[PEL] 复制代码 variable:trx:=0,up:=0,dn:=0;
n:=14;
m:=2.5;
tr1:=max(max((high-low),abs(ref(close,1)-high)),abs(ref(close,1)-low));
atr:=ma(tr1,n);
mid:= (high + low) / 2;
up:= mid+atr * m;
dn:= mid-atr * m;
trx:=if(c>ref(up,1),1,if(c<ref(dn,1),0,trx));
flag:=trx=0 and ref(trx,1)=1;
flagh:=trx=1 and ref(trx,1)=0;
dn:=if(trx=1 and dn<ref(dn,1),ref(dn,1),dn);
up:=if(trx=0 and up>ref(up,1),ref(up,1),up);
up:=if(flag,mid + atr * m,up);
dn:=if(flagh,mid - atr * m,dn);
outtr:=trx;
outup:=up;
outdn:=dn;
需要逐K下运行 |