0227pvc5分钟周期行情回放 改良版优化参数超级多空趋势supertr...

M:=3;

N:=20;

TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

ATR:=MA(TR1,14);

MEDIAN11:=(HIGH+LOW)/2;

HH:=MEDIAN11 + ATR * M;

LL:=MEDIAN11 - ATR * M;

W:=BARSLAST((HH>=HHV(HH,N)))-BARSLAST((LLV(LL,N)>=LL));

BBX:=LLV(HH,BARSLAST(W<0));

SSX:=HHV(LL,BARSLAST(W>0));

WW:=IF(W>0,BBX,IF(W<0,SSX,C));

WR:IF(W<0,WW,NULL),COLORRED;

WB:IF(W>0,WW,NULL),COLORLIGHTGREEN;