代碼教程 pine語(yǔ)言動(dòng)量2.0策略轉(zhuǎn)文華my語(yǔ)言
N := 6;
momentum:CLOSE-REF(CLOSE,N);
mom:(momentum)/std(momentum,100);
momentumsmoothed:forcast(mom,30);
momentumbase:ema(mom,100);
cross(momentumsmoothed,momentumbase),BPK;
cross(momentumbase,momentumsmoothed),SPK;
標(biāo)簽：
