量化交易策略分享八
今天分享一個(gè)k線附屬指標(biāo),該指標(biāo)可以用來研判行情趨勢(shì)和價(jià)格漲跌,具有一定的參考價(jià)值,大家可以根據(jù)情況將其改變?yōu)閹е噶畹慕灰撞呗浴F湓创a如下:
VAR2:=EMA(CLOSE,120);
VAR3:=(CLOSE-VAR2)*2/(120+1)+VAR2;
生命線:=VAR3,LINETHICK2,COLORBLUE;
XCLOSE2:EMA((OPEN+HIGH+LOW+CLOSE)/4,3);
IF((生命線>=XCLOSE2),生命線,NULL),LINETHICK2,COLOR00FF00;
IF((生命線<XCLOSE2),生命線,NULL),LINETHICK2,COLOR0000FF;
MA3:=MA(C,170);
HH1:=IF(H<REF(H,1)&&REF(H,1)<REF(H,2),REF(H,2),0);
LL1:=IF(L>REF(L,1)&&REF(L,1)>REF(L,2),REF(L,2),0);
HH2:=VALUEWHEN(HH1>0,HH1);
LL2:=VALUEWHEN(LL1>0,LL1);
HH:=HHV(HIGH,1)/10+HHV(HIGH,2)/10+HHV(HIGH,2)/10+HHV(HIGH,4)/10+HHV(HIGH,4)/10+HHV(HIGH,8)/10+HHV(HIGH,8)/10+HHV(HIGH,13)/10+HHV(HIGH,40)/10+HHV(HIGH,20)/10;
LL:=LLV(LOW,1)/10+LLV(LOW,2)/10+LLV(LOW,2)/10+LLV(LOW,4)/10+LLV(LOW,4)/10+LLV(LOW,8)/10+LLV(LOW,8)/10+LLV(LOW,13)/10+LLV(LOW,40)/10+LLV(LOW,20)/10;
H1:=IF(HH<REF(HH,1)&&LL<REF(LL,1)&&REF(OPEN,1)>CLOSE&&OPEN>CLOSE&&(HHV(OPEN,0)-CLOSE)>0,REF(HH,2),0);
L1:=IF(LL>REF(LL,1)&&HH>REF(HH,1)&&REF(OPEN,1)<CLOSE&&OPEN<CLOSE&&(CLOSE-LLV(OPEN,0))>0,REF(LL,2),0);
X:=DATE;
X0:=H1,LINETHICK2;
X00:=L1;
XXX0:=O,LINETHICK2;
XXX00:=C;
XXX000:=H;
XXX0000:=L;
H2:=VALUEWHEN(X0>0,X0),LINETHICK2;
L2:=VALUEWHEN(X00>0,X00),LINETHICK2;
K1:=IF(CLOSE>H2,-3,IF(CLOSE<L2,1,0));
K2:=VALUEWHEN(K1<>0,K1);
G:=IF(K2=1,H2,L2);
G1:=VALUEWHEN(ISLASTBAR,G);
X000:=K2,LINETHICK2;
TMP:=K2,LINETHICK2;
W1:=X000,LINETHICK2;
X0000:=OPEN-CLOSE,LINETHICK2;
W2:=X0000,LINETHICK2;
HT:=IF(OPEN>CLOSE,OPEN,CLOSE),LINETHICK2;
LT:=IF(OPEN<CLOSE,OPEN,CLOSE),LINETHICK2;
STICKLINE(W1=1,XXX000,HT,0,0),COLORCYAN;
STICKLINE(W1=1,XXX0000,LT,0,0),COLORCYAN;
STICKLINE(W1=-3,XXX000,HT,0,0),COLORRED;
STICKLINE(W1=-3,XXX0000,LT,0,0),COLORRED;
STICKLINE(W1>0,XXX0,XXX00,3,1),COLORCYAN;
STICKLINE(W1<=0,XXX0,XXX00,3,1),COLORRED;
STICKLINE(W2>0&&W1<=0,XXX0,XXX00,3,0),COLORRED;
STICKLINE(W2>0&&W1>0,XXX0,XXX00,3,0),COLORCYAN;
友情提示:以上內(nèi)容僅供學(xué)習(xí)交流使用,不構(gòu)成任何投資建議。投資有風(fēng)險(xiǎn),入市需謹(jǐn)慎!