珍藏:主图信号指标源码
源码如下:
N1 := 12;
N2 := 26;
M := 9;
U := MAX(CLOSE-REF(CLOSE,1),0);
D := MAX(REF(CLOSE,1)-CLOSE,0);
AU1 := SMA(U,N1,1);
AD1 := SMA(D,N1,1);
RSI1 := IF(AU1+AD1=0,50,AU1/(AU1+AD1)*100);
AU2 := SMA(U,N2,1);
AD2 := SMA(D,N2,1);
RSI2 := IF(AU2+AD2=0,50,AU2/(AU2+AD2)*100);
ADAPT1 := ABS(RSI1-50)/50;
ADAPT2 := ABS(RSI2-50)/50;
tmpAlpha1 := 2/(N1+1) * ADAPT1;
ALPHA1 := IF(tmpAlpha1<0.01, 0.01, IF(tmpAlpha1>1, 1, tmpAlpha1));
tmpAlpha2 := 2/(N2+1) * ADAPT2;
ALPHA2 := IF(tmpAlpha2<0.01, 0.01, IF(tmpAlpha2>1, 1, tmpAlpha2));
EMA_BASE1 := EMA(CLOSE, N1);
ACD_FAST := EMA_BASE1 + ALPHA1 * (CLOSE – EMA_BASE1);
EMA_ON_FAST := EMA(ACD_FAST, N2);
ACD_SLOW := EMA_ON_FAST + ALPHA2 * (ACD_FAST – EMA_ON_FAST);
P1: ACD_FAST,COLORWHITE;
P2: ACD_SLOW,STICK,COLORYELLOW;
#交易系统 #入场信号指标 #期货策略 #信号指标
N1 := 12;
N2 := 26;
M := 9;
U := MAX(CLOSE-REF(CLOSE,1),0);
D := MAX(REF(CLOSE,1)-CLOSE,0);
AU1 := SMA(U,N1,1);
AD1 := SMA(D,N1,1);
RSI1 := IF(AU1+AD1=0,50,AU1/(AU1+AD1)*100);
AU2 := SMA(U,N2,1);
AD2 := SMA(D,N2,1);
RSI2 := IF(AU2+AD2=0,50,AU2/(AU2+AD2)*100);
ADAPT1 := ABS(RSI1-50)/50;
ADAPT2 := ABS(RSI2-50)/50;
tmpAlpha1 := 2/(N1+1) * ADAPT1;
ALPHA1 := IF(tmpAlpha1<0.01, 0.01, IF(tmpAlpha1>1, 1, tmpAlpha1));
tmpAlpha2 := 2/(N2+1) * ADAPT2;
ALPHA2 := IF(tmpAlpha2<0.01, 0.01, IF(tmpAlpha2>1, 1, tmpAlpha2));
EMA_BASE1 := EMA(CLOSE, N1);
ACD_FAST := EMA_BASE1 + ALPHA1 * (CLOSE – EMA_BASE1);
EMA_ON_FAST := EMA(ACD_FAST, N2);
ACD_SLOW := EMA_ON_FAST + ALPHA2 * (ACD_FAST – EMA_ON_FAST);
P1: ACD_FAST,COLORWHITE;
P2: ACD_SLOW,STICK,COLORYELLOW;
#交易系统 #入场信号指标 #期货策略 #信号指标