主图信号指标源码
N1 := 15;
N2 := 15;
VOL_LEN := 20;
RSILEN := 14;
RSI_BUYMAX := 70;
RSI_SELLMIN := 30;
EMA34H : EMA(H,34),COLORLIRED;
EMA34L : EMA(L,34),COLORRED;
EMA34C : EMA(C,34),COLORMAGENTA;
EMA89 : EMA(C,89),COLOR00ff00;
RESIST := REF(HHV(H,N1),N2),DOT; { 阻力位 }
SUPPORT := REF(LLV(L,N1),N2),DOT; { 支撑位 }
{— 均线方向过滤 —}
ABOVE_EMA := C>EMA34H AND C>EMA34L AND C>EMA34C AND C>EMA89;
BELOW_EMA := C<EMA34H AND C<EMA34L AND C<EMA34C AND C<EMA89;
{— 成交量过滤 —}
VOL_MA := MA(VOL,VOL_LEN);
VOL_OK := VOL > VOL_MA;
{— 影线过滤 —}
RANGE1 := H-L;
UPWICK := H-MAX(O,C);
LOWWICK := MIN(O,C)-L;
UP_OK := IF(RANGE1>0,UPWICK/RANGE1<=0.5,1);
LOW_OK := IF(RANGE1>0,LOWWICK/RANGE1<=0.5,1);
RSI周期 := RSILEN;
LC := REF(C, 1);
RSI_VAL := SMA(MAX(C – LC, 0), RSI周期, 1) / SMA(ABS(C – LC), RSI周期, 1) * 100;
RISK_BULL := RSI_VAL>RSI_BUYMAX;
RISK_BEAR := RSI_VAL<RSI_SELLMIN;
BULL_BREAK := CROSS(C,RESIST) AND ABOVE_EMA AND VOL_OK AND UP_OK;
#交易系统 #期货策略 #行情
N2 := 15;
VOL_LEN := 20;
RSILEN := 14;
RSI_BUYMAX := 70;
RSI_SELLMIN := 30;
EMA34H : EMA(H,34),COLORLIRED;
EMA34L : EMA(L,34),COLORRED;
EMA34C : EMA(C,34),COLORMAGENTA;
EMA89 : EMA(C,89),COLOR00ff00;
RESIST := REF(HHV(H,N1),N2),DOT; { 阻力位 }
SUPPORT := REF(LLV(L,N1),N2),DOT; { 支撑位 }
{— 均线方向过滤 —}
ABOVE_EMA := C>EMA34H AND C>EMA34L AND C>EMA34C AND C>EMA89;
BELOW_EMA := C<EMA34H AND C<EMA34L AND C<EMA34C AND C<EMA89;
{— 成交量过滤 —}
VOL_MA := MA(VOL,VOL_LEN);
VOL_OK := VOL > VOL_MA;
{— 影线过滤 —}
RANGE1 := H-L;
UPWICK := H-MAX(O,C);
LOWWICK := MIN(O,C)-L;
UP_OK := IF(RANGE1>0,UPWICK/RANGE1<=0.5,1);
LOW_OK := IF(RANGE1>0,LOWWICK/RANGE1<=0.5,1);
RSI周期 := RSILEN;
LC := REF(C, 1);
RSI_VAL := SMA(MAX(C – LC, 0), RSI周期, 1) / SMA(ABS(C – LC), RSI周期, 1) * 100;
RISK_BULL := RSI_VAL>RSI_BUYMAX;
RISK_BEAR := RSI_VAL<RSI_SELLMIN;
BULL_BREAK := CROSS(C,RESIST) AND ABOVE_EMA AND VOL_OK AND UP_OK;
#交易系统 #期货策略 #行情