{"id":324,"date":"2021-01-24T17:51:32","date_gmt":"2021-01-24T09:51:32","guid":{"rendered":"https:\/\/www.quant.bsiot.cn\/?p=324"},"modified":"2021-01-24T17:52:01","modified_gmt":"2021-01-24T09:52:01","slug":"%e5%87%a0%e7%a7%8d%e5%b8%b8%e8%a7%81%e7%9a%84%e6%ad%a2%e6%8d%9f%e6%96%b9%e5%bc%8f%e5%bb%ba%e8%ae%ae%e9%83%bd%e4%ba%86%e8%a7%a3%e4%b8%80%e4%b8%8b","status":"publish","type":"post","link":"https:\/\/www.quant.bsiot.cn\/?p=324","title":{"rendered":"\u51e0\u79cd\u5e38\u89c1\u7684\u6b62\u635f\u65b9\u5f0f,\u5efa\u8bae\u90fd\u4e86\u89e3\u4e00\u4e0b"},"content":{"rendered":"

\u4ee5\u4e0b\u662f\u6587\u534e\u8bba\u575b\u7f16\u5199\u7684\u6b62\u635f\u6848\u4f8b,\u672c\u4eba\u89c9\u5f97\u5b9e\u5728\u592a\u7ecf\u5178\u4e86,\u662f\u7cbe\u534e.<\/p>\n

\u5404\u4f4d\u5bbd\u5ba2\u53ef\u4ee5\u6839\u636e\u5b9e\u9645\u60c5\u51b5\u5236\u5b9a\u81ea\u5df1\u7684\u6b62\u635f\u7b56\u7565.<\/p>\n

 <\/p>\n

\u4ee5\u4e0b\u662f\u5e38\u89c1\u7684\u51e0\u79cd\u6b62\u635f\u6848\u4f8b\u7f16\u5199\uff0c
\n<\/span>
\nG1\uff1a\u5b9a\u989d\u6b62\u76c8\u6b62\u635f
\nG2\uff1a\u52a8\u6001\u8ffd\u8e2a\u6b62\u8d62\u6b62\u635f
\nG3\uff1a\u4fdd\u672c\u5355\u6b62\u8d62\u7b56\u7565
\nG4: \u5b9a\u989d\u6b62\u76c8\u6b62\u635f+\u5b9a\u65f6\u6b62\u635f(\u5c3e\u76d8\u6e05\u4ed3)
\nG5: \u5b50\u8d26\u6237\u6743\u76ca\u56de\u64a4\u6b62\u8d62\u6b62\u635f
\nG6: \u5173\u952e\u70b9\u4f4d\u6b62\u8d62\u6b62\u635f
\nG7: \u9636\u68af\u6b62\u635f
\nG8: ATR\u6b62\u635f
\nG9: SAR\u6b62\u635f
\nG10:\u540a\u706f\u6b62\u635f\u4e0e+YOYO\u6b62\u635f<\/p>\n

\u56fa\u5b9a\u989d\u5ea6\u6b62\u76c8\u6b62\u635f\u662f\u6700\u5e38\u7528\u4e14\u9ad8\u6548\u7684\u6b62\u76c8\u6b62\u635f\u65b9\u5f0f\uff0c\u5e76\u4e14\u53ef\u4ee5\u5c06\u989d\u5ea6\u4f5c\u4e3a\u53c2\u6570\u9488\u5bf9\u4e0d\u540c\u54c1\u79cd\u8fdb\u884c\u53c2\u6570\u4f18\u5316\uff0c\u5f97\u51fa\u6700\u8d34\u5408\u54c1\u79cd\u6ce2\u52a8\u6027\u7684\u6b62\u635f\u6b62\u8d62\u4ef7\u5dee\u3002<\/p>\n

\u7b56\u7565\u539f\u7406\uff1a<\/strong><\/p>\n

\u2460\u505a\u591a\u56fa\u5b9a\u4e0b\u8dccN\u8df3\u6b62\u635f\uff0c\u56fa\u5b9a\u4e0a\u6da8M\u8df3\u6b62\u76c8
\n\u505a\u7a7a\u56fa\u5b9a\u4e0a\u6da8N\u8df3\u6b62\u635f\uff0c\u56fa\u5b9a\u4e0b\u8dccM\u8df3\u6b62\u76c8
\n\u2461\u505a\u591a\u56fa\u5b9a\u4e0b\u8dccN%\u6b62\u635f\uff0c\u56fa\u5b9a\u4e0a\u6da8M%\u6b62\u76c8
\n\u505a\u7a7a\u56fa\u5b9a\u4e0a\u6da8N%\u6b62\u635f\uff0c\u56fa\u5b9a\u4e0b\u8dccM%\u6b62\u76c8<\/p>\n

