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龙听 发表于 2018-11-30 11:27

ATR资金管理模型源码[文华财经公式]

源码：[code]
//ATR资金管理模型
A:=10T/手;//合约单位
TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:= DMA(TR,0.05);
SS:=INTPART(MONEY/(ATR*A));//模型中没有四舍五入函数，以取整代替。
DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA := EMA(DIFF,M);
CROSS(DIFF,DEA),BPK(SS);
CROSS(DEA,DIFF),SPK(SS);
[/code]

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