您现在的位置:程序化交易>> 期货公式>> 文华财经>> 文华财经知识>>正文内容

将ATR周期设置为可调整参数,便于快速优化:谢谢: [文华财经]

  • 咨询内容:   将ATR周期设置为可调整参数,便于快速优化:主要是对标黄的两句话,谢谢:
    将ATR周期设置为可调整参数,便于快速优化: 来源:程序化99
  • 文华技术人员:  参数列表区定义X即可,缺省值是默认
    ATR := MA(TR,X),COLORYELLOW; 

     

     来源: WWW.CXH99.COM

  • 文华客服:  能否直接帮我输出一份完整的程序公式,谢谢

     

  • 网友回复:  TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
    ATR := MA(TR,X),COLORYELLOW; 
    VOLA_FACTOR:=ATR/REF(MA(ATR,20),1); BASE_RATE:=IF(VOLA_FACTOR>1.2,0.08,IF(VOLA_FACTOR<0.8,0.05,0.06));
    CV:=C*V; BCV:=EMA((EMA(CV,3)/EMA(V,3)+EMA(CV,6)/EMA(V,6)+EMA(CV,12)/EMA(V,12)+EMA(CV,24)/EMA(V,24))/4,13); IU0:=BCV*(1+BASE_RATE); ID0:=BCV*(1-BASE_RATE); OU0:=EMA(EMA(C,9)*1.12,5); OD0:=EMA(EMA(C,9)*0.86,5); DRAWKLINE1(H,O,L,C); AA:=MA((2*C+H+L)/4,5);
    CC:=ABS((2*C+H+L)/4-MA(C,20))/MA(C,20);
    DD:=DMA(C,CC);
    SU:=AA*102/100,COLORWHITE;
    SD:=AA*(200-102)/100,COLORYELLOW;
    LU:=(1+7/100)*DD,COLORMAGENTA;
    LD:=(1-7/100)*DD,COLORCYAN;
    IU:=IU0,COLORWHITE,NODRAW;
    ID:=ID0,COLORYELLOW,NODRAW;
    OU:=OU0,COLORMAGENTA,NODRAW;
    OD:=OD0,COLORCYAN,NODRAW;
    XU:=IF(PERIOD>2,PEAK(C,6,1,1)*0.999,NULL),COLORGRAY;
    XD:=IF(PERIOD>2,TROUGH(C,6,1,1)*0.999,NULL),COLORYELLOW;
    XM:=(XU+XD)/2,COLORGRAY,POINTDOT;

    XTB:=XD<>REF(XD,2) && XD=REF(XD,1);
    XTS:=XU<>REF(XU,2) && XU=REF(XU,1);
    DRAWICON(XTB,L,4),ALIGN1,VALIGN0;
    DRAWICON(XTS,H,5),ALIGN1;
    DRAWGBK1(1,COLORWHITE);
    DRAWGBK1(BARSLAST(XTB)<BARSLAST(XTS),COLORGRAY);

    TY:=C; HD:=FILTER(BACKSET(FILTER(REF(TY,10)=HHV(TY,2*10+1),10),10+1),10);   A:=REF(C,BARSLAST(HD));
    T1:=BARSLAST(HD)<BARSLAST(LD) AND NOT(HD) ; T2:=BARSLAST(HD)>BARSLAST(LD) AND NOT(LD);