\u7b56\u7565\u53ca\u6e90\u7801\uff1a<\/strong><\/p>\n

\u2460
\n(C<=BKPRICE-N*MINPRICE)||(C>=BKPRICE+M*MINPRICE),SP;
\n(C>=SKPRICE+N*MINPRICE)||(C<=SKPRICE-M*MINPRICE),BP;<\/p>\n

\u2461
\n(C<=BKPRICE*(1-N\/100))||(C>=BKPRICE*(1+M\/100)),SP;
\n(C>=SKPRICE*(1+N\/100))||(C<=SKPRICE*(1-M\/100)),BP;<\/p>\n

G2\uff1a\u52a8\u6001\u8ffd\u8e2a\u6b62\u8d62\u6b62\u635f<\/span><\/p>\n

\u00a0\u00a0\u00a0 \u635f\u4ef7\u4f4d\u4f1a\u968f\u7740\u76c8\u5229\u7684\u589e\u52a0\u800c\u53d8\u5316\uff0c\u8fd9\u79cd\u65b9\u6cd5\u53ef\u4ee5\u6700\u5927\u7a0b\u5ea6\u5b9e\u73b0”\u8ba9\u76c8\u5229\u5954\u8dd1”\u3002\u505a\u591a\u5f00\u4ed3\uff0c\u8bbe\u7f6e\u8ddf\u8e2a\u6b62\u635f\u540e\u7684\u6700\u9ad8\u4ef7\u6bcf\u4e0a\u6da8\u4e00\u4e2a\u4ef7\u4f4d\uff0c\u6b62\u635f\u5e73\u4ed3\u4ef7\u5c31\u8ddf\u7740\u4e0a\u6da8\u4e00\u4e2a\u4ef7\u4f4d\uff0c\u5f53\u4ef7\u683c\u4ece\u56de\u64a4\u4e86\u8bbe\u7f6e\u7684\u6b62\u635f\u4ef7\u5dee\u65f6\uff0c\u89e6\u53d1\u6b62\u635f\u3002<\/span><\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a<\/strong><\/p>\n

\u2460\u4ee5\u5f00\u4ed3\u540e\u6700\u9ad8\u4ef7\u4e3a\u57fa\u7840\uff0c\u56de\u64a4N\u8df3\u6b62\u635f
\n\u2461\u4ee5\u5f00\u4ed3\u540e\u6700\u9ad8\u4ef7\u4e3a\u57fa\u7840\uff0c\u56de\u64a4N%\u6b62\u635f
\n\u2462\u5f53\u76c8\u5229\u8d85\u8fc7M\u70b9\u540e\u542f\u7528N\u70b9\u7684\u52a8\u6001\u6b62\u76c8\uff0c\u5426\u5219\u4ee5P\u70b9\u5b9a\u989d\u6b62\u635f<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a<\/strong><\/p>\n

