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飞狐决策曲线副图指标

发布时间:2016/5/11 7:10:48  浏览次数:

飞狐决策曲线副图指标

源码

MA01:=MA(CLOSE,5);MA02:=MA(CLOSE,8);P01:=IF(CROSS(MA01,MA02),1,0);P02:=IF(CROSS(MA02,MA01),-1,0);P0:=P01+P02;
MA11:=MA(CLOSE,8);MA12:=MA(CLOSE,21);P11:=IF(CROSS(MA11,MA12),1,0);P12:=IF(CROSS(MA12,MA11),-1,0);P1:=P11+P12;
RSV:=(CLOSE-LLV(LOW,6))/(HHV(HIGH,6)-LLV(LOW,6))*100; K:=SMA(RSV,12,1);D:=SMA(K,24,1);J:=3*K-2*D;
P21:=IF(CROSS(K,D)AND D<20,1,0);P22:=IF(CROSS(D,K)AND K>80,-1,0);P23:=IF(CROSS(J,0),0.5,0);P24:=IF(CROSS(100,J),-0.5,0);
P2:=P21+P22+P23+P24;DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26); DEA:=EMA(DIFF,9);MACD:=2*(DIFF-DEA);
P31:=IF(CROSS(DIFF,DEA)AND DEA<0,1,0);P32:=IF(CROSS(DEA,DIFF)AND DIFF>0,-1,0);P3:=P31+P32;
WR1:=100*(HHV(HIGH,13)-CLOSE)/(HHV(HIGH,13)-LLV(LOW,113));P41:=IF(WR1>80,1,0);P42:=IF(WR1<20,-1,0);
P4:=P41+P42;OBv:=SUM(IF(CLOSE>REF(CLOSE,1),VOL,IF(CLOSE
P51:=IF(OBv>REF(EMA(OBV,24),1),1.5,0);P52:=IF(OBV
BR:=SUM(MAX(0,HIGH-REF(CLOSE,1)),26)/SUM(MAX(0,REF(CLOSE,1)-LOW),26)*100;
AR:=SUM(HIGH-OPEN,26)/SUM(OPEN-LOW,26)*100;P61:=IF(BR>350,3,0);P62:=IF(BR<45,-3,0);
P63:=IF(AR>180,3,0);P64:=IF(AR<45,-3,0);P6:=P61+P62+P63+P64;TH:=SUM(IF(CLOSE>REF(CLOSE,1),VOL,0),26);
TL:=SUM(IF(CLOSE
VR:=100*(TH*2+TQ)/(TL*2+TQ);P71:=IF(VR>350,3,0);P72:=IF(VR<45,-3,0);P7:=P71+P72;
MASS:=SUM(MA(HIGH-LOW,9)/MA(MA(HIGH-LOW,9),9),25); MAMASS:=MA(MASS,6);P81:=IF(MASS<27 AND CROSS(MASS,26.5),2,0);
P82:=IF(MASS>27 AND CROSS(MASS,26.5),-2,0);P8:=P81+P82;WVAD:=SUM((CLOSE-OPEN)/(HIGH-LOW)*VOL,24)/10000;
MAWVAD:=MA(WVAD,6);P91:=IF(WVAD>0,1,0);P92:=IF(WVAD<0,-1,0);P9:=P91+P92;VOLUME:=MA(VOL,10)/VOL;
MID:=100*(HIGH+LOW-REF(HIGH+LOW,1))/(HIGH+LOW);EMV:=MA(MID*VOLUME*(HIGH-LOW)/MA(HIGH-LOW,14),14);
Q11:=IF(EMV>0,1.5,0);Q12:=IF(EMV<0,-1.5,0);Q1:=Q11+Q12;R:=EMA(EMA(EMA(CLOSE,13),13),13);
