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PPZNL+ 缺省周期:日线
参数描述: N(1,100,26)P(1,100,2)
kj := SUM(IF(CLOSE>REF(CLOSE,1),VOL,IF(CLOSE<REF(CLOSE,1),-VOL,0)),0);
RSV:=(kj-LLV(kj,N))/(HHV(kj,N)-LLV(kj,N));
K:=MA(RSV,3);
dD:=k;
dd2:= 1-k;
voll := 1;
xg1 := if ( c>ref(h,1),vol*voll*c/ref(c,1)*dd,0);
xg2 := if ( l>ref(h,1),vol*voll*l/ref(l,1)*dd,0);
xg3 := if ( h>ref(h,1),vol*voll*h/ref(h,1)*dd,0);
xg4 := if ( c>o ,vol*voll*c/o*dd,0);
xg5 := if ( (c-l)/(h-l)>=0.5 and h-l >0 ,vol*voll*(c-l)/((c-l)+(h-l))*dd,if ( (h-l)=0 and
c>ref(c,1),vol*voll*c/ref(c,1)*dd,0));
xd1 := if ( c<ref(l,1),vol*voll*ref(c,1)/c*dd2,0);
xd2 := if ( l<ref(l,1),vol*voll*ref(l,1)/l*dd2,0);
xd3 := if ( h<ref(l,1),vol*voll*ref(h,1)/h*dd2,0);
xd4 := if ( c<o ,vol*voll*o/c*dd2,0);
xd5 := if ( (c-l)/(h-l)<=0.5 and h-l >0 ,vol*voll*(h-l)/((c-l)+(h-l))*dd2,if ( (h-l)=0 and
c<ref(c,1),vol*voll*ref(c,1)/c*dd2,0));
hz1 := sum((xg1+xg2+xg3+xg4+xg5),n)/n;
hz2 := sum((xd1+xd2+xd3+xd4+xd5),n)/n;
能量: (hz1-hz2)/1000,colorstick;
MID := sum(能量,n)/n;
上轨道: MID + P*STD(mid,N);
下轨道: MID - P*STD(mid,N); |
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