\u2460
\nC<BKHIGH-N*MINPRICE,SP;
\nC>SKLOW+N*MINPRICE,BP;<\/p>\n

\u2461
\nC<BKHIGH*(1-N\/100),SP;
\nC>SKLOW*(1+N\/100),BP;<\/p>\n

\u2462
\nBKHIGH>BKPRICE+M*MINPRICE&&C<BKHIGH-N*MINPRICE,SP;
\nC<=BKPRICE-P*MINPRICE,SP;<\/p>\n

SKLOW<SKPRICE-M*MINPRICE&&C>SKLOW+N*MINPRICE,BP;
\nC>=SKPRICE+P*MINPRICE,BP;<\/p>\n

 <\/p>\n

G3\uff1a\u4fdd\u672c\u5355\u6b62\u8d62\u7b56\u7565<\/span><\/p>\n

\u505a\u591a\u5f00\u4ed3\u540e\uff0c\u5728”\u5f00\u4ed3\u5747\u4ef7+\u8bbe\u7f6e\u7684\u4fdd\u672c\u4ef7\u5dee”\u4f4d\u7f6e\u4ea7\u751f\u4e86\u4e00\u6761\u4fdd\u672c\u7ebf\uff0c\u6700\u65b0\u4ef7\u8d85\u8fc7\u8bbe\u7f6e\u7684\u4fdd\u672c\u6b62\u635f\u7ebf\u540e\uff0c\u518d\u56de\u843d\u5230\u8fd9\u4e2a\u4fdd\u672c\u6b62\u635f\u7ebf\u65f6\u624d\u89e6\u53d1\u6b62\u635f\u3002\u8fd9\u662f\u4e00\u79cd\u73b0\u4ee3\u4eba\u7684\u6b62\u635f\u601d\u60f3\u2014\u2014\u76c8\u5229\u72b6\u6001\u4e0b\u6b62\u635f\uff0c\u76ee\u7684\u662f\u4fdd\u4f4f\u8d5a\u5230\u7684\u5229\u6da6\u3002<\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a
\n<\/strong>
\n\u5728\u5f00\u4ed3+N\u8df3\u8bbe\u7f6e\u4e00\u6761\u4fdd\u672c\u7ebf\uff0c\u5f00\u4ed3\u4ef7\u683c\u8d85\u8fc7\u201c\u5f00\u4ed3\u4ef7+N\u8df3\u201d\u518d\u56de\u843d\u5230\u6b64\u4ef7\u4f4d\u6b62\u8d62
\n\u6ce8\uff1a\u5efa\u8bae\u914d\u5408\u5176\u4ed6\u6b62\u8d62\u6b62\u635f\u65b9\u5f0f\uff0c\u907f\u514d\u53cd\u5411\u53d8\u52a8\u5bfc\u81f4\u4fdd\u672c\u5355\u65e0\u6cd5\u89e6\u53d1<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a
\n<\/strong>
\nBKHIGH>BKPRICE+N*MINPRICE && C<=BKPRICE+N*MINPRICE,SP;
\nSKLOW<SKPRICE-N*MINPRICE && C>=SKPRICE-N*MINPRICE,BP;<\/p>\n

 <\/p>\n

G4\uff1a\u5b9a\u989d\u6b62\u76c8\u6b62\u635f+\u5b9a\u65f6\u6b62\u635f(\u5c3e\u76d8\u6e05\u4ed3)<\/span><\/p>\n

\u671f\u8d27\u662f\u5168\u7403\u5e02\u573a\uff0c\u5185\u76d8\u4f11\u5e02\u7684\u65f6\u5019\u5916\u76d8\u5408\u7ea6\u8fd8\u5728\u4ea4\u6613\uff0c\u6536\u76d8\u540e\u6f5c\u5728\u7684\u5229\u7a7a\u56e0\u7d20\u4f1a\u5bfc\u81f4\u5f00\u76d8\u4ef7\u8df3\u7a7a\uff0c\u5bf9\u5e94\u65e5\u5185\u4ea4\u6613\u8005\u800c\u8a00\u5c3e\u76d8\u6e05\u4ed3\u53ef\u4ee5\u89c4\u907f\u8fd9\u79cd\u98ce\u9669<\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a<\/strong><\/p>\n

\u2460 \u5c0f\u5468\u671f\u4e0a\u6bcf\u4e00\u4ea4\u6613\u65e5\u6536\u76d8\u524d5\u5206\u949f\u6e05\u4ed3
\n\u2461\u5c0f\u5468\u671f\u4e0a\u591c\u76d8\u3001\u4e0a\u5348\u53ca\u767d\u76d8\u6536\u76d8\u524d5\u5206\u949f\u6e05\u4ed3<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a
\n<\/strong>
\n\u2460
\nA&&CLOSEMINUTE1>5,BK;
\nB&&CLOSEMINUTE1>5,SK;\/\/\u5176\u4e2dAB\u4e3a\u5f00\u4ed3\u6761\u4ef6\uff0c\u6ce8\u610f\u9650\u5236\u5c3e\u76d8\u4e0d\u5f00\u4ed3
\nCLOSEMINUTE1<=5,CLOSEOUT;
\nCHECKSIG(CLOSEOUT,’A’,0,’C’,0,0);\/\/\u6ee1\u8db3\u6761\u4ef6\u7acb\u5373\u6267\u884c<\/p>\n

\u2461
\nTT:=CLOSEMINUTEEVERY1(1)<=5||CLOSEMINUTEEVERY1(3)<=5||CLOSEMINUTEEVERY1(4)<=5;
\n\/\/\u5224\u65ad\u8ddd\u79bb\u591c\u76d8\u6216\u8005\u5348\u76d8\u4ee5\u53ca\u767d\u76d8\u6536\u76d8\u65f6\u95f4\u5c0f\u4e8e5\u5206\u949f
\nNOT(TT)&&A,BK;
\nNOT(TT)&&B,SK;\/\/\u5176\u4e2dAB\u4e3a\u5f00\u4ed3\u6761\u4ef6\uff0c\u6ce8\u610f\u9650\u5236\u5c3e\u76d8\u4e0d\u5f00\u4ed3
\nTT,CLOSEOUT;
\nCECKSIG(CLOSEOUT,’A’,0,’C’,0,0);<\/p>\n

