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龙听 发表于 2022-4-2 23:19

【HPI函数】

HPI
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Definition
The HPI indicator calculates the Herrick Payoff Index that is used to analyze futures and options.

The Herrick Payoff Index is a technical analysis tool that is used to confirm price trends or reversals in derivatives markets using price and volume information to track money flows. Traders often use the indicator as a measure of crowd psychology and to follow money flows in order to make forward-looking decisions.

Note: Since this indicator uses Open Interest data, it can be used with daily data for futures and options only.
Default Inputs
OneCent sets the dollar value of a minimum move in the symbol, 100 by default.

SmoothingFactor sets the factor to use in the exponential moving average, .133 by default.

AlertLength sets the number of bars over which to detect a divergence between Close and HPI, 14 by default.

ColorNomLength sets the number of bars over which to normalize the indicator for gradient coloring, 14 by default.

UpColor sets the color for indicator values that are relatively high over ColorNormLength bars, yellow by default.

DnColor sets the color for indicator values that are relatively low over ColorNormLength bars, cyan by default.

GridForegroundColor sets the color for numbers in Scanner cells when both UpColor and DnColor are set to positive values, black by default.

龙听 发表于 2022-4-2 23:20

定义
HPI 指标计算用于分析期货和期权的 Herrick Payoff 指数。

Herrick Payoff Index 是一种技术分析工具,用于使用价格和数量信息来确认衍生品市场的价格趋势或反转,以跟踪资金流动。交易者经常使用该指标作为人群心理的衡量标准,并跟踪资金流向以做出前瞻性决策。

注意:由于该指标使用未平仓合约数据,它只能与期货和期权的每日数据一起使用。
默认输入
OneCent设置符号中最小移动的美元值,默认为 100。

SmoothingFactor设置在指数移动平均线中使用的因子,默认为 0.133。

AlertLength设置检测收盘价和 HPI 之间背离的柱数,默认为 14。

ColorNomLength设置用于标准化渐变着色指标的条数,默认为 14。

UpColor为相对高于 ColorNormLength 条形的指标值设置颜色,默认为黄色。

DnColor为相对于 ColorNormLength 条形图较低的指标值设置颜色,默认为青色。

当 UpColor 和 DnColor 都设置为正值时,GridForegroundColor 设置扫描仪单元格中数字的颜色,默认为黑色 。

龙听 发表于 2022-4-2 23:31

函数程式码:
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楊森森 发表于 2022-4-7 22:04

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刘刚 发表于 2022-4-14 19:22

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活在量化的世界 发表于 2022-4-19 17:05

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王勝 发表于 2022-5-3 12:28

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一個人 发表于 2023-7-26 22:11

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