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源码:- //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);
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