龙听期货论坛's Archiver

龙听 发表于 2022-11-1 13:13

【CSIClassic】

[code]Inputs: Mrgn(NumericSimple) , Comm(NumericSimple) , Len(NumericSimple);
Variables: var0(0), var1(0), var2(14), var3(0), var4(0);

condition1 = Len > 0 AND Mrgn > 0 AND Comm >= 0 ;
If condition1 Then Begin
        var2 = Len;
        var4 = 0;
        var0 = 100 * (BigPointValue / SquareRoot(Mrgn) / (150 + Comm));
        For var3 = 0 To var2 - 1 Begin
                var4 = var4 + TrueRange[var3];
        End;
        var1 = var4 / var2;
        CSIClassic = var0 * ADXR(Len) * var1;
End
Else
        CSIClassic = 0;
[/code]

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