    VAR5:=(C-LLV(L,528))/(HHV(H,528)-LLV(L,528))*100; VAR6:=(C-LLV(L,530))/(HHV(C,530)-LLV(C,530))*100; VAR7:=0; VAR8:=MA(HHV(C-REF(C,1),0),34)/MA(ABS(C-REF(C,1)),7)*100; VAR9:=MA(HHV(C-REF(C,1),0),13)/MA(ABS(C-REF(C,1)),13)*100; VARA:=BARSCOUNT(C); VARB:=VAR8<20 AND VAR9<23 AND VARA>35; VARC:=VARB AND COUNT(VARB,1)=1; VARD:=EMA(C,21)-EMA(C,8); VARE:=EMA(VARD,5); VARF:=TROUGH(C,6,1,1)<4 AND CROSS(VARD,VARE); VAR10:=IF(TROUGH(C,16,1,1)=0 AND H>L+0.04,4,0); VAR11:=ZIGZAG(CLOSE,6,1)>REF(ZIGZAG(CLOSE,6,1),1) AND REF(ZIGZAG(CLOSE,6,1),1)<=REF(ZIGZAG(CLOSE,6,1),2) AND REF(ZIGZAG(CLOSE,6,1),2)<=REF(ZIGZAG(CLOSE,6,1),3); VAR12:=ZIGZAG(CLOSE,6,1)<REF(ZIGZAG(CLOSE,6,1),1) AND REF(ZIGZAG(CLOSE,6,1),1)>=REF(ZIGZAG(CLOSE,6,1),2) AND REF(ZIGZAG(CLOSE,6,1),2)>=REF(ZIGZAG(CLOSE,6,1),3); VAR13:=ZIGZAG(CLOSE,22,1)>REF(ZIGZAG(CLOSE,22,1),1) AND REF(ZIGZAG(CLOSE,22,1),1)<=REF(ZIGZAG(CLOSE,22,1),2) AND REF(ZIGZAG(CLOSE,22,1),2)<=REF(ZIGZAG(CLOSE,22,1),3); VAR14:=ZIGZAG(CLOSE,22,1)<REF(ZIGZAG(CLOSE,22,1),1) AND REF(ZIGZAG(CLOSE,22,1),1)>=REF(ZIGZAG(CLOSE,22,1),2) AND REF(ZIGZAG(CLOSE,22,1),2)>=REF(ZIGZAG(CLOSE,22,1),3); VAR15:=ZIGZAG(CLOSE,51,1)>REF(ZIGZAG(CLOSE,51,1),1) AND REF(ZIGZAG(CLOSE,51,1),1)<=REF(ZIGZAG(CLOSE,51,1),2) AND REF(ZIGZAG(CLOSE,51,1),2)<=REF(ZIGZAG(CLOSE,51,1),3); VAR16:=ZIGZAG(CLOSE,51,1)<REF(ZIGZAG(CLOSE,51,1),1) AND REF(ZIGZAG(CLOSE,51,1),1)>=REF(ZIGZAG(CLOSE,51,1),2) AND REF(ZIGZAG(CLOSE,51,1),2)>=REF(ZIGZAG(CLOSE,51,1),3); VAR17:=ZIGZAG(CLOSE,72,1)>REF(ZIGZAG(CLOSE,72,1),1) AND REF(ZIGZAG(CLOSE,72,1),1)<=REF(ZIGZAG(CLOSE,72,1),2) AND REF(ZIGZAG(CLOSE,72,1),2)<=REF(ZIGZAG(CLOSE,72,1),3); VAR18:=ZIGZAG(CLOSE,72,1)<REF(ZIGZAG(CLOSE,72,1),1) AND REF(ZIGZAG(CLOSE,72,1),1)>=REF(ZIGZAG(CLOSE,72,1),2) AND REF(ZIGZAG(CLOSE,72,1),2)>=REF(ZIGZAG(CLOSE,72,1),3);


    X:= STD(C,10) / MA(STD(C,10),30); BASE_THRESHOLD := 0.3; VOLATILITY_FACTOR := MAX(MIN(X/0.05, 2.0), 0.5);
    X1:=IF(X < 0.7, 0.15, IF(X > 1.3, 0.4, 0.3)); X2:=0.3 / VOLATILITY_FACTOR;  A1:=ZIGZAG(C,6,1); A2:=ZIGZAG(C,22,1); A3:=ZIGZAG(C,72,1); Y:=(A1*X1+A2*0.3+A3*X2)/(X1+X2+0.3);
    买点1:=VAR10; 买点2:=(VAR11+VAR13+VAR15+VAR17)>0; 卖点1:=(VAR12+VAR14+VAR16+VAR18)>0,LINETHICK2; DRAWTEXT(买点1>0,L-0.01-10*MINPRICE,'做多强势品种',COLORRED,ALIGN1,VALIGN0,SOUND(''; DRAWTEXT(买点2>0,L-0.01-10*MINPRICE,'做多强势品种2',COLORFF00FF,ALIGN1,VALIGN0,SOUND(''; DRAWTEXT(卖点1>0,H+0.1+10*MINPRICE,'做空弱势品种', COLOR33FF33,ALIGN1,SOUND('';
    DRAWCOLORKLINE(BARSLAST(卖点1>0)<BARSLAST(买点2>0||买点1>0),COLORBLUE,0);
    DRAWCOLORKLINE(BARSLAST(卖点1>0)>BARSLAST(买点2>0||买点1>0),COLORMAGENTA,0);

     

  • 网友回复:  程序提示 报错,麻烦在修订下,谢谢


    文件名:20259114492187390.png

 

有思路,想编写各种指标公式,交易模型,选股公式,还原公式的朋友

可联系技术人员 QQ: 262069696  点击在线交流或微信号:cxh99cxh99  进行 有偿收费 编写!

怎么收费,代编流程等详情请点击阅读!

(注:由于人数限制,QQ或微信请选择方便的一个联系我们就行,加好友时请简单备注下您的需求,否则无法通过。谢谢您!)


【字体: 】【打印文章】【查看评论

相关文章

    没有相关内容