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-- 買賣信號出不了 (http://www.chiefox.com.tw/bbs/showthread.php?threadid=24098)

買賣信號出不了

SRC:= CLOSE;
PER:= n;
MULT:= m;

// 初始化過濾器的初始值
FILT := SRC;

// 計算平滑範圍
WPER := PER * 2 - 1;
AVRNG := EMA(ABS(SRC - REF(SRC, 1)), PER);
SMOOTHRNG := EMA(AVRNG, WPER) * MULT;

// 範圍濾波器邏輯
FILT := IF(SRC > REF(FILT, 1),
IF(SRC - SMOOTHRNG < REF(FILT, 1), REF(FILT, 1), SRC - SMOOTHRNG),
IF(SRC + SMOOTHRNG > REF(FILT, 1), REF(FILT, 1), SRC + SMOOTHRNG));

// 趨勢方向判斷
UPWARD := IF(FILT > REF(FILT, 1), REF(UPWARD, 1) + 1, IF(FILT < REF(FILT, 1), 0, REF(UPWARD, 1)));
DOWNWARD := IF(FILT < REF(FILT, 1), REF(DOWNWARD, 1) + 1, IF(FILT > REF(FILT, 1), 0, REF(DOWNWARD, 1)));

// 定義長、短信號條件
LONG_COND := IF(SRC > FILT AND UPWARD > 0, 1, 0);
SHORT_COND := IF(SRC < FILT AND DOWNWARD > 0, 1, 0);

// 信號初始化
COND_INI := 0;
COND_INI := IF(LONG_COND, 1, IF(SHORT_COND, -1, REF(COND_INI, 1)));

// 判斷買賣信號條件
LONG_CONDITION := LONG_COND AND REF(COND_INI, 1) = -1;
SHORT_CONDITION := SHORT_COND AND REF(COND_INI, 1) = 1;

// 繪製買賣信號圖標
DRAWICON(LONG_CONDITION, LOW * 0.99, 1);
DRAWICON(SHORT_CONDITION, HIGH * 1.01, 2); 買賣信號出不了能否解決

回覆: 買賣信號出不了

引用:

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最初由 stockdragon 發表
SRC:= CLOSE;
PER:= n;
MULT:= m;

// 初始化過濾器的初始值
FILT := SRC;

// 計算平滑範圍
WPER := PER * 2 - 1;
AVRNG := EMA(ABS(SRC - REF(SRC, 1)), PER);
SMOOTHRNG := EMA(AVRNG, WPER) * MULT;

// 範圍濾波器邏輯
FILT := IF(SRC > REF(FILT, 1),
IF(SRC - SMOOTHRNG < REF(FILT, 1), REF(FILT, 1), SRC - SMOOTHRNG),
IF(SRC + SMOOTHRNG > REF(FILT, 1), REF(FILT, 1), SRC + SMOOTHRNG));

// 趨勢方向判斷
UPWARD := IF(FILT > REF(FILT, 1), REF(UPWARD, 1) + 1, IF(FILT < REF(FILT, 1), 0, REF(UPWARD, 1)));
DOWNWARD := IF(FILT < REF(FILT, 1), REF(DOWNWARD, 1) + 1, IF(FILT > REF(FILT, 1), 0, REF(DOWNWARD, 1)));

// 定義長、短信號條件
LONG_COND := IF(SRC > FILT AND UPWARD > 0, 1, 0);
SHORT_COND := IF(SRC < FILT AND DOWNWARD > 0, 1, 0);

// 信號初始化
COND_INI := 0;
COND_INI := IF(LONG_COND, 1, IF(SHORT_COND, -1, REF(COND_INI, 1)));

// 判斷買賣信號條件
LONG_CONDITION := LONG_COND AND REF(COND_INI, 1) = -1;
SHORT_CONDITION := SHORT_COND AND REF(COND_INI, 1) = 1;

// 繪製買賣信號圖標
DRAWICON(LONG_CONDITION, LOW * 0.99, 1);
DRAWICON(SHORT_CONDITION, HIGH * 1.01, 2); 買賣信號出不了能否解決

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