【布林通道(Bollinger Bands)】
[code]inputs:
BollingerPrice( Close ),
TestPriceUBand( Close ),
TestPriceLBand( Close ),
Length( 20 ),
NumDevsUp( 2 ),
NumDevsDn( -2 ),
Displace( 0 ) ;
variables:
var0( 0 ),
var1( 0 ),
var2( 0 ),
var3( 0 ) ;
var0 = AverageFC( BollingerPrice, Length ) ;
var1 = StandardDev( BollingerPrice, Length, 1 ) ;
var3 = var0 + NumDevsUp * var1 ;
var2 = var0 + NumDevsDn * var1 ;
condition1 = Displace >= 0 or CurrentBar > AbsValue( Displace ) ;
if condition1 then
begin
Plot1[Displace]( var3, "UpperBand" ) ;
Plot2[Displace]( var2, "LowerBand" ) ;
Plot3[Displace]( var0, "MidLine" ) ;
if Displace <= 0 then
begin
condition1 = TestPriceLBand crosses over var2 ;
if condition1 then
Alert( "Price crossing over lower price band" )
else
begin
condition1 = TestPriceUBand crosses under var3 ;
if condition1 then
Alert( "Price crossing under upper price band" ) ;
end;
end ;
end ;
[/code]
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