龙听期货论坛 » 量化策略·公式·源码库 » [转载]通达信新改DMI指标背离明显（源码，附图）

龙听 发表于 2018-10-19 15:40

[转载]通达信新改DMI指标背离明显（源码，附图）

[code]
N:=21;M:=6;M1:=20;  
TR1:=EMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N);  
HD :=HIGH-REF(HIGH,1);  
LD :=REF(LOW,1)-LOW;  
DMP:=EMA(IF(HD>0 AND HD>LD,HD,0),N);  
DMM:=EMA(IF(LD>0 AND LD>HD,LD,0),N);  
PDI:= DMP*100/TR1;  
MDI:= DMM*100/TR1;
ADX: EMA((PDI-MDI)/(MDI+PDI)*100,M)*2;  
ADXR:EMA(ADX,M);
ADMA:EMA(ADX,M1);  
OMD:(ADX-2*ADMA+ADXR)/2, COLORSTICK;  
DRAWBAND(ADX,RGB(155,50,50),ADXR,RGB(0,100,50));  
STICKLINE(OMD>REF(OMD,1) AND OMD>0,0,OMD,1,0),COLORRED;  
STICKLINE(OMD>REF(OMD,1) AND OMD<0,0,OMD,1,0),COLORGREEN;  
STICKLINE(OMD
STICKLINE(OMD>=0 OR OMD<=0,0,0,50,1),COLORWHITE;  
ADX1:ADX,COLORRED;  
ADXR1:ADXR,COLORGREEN;  
ADMA1:ADMA;  
强:IF(ADX1>=ADXR1,ADX1,DRAWNULL),COLORRED,LINETHICK3;  
买入:IF(OMD>0 AND OMD-REF(OMD,1)>0,30,0);  
{OMD;}  
110;  
0;  
DRAWICON(CROSS(ADX,ADXR),ADX+5,1);
[/code]

龙听 发表于 2018-10-19 15:41

[attach]4620[/attach]

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