龙听期货论坛's Archiver

龙听 发表于 2018-11-30 13:48

文华春冬交替多空模型源码[文华财经公式]

[p=30, 2, left][b]参数:[/b][/p][p=30, 2, left][N1,0.000000,30.000000,13.000000][/p][p=30, 2, left][N2,0.000000,30.000000,6.000000][/p]

[p=30, 2, left][b]源码:[/b][/p]
[p=30, 2, left][b][code]
ER:=(EMA(CLOSE,2)+EMA(CLOSE,3))/2;

RE:=EMA(ER,N1);

RT:=(EMA(CLOSE,5)+EMA(CLOSE,6)+EMA(CLOSE,7)+EMA(CLOSE,8))/4;

TR:=SMA(RT,N2,1);

CROSS(RE,TR),BPK;

CROSS(TR,RE),SPK;

AUTOFILTER;

[/code]
[/b][/p]
[p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121][size=14px][b]源码解析:[/b][/size][/color][/font][/p][p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121]
[/color][/font][/p][p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121][size=14px][b]ER赋值:(收盘价的2日指数移动平均+收盘价的3日指数移动平均)/2[/b][/size][/color][/font][/p][p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121][size=14px][b]RE赋值:ER的N1日指数移动平均[/b][/size][/color][/font][/p][p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121][size=14px][b]RT赋值:(收盘价的5日指数移动平均+收盘价的6日指数移动平均+收盘价的7日指数移动平均+收盘价的8日指数移动平均)/4[/b][/size][/color][/font][/p][p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121][size=14px][b]TR赋值:RT的N2日[1日权重]移动平均[/b][/size][/color][/font][/p][p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121][size=14px][b]RE上穿真实波幅,平空开多[/b][/size][/color][/font][/p][p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121][size=14px][b]真实波幅上穿RE,平多开空[/b][/size][/color][/font][/p]
[p=30, 2, left][font=宋体, Arial, Helvetica, sans-serif][color=#212121][size=14px][b]过滤[/b][/size][/color][/font][/p]

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