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  • 通达信主动止盈点副图指标公式量化交易模型 源码

    正文概述    2024-04-13 09:56:54  

    N1:=1.8;
    N2:=1.8;
    X_1:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
    ATR:MA(X_1,5),NODRAW;
    X_2:=CLOSE/REF(CLOSE,1) =0.929 AND REF(CLOSE,1) =REF(MA(CLOSE,22),1);
    X_3:=CLOSE/HIGH =0.911 AND VOL =REF(HHV(VOL,21),1)*1.5 AND REF(CLOSE,1) =REF(MA(CLOSE,22),1);
    X_4:=CLOSE =HHV(CLOSE,22) AND CLOSE =MA(CLOSE,63);
    X_5:=BARSLAST(X_4
    X_6:=COUNT(CLOSE/MA(CLOSE,63) =1.4,22);
    X_7:=IF(X_6 =1,2/3,1);
    X_8:=CLOSE REF(CLOSE,X_5)-REF(ATR,1)*N1*REF(X_7,1) OR X_2 =1 OR X_3
    X_9:=BARSLAST(X_8
    BUY1:X_4 =1 AND X_9 =REF(X_5,1);
    SELL1:-(X_8 =1 AND X_5 =REF(X_9,1));
    B:MAX(HHV(CLOSE,21),MA(CLOSE,63)),NODRAW;
    S:MAX(CLOSE*0.929,HHV(CLOSE,BARSLAST(BUY1 =1)+1)-ATR*N1*X_7),NODRAW;
    X_10:=BARSLAST(BUY1
    X_11:=BARSLAST(SELL1 =(-1));
    主动止盈价:IF(X_10 =X_11 OR COUNT(SELL1 =(-1),0) =0,REF(CLOSE,X_10)+N2*ATR,0),NODRAW;
    主动止盈点:IF(X_10 =X_11 OR COUNT(SELL1 =(-1),0) =0 AND HIGH =REF(主动止盈价,1) AND COUNT(HIGH =REF(主动止盈价,1),X_10) =1 AND X_10 0,0.5,0);

    通达信主动止盈点副图指标公式量化交易模型 源码

    通达信主动止盈点副图指标公式量化交易模型 源码

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