TRIX:=(R-REF(R,1))/REF(R,1)*100;Q21:=IF( CROSS(TRIX,R),1.5,0);Q22:=IF( CROSS(R,TRIX),-1.5,0);Q2:=Q21+Q22;
LC:=REF(CLOSE,1);RSI:=SMA(MAX(CLOSE-LC,0),13,1)/SMA(ABS(CLOSE-LC),13,1)*100; Q31:=IF(RSI>80,1,0);
Q32:=IF(RSI<20,-1,0);Q3:=Q31+Q32;OSC:=100*(CLOSE-MA(CLOSE,20)); MAOSC:=EMA(OSC,6);
Q41:=IF(CROSS(OSC,MAOSC),1,0);Q42:=IF(CROSS(MAOSC,OSC),-1,0);Q4:=Q41+Q42;
TYP:=(HIGH+LOW+CLOSE)/3; CCI:=(TYP-MA(TYP,13))/(0.015*AVEDEV(TYP,13));Q51:=IF(CCI>180,2,0);
Q52:=IF(CCI<-180,-2,0);Q5:=Q51+Q52;
TR1:=EMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),14);
HD :=HIGH-REF(HIGH,1); LD :=REF(LOW,1)-LOW;DMP:=EMA(IF(HD>0 and HD>LD,HD,0),14);
DMM:=EMA(IF(LD>0 and LD>HD,LD,0),14);PDI:=DMP*100/TR1;MDI:=DMM*100/TR1;
ADX:=EMA(ABS(MDI-PDI)/(MDI+PDI)*100,6);ADXR:=EMA(ADX,6);Q61:=IF(CROSS(PDI,MDI),2,0);
Q62:=IF(CROSS(MDI,PDI),-2,0);Q6:=Q61+Q62;DPO:=CLOSE-REF(MA(CLOSE,21),21/2+1);
MADPO:=MA(DPO,6);Q71:=IF(DPO>0,1,0);Q72:=IF(DPO<0,-1,0);Q7:=Q71+Q72;
MTM:IF(CAPITAL<1,((AMOUNT/vol/100)-REF(AMOUNT/vol/100,14)),CLOSE-REF(CLOSE,14));
MAMTM:=MA(MTM,6);Q81:=IF(CROSS(MTM,MAMTM),1,0);Q82:=IF(CROSS(MAMTM,MTM),-1,0);Q8:=Q81+Q82;
MID1:=SUM(VOL*(2*CLOSE-HIGH-LOW)/(HIGH+LOW),0);CHO:=MA(MID,10)-MA(MID,20);MACHO:=MA(CHO,6);
Q91:=IF((CLOSE>MA(CLOSE,90))AND CROSS(CLOSE,0), 1.5,0);Q92:= IF((CLOSE
Q9:=Q91+Q92;PSY:=COUNT(CLOSE>REF(CLOSE,1),12)/12*100; PSYMA:=MA(PSY,6);R11:=IF(PSY>75,1.5,0);
R12:=IF(PSY<25,-1.5,0);R1:=R11+R12;MID2 := MA(CLOSE,20);UPPER:= MID2+2*STD(CLOSE,20);
LOWER:= MID2-2*STD(CLOSE,20);R21:=IF(CROSS(CLOSE,LOWER),2,0);R22:=IF(CROSS(UPPER,CLOSE),-2,0);
R2:=R21+R22;TYP1 := (HIGH + LOW + CLOSE)/3;
V1:=SUM(IF(TYP1>REF(TYP1,1),TYP1*VOL,0),14)/SUM(IF(TYP1
TYP1*VOL,0),14);MFI:=100-(100/(1+V1));R31:=IF(MFI>80,1,0);R32:=IF(MFI<20,-1,0);R3:=R31+R32;
决策曲线:R1+R2+R3+Q1+Q2+Q3+Q4+Q5+Q6+Q7+Q8+Q9+P0+P1+P2+P3+P4+P5+P6+P7+P8+P9;

飞狐决策曲线副图指标

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