文華春冬交替多空模型源碼

參數:

[N1,0.000000,30.000000,13.000000]

[N2,0.000000,30.000000,6.000000]

源碼:

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;

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源碼解析:

ER賦值:(收盤價的2日指數移動平均+收盤價的3日指數移動平均)/2
RE賦值:ER的N1日指數移動平均
RT賦值:(收盤價的5日指數移動平均+收盤價的6日指數移動平均+收盤價的7日指數移動平均+收盤價的8日指數移動平均)/4
TR賦值:RT的N2日[1日權重]移動平均
RE上穿真實波幅,平空開多
真實波幅上穿RE,平多開空
過濾