龙听期货论坛's Archiver

龙听 发表于 2022-11-2 14:33

【RMI】

[code][LegacyColorValue = TRUE];

INPUT:PRICE(NUMERIC),LENGTH(NUMERIC);
VARS:MU(0),MD(0),RM(0);

VALUE1 = MOMENTUM(PRICE,LENGTH);

IF CURRENTBAR = 1 THEN MU = VALUE1 ELSE
   IF VALUE1 >= 0 THEN MU = MU-(MU/LENGTH) + VALUE1;

IF CURRENTBAR = 1 THEN MD = VALUE1 ELSE
   IF VALUE1 <= 0 THEN MD = MD-(MD/LENGTH) + ABSVALUE(VALUE1);

RM = MU/MD;

VALUE3 = 100 * (RM/(1+RM));

RMI = VALUE3;
     

[/code]

页: [1]