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 等级: 新手上路 
注册: 2022-3-22曾用名:  | 
 
| MOMVALUE:=C-REF(C,MOMLEN); VWM:=EMA(VOL*MOMVALUE,AVGLEN);//定义成交量加权为VWM
 TRUEHIGH1:=IF(HIGH>REF(C,1),HIGH,REF(C,1));
 TRUELOW1:=IF(LOW<=REF(C,1),LOW,REF(C,1));
 TRUERANGE1:=IF(ISLASTBAR,H-L,TRUEHIGH1-TRUELOW1);
 AATR:=MA(TRUERANGE1,ATRLEN);//定义波动率
 BULLSETUP:=CROSSUP(VWM,0);//UWM上穿零轴定义多头势
 BEARSETUP:=CROSSDOWN(VWM,0);//UWM下穿零轴定义空头势
 LSETUP:=LOOP2(BARPOS=1||BULLSETUP,0,REF(LSETUP,1)+1);//多头势开始计数并记录当前价格
 LEPRICE:=VALUEWHEN(BULLSETUP,C);
 SSETUP:=LOOP2(BARPOS=1||BEARSETUP,0,REF(SSETUP,1)+1);//空头势开始计数并记录当前价格
 SEPRICE:=VALUEWHEN(BEARSETUP,C);
 //系统入场
 //当多头势满足并且在SETUPLEN的BAR数目内,当价格达到入场价格后,做多
 (BARPOS>AVGLEN&&H>=REF(LEPRICE,1)+(ATRPCNT*REF(AATR,1))&&REF(LSETUP,1)<=SETUPLEN&&LSETUP>=1 ) ,BK;
 //系统出场
 BEARSETUP,SP;
 //系统入场
 //当空头势满足并且在SETUPLEN的BAR数目内,当价格达到入场价格后,做空
 (BARPOS>AVGLEN&&L<=REF(SEPRICE,1)-(ATRPCNT*REF(AATR,1))&&REF(SSETUP,1)<=SETUPLEN&&SSETUP>=1) ,SK;
 //系统出场
 BULLSETUP,BP;
 AUTOFILTER;
 
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