E);{求得一年中最低價的位置到現在的周期}
莊家成本:(5*A1+4*A2+3*A3D+2*A4D+A5D)/15, CIRCLEDOT,COLOR00FFFF;{求的啟動點的價位}
OK1:STICKLINE(CROSS(C,莊家成本) AND E1>=40 ,O ,C ,5 ,0 ),COLOR00FFFF;{得到啟動點};A線:=HHV(H,20);
B線:=LLV(L,20);
C線:=(A線+B線)/2;
做多線:IF(C線,C線,DRAWNULL)COLORFF00FF,LINETHICK2;DRAWTEXT_FIX(C>O,0.01,0.9,0,' www.tumamayizhan.com '),COLORRED;
DRAWTEXT_FIX(C>O,1,1,0,'
程序化交易模型'),COLORRED;
打印本文
關閉窗口