同花顺海龟交易系统公式

同花顺海龟交易系统公式

N1:=20;N2:=10;

LC:=REF(CLOSE,1);

WTR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW)));

ATR:=SMA(WTR,20,1);

AA:=(HHV(HIGH,N2) - (2 * ATR));

BB:=CROSS(CLOSE,REF(HHV(HIGH,N1),1));

SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE);

BBB:=BARSLAST(BB);

SSSB:=BARSLAST(SSS);

B1:=((BBB = 0) AND (REF(SSSB,1) < REF(BBB,1)));

B1B:=BARSLAST(B1);

B2:=((((BB = 1) AND (B1B < SSSB)) AND (B1B > 0)) AND (COUNT(BB,SSSB) < 3));

B2B:=BARSLAST(B2);

B3:=((((BB = 1) AND (B2B < B1B)) AND (COUNT(BB,SSSB) < 4)) AND (COUNT(BB,SSSB) > 2));

B3B:=BARSLAST(B3);

SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);

SS1:=(((SS AND ((B3B < B2B) OR (B2B < B1B))) AND (SSSB > B1B)) AND (COUNT(SS,B2B) < 2));

SS1B:=BARSLAST(SS1);

SS2:=((((SS AND (SS1B < SSSB)) AND (B3B < B2B)) AND (SS1B > 0)) AND (COUNT(SS,B2B) < 3));

SSSS:=(SSS AND (REF(SSSB,1) > REF(B1B,1)));

DRAWICON((B1 = 1),(LOW - 0.1),1);

DRAWTEXT((B1 = 1),(LOW - 0.25),'买1');

DRAWICON((B2 = 1),(LOW - 0.1),1);

DRAWTEXT((B2 = 1),(LOW - 0.25),'买2');

DRAWICON((B3 = 1),(LOW - 0.1),1);

DRAWTEXT((B3 = 1),(LOW - 0.25),'买3');

DRAWICON((SS1 = 1),(HIGH + 0.1),2);

DRAWTEXT((SS1 = 1),(HIGH + 0.25),'止损1');

DRAWICON((SS2 = 1),(HIGH + 0.1),2);

DRAWTEXT((SS2 = 1),(HIGH + 0.25),'止损2');

DRAWICON((SSSS = 1),(HIGH + 0.1),2);

DRAWTEXT((SSSS = 1),(HIGH + 0.25),'快卖');