东财系统公式实例交易系统.docx
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- 上传时间:2023-06-08
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东财系统公式实例交易系统.docx
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东财系统公式实例交易系统
BIAS:
=(CLOSE-MA(CLOSE,N))/MA(CLOSE,N)*100;
ENTERLONG:
CROSS(LL,BIAS);
EXITLONG:
CROSS(BIAS,LH);
MID:
=MA(CLOSE,N);
UPPER:
=MID+M*STD(CLOSE,N);
LOWER:
=MID-M*STD(CLOSE,N);
ENTERLONG:
CROSS(CLOSE,LOWER);
EXITLONG:
CROSS(CLOSE,UPPER);
TYP:
=(HIGH+LOW+CLOSE)/3;
CCI:
=(TYP-MA(TYP,N))/(0.015*AVEDEV(TYP,N));
ENTERLONG:
CROSS(CCI,-100);
EXITLONG:
CROSS(100,CCI);
MTR:
=SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),N);
HD:
=HIGH-REF(HIGH,1);
LD:
=REF(LOW,1)-LOW;
DPM:
=SUM(IF(HD>0ANDHD>LD,HD,0),N);
DMM:
=SUM(IF(LD>0ANDLD>HD,LD,0),N);
PDI:
=DPM*100/TR;
MDI:
=DMM*100/TR;
ENTERLONG:
CROSS(PDI,MDI);
EXITLONG:
CROSS(MDI,PDI);
RSV:
=(INDEXC-LLV(INDEXL,N1))/(HHV(INDEXH,N1)-LLV(INDEXL,N1))*100;
K:
=SMA(RSV,N2,1);
ENTERLONG:
CROSS(K,20);
EXITLONG:
(CROSS(100*VOL/(FINANCE(7)/100),5)ORCROSS(K,80));
WRSV:
=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
WK:
=MA(WRSV,M1);
D:
=MA(WK,M2);
ENTERLONG:
CROSS(WK,D)&&WK<20;
EXITLONG:
CROSS(D,WK)&&WK>80;
RSV:
=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K:
=SMA(RSV,M1,1);
D:
=SMA(K,M1,1);
J:
=3*K-2*D;
ENTERLONG:
CROSS(J,0);
EXITLONG:
CROSS(100,J);
ENTERLONG:
CROSS(MA(CLOSE,SHORT),MA(CLOSE,LONG));
EXITLONG:
CROSS(MA(CLOSE,LONG),MA(CLOSE,SHORT));
DIFF:
=EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
DEA:
=EMA(DIFF,M);
MACD:
=2*(DIFF-DEA);
ENTERLONG:
CROSS(MACD,0);
EXITLONG:
CROSS(0,MACD);
WMTM:
=C-REF(C,N);
ENTERLONG:
CROSS(WMTM,0);
EXITLONG:
CROSS(0,WMTM);
MYPSY:
=COUNT(CLOSE>REF(CLOSE,1),N)/N*100;
ENTERLONG:
CROSS(LL,MYPSY);
EXITLONG:
CROSS(MYPSY,LH);
WROC:
=MA(100*(CLOSE-REF(CLOSE,N))/REF(CLOSE,N),M);
ENTERLONG:
CROSS(WROC,0);
EXITLONG:
CROSS(0,WROC);
LC:
=REF(CLOSE,1);
WRSI:
=SUM(MAX(CLOSE-LC,0),N)/SUM(ABS(CLOSE-LC),N)*100;
ENTERLONG:
CROSS(WRSI,LL);
EXITLONG:
CROSS(LH,WRSI);
WVR:
=SUM((IF(CLOSE>OPEN,VOL,0)+IF(CLOSE=OPEN,VOL/2,0)),N)/
SUM((IF(CLOSE ENTERLONG: CROSS(LL,WVR); EXITLONG: CROSS(WVR,LH); WR: =100*(HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N)); ENTERLONG: CROSS(LH,WR); EXITLONG: CROSS(WR,LL);
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- 系统 公式 实例 交易系统
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