龙听期货论坛's Archiver

龙听 发表于 2021-9-7 14:10

蜡烛图组合与形态量化之【K线N日内创新高、N日内创新低】

[b]一、蜡烛图创N日新高要素:[/b]1、N日最高上轨线;

2、当日最高高于N日上轨;

3、当日阴线/阳线?

4、创N日新高形态量化程式码:

[code]
{break up N period high}

var:top(0);

top =  Highest(high,n);

condition1 = Close > Open and Close > top[1];

{break up n period high end}
[/code]


[size=19.2px][b]二、蜡烛图创N日新低要素:[/b][/size]


1、N日最低下轨线;

2、当日最低低于N日下轨;

3、当日阴线/阳线?

4、创N日新低形态量化程式码

[code]{break down N period low}

var:bot(0);

bot = Lowest(low,n);

condition2 = Close < Open and Close < bot[1];

{break n period low end}
[/code]

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