代码教程 pine语言动量2.0策略转文华my语言

N := 6;

momentum:CLOSE-REF(CLOSE,N);

mom:(momentum)/std(momentum,100);

momentumsmoothed:forcast(mom,30);

momentumbase:ema(mom,100);

cross(momentumsmoothed,momentumbase),BPK;

cross(momentumbase,momentumsmoothed),SPK;