量化交易策略分享八

今天分享一个k线附属指标，该指标可以用来研判行情趋势和价格涨跌，具有一定的参考价值，大家可以根据情况将其改变为带指令的交易策略。其源码如下：

VAR2:=EMA(CLOSE,120);

VAR3:=(CLOSE-VAR2)*2/(120+1)+VAR2;

生命线:=VAR3,LINETHICK2,COLORBLUE;

XCLOSE2:EMA((OPEN+HIGH+LOW+CLOSE)/4,3);

IF((生命线>=XCLOSE2),生命线,NULL),LINETHICK2,COLOR00FF00;

IF((生命线<XCLOSE2),生命线,NULL),LINETHICK2,COLOR0000FF;

MA3:=MA(C,170);

HH1:=IF(H<REF(H,1)&&REF(H,1)<REF(H,2),REF(H,2),0);

LL1:=IF(L>REF(L,1)&&REF(L,1)>REF(L,2),REF(L,2),0);

HH2:=VALUEWHEN(HH1>0,HH1);

LL2:=VALUEWHEN(LL1>0,LL1);

HH:=HHV(HIGH,1)/10+HHV(HIGH,2)/10+HHV(HIGH,2)/10+HHV(HIGH,4)/10+HHV(HIGH,4)/10+HHV(HIGH,8)/10+HHV(HIGH,8)/10+HHV(HIGH,13)/10+HHV(HIGH,40)/10+HHV(HIGH,20)/10;

LL:=LLV(LOW,1)/10+LLV(LOW,2)/10+LLV(LOW,2)/10+LLV(LOW,4)/10+LLV(LOW,4)/10+LLV(LOW,8)/10+LLV(LOW,8)/10+LLV(LOW,13)/10+LLV(LOW,40)/10+LLV(LOW,20)/10;

H1:=IF(HH<REF(HH,1)&&LL<REF(LL,1)&&REF(OPEN,1)>CLOSE&&OPEN>CLOSE&&(HHV(OPEN,0)-CLOSE)>0,REF(HH,2),0);

L1:=IF(LL>REF(LL,1)&&HH>REF(HH,1)&&REF(OPEN,1)<CLOSE&&OPEN<CLOSE&&(CLOSE-LLV(OPEN,0))>0,REF(LL,2),0);

X:=DATE;

X0:=H1,LINETHICK2;

X00:=L1;

XXX0:=O,LINETHICK2;

XXX00:=C;

XXX000:=H;

XXX0000:=L;

H2:=VALUEWHEN(X0>0,X0),LINETHICK2;

L2:=VALUEWHEN(X00>0,X00),LINETHICK2;

K1:=IF(CLOSE>H2,-3,IF(CLOSE<L2,1,0));

K2:=VALUEWHEN(K1<>0,K1);

G:=IF(K2=1,H2,L2);

G1:=VALUEWHEN(ISLASTBAR,G);

X000:=K2,LINETHICK2;

TMP:=K2,LINETHICK2;

W1:=X000,LINETHICK2;

X0000:=OPEN-CLOSE,LINETHICK2;

W2:=X0000,LINETHICK2;

HT:=IF(OPEN>CLOSE,OPEN,CLOSE),LINETHICK2;

LT:=IF(OPEN<CLOSE,OPEN,CLOSE),LINETHICK2;

STICKLINE(W1=1,XXX000,HT,0,0),COLORCYAN;

STICKLINE(W1=1,XXX0000,LT,0,0),COLORCYAN;

STICKLINE(W1=-3,XXX000,HT,0,0),COLORRED;

STICKLINE(W1=-3,XXX0000,LT,0,0),COLORRED;

STICKLINE(W1>0,XXX0,XXX00,3,1),COLORCYAN;

STICKLINE(W1<=0,XXX0,XXX00,3,1),COLORRED;

STICKLINE(W2>0&&W1<=0,XXX0,XXX00,3,0),COLORRED;

STICKLINE(W2>0&&W1>0,XXX0,XXX00,3,0),COLORCYAN;

友情提示：以上内容仅供学习交流使用，不构成任何投资建议。投资有风险，入市需谨慎！