G5\uff1a\u5b50\u8d26\u6237\u6743\u76ca\u56de\u64a4\u6b62\u8d62\u6b62\u635f<\/span><\/p>\n

\u4ed3\u4f4d\u7ba1\u7406\u548c\u98ce\u9669\u63a7\u5236\u662f\u8d44\u91d1\u7ba1\u7406\u7684\u91cd\u4e2d\u4e4b\u91cd\uff0c\u901a\u8fc7\u8c03\u7528\u7b56\u7565\u7684\u76c8\u4e8f\u548c\u8d44\u91d1\u53d8\u5316\uff0c\u53ef\u4ee5\u6839\u7edd\u6a21\u7ec4\u5b50\u8d26\u6237\u7684\u6743\u76ca\u53d8\u52a8\u8fdb\u884c\u6b62\u76c8\u6b62\u635f\u3002<\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a<\/strong><\/p>\n

\u2460\u5f53\u524d\u6743\u76ca\u56de\u64a4\u8d85\u8fc7\u521d\u59cb\u6743\u76ca\u7684N%\u8fdb\u884c\u6e05\u4ed3
\n\u2461\u5f53\u524d\u6743\u76ca\u56de\u6d4b\u8d85\u8fc7\u5f00\u4ed3\u65f6\u6743\u76ca\u7684N%\u8fdb\u884c\u6e05\u4ed3<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a
\n<\/strong>
\n\u2460
\nQC:MONEYTOT<INITMONEY(1-N\/100);
\nQC,CLOSEOUT;<\/p>\n

\u2461
\nNN:BARSLAST(BKVOL+SKVOL>REF(BKVOL+SKVOL,1));\/\/\u521d\u6b21\u5f00\u4ed3\u5230\u73b0\u5728\u7684k\u7ebf\u5468\u671f\u6570
\nQC:MONEYTOT<REF(MONEYTOT,NN)*(1-N\/100);\/\/\u5f53\u524d\u6743\u76ca\u56de\u64a4\u5230\u5f00\u4ed3\u65f6\u6743\u76ca\u7684N%\u4ee5\u4e0b
\nQC,CLOSEOUT;<\/p>\n

 <\/p>\n

G6\uff1a\u5173\u952e\u70b9\u6b62\u8d62\u6b62\u635f
\n<\/span>
\n\u5173\u952e\u70b9\u4f4d\u6b62\u8d62\u6b62\u635f\u662f\u6280\u672f\u5206\u6790\u4e2d\u6700\u5e38\u7528\u7684\u65b9\u5f0f\uff0c\u7a81\u7834\u652f\u6491\u4e0e\u538b\u529b\u4f4d\u8bf4\u660e\u884c\u60c5\u5df2\u7ecf\u53cd\u8f6c\u5e94\u8be5\u53ca\u65f6\u6b62\u76c8\u6b62\u635f\uff0c,\u53ef\u4ee5\u5c06\u8fd9\u79cd\u6b62\u76c8\u6b62\u635f\u601d\u60f3\u878d\u5165\u5230\u91cf\u5316\u4ea4\u6613\u4e2d\u3002<\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a
\n<\/strong>
\n\u2460\u4ee5\u6628\u65e5\u6700\u9ad8\u4ef7\u4e0e\u6700\u4f4e\u4ef7\u4e3a\u4eca\u65e5\u6b62\u635f\u6761\u4ef6
\n\u2461\u4ee5\u524dN\u5468\u671f\u5185\u9ad8\u70b9\u4e0e\u4f4e\u70b9\u4e3a\u6b62\u635f\u6761\u4ef6<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a
\n<\/strong>
\n\u2460
\nH1:REF(HHV(H,DAYBARPOS),DAYBARPOS);\/\/\u6628\u65e5\u6700\u9ad8\u4ef7
\nL1:REF(LLV(L,DAYBARPOS),DAYBARPOS);\/\/\u6628\u65e5\u6700\u4f4e\u4ef7
\nC>H1,BP;\/\/\u7a81\u7834\u6628\u65e5\u9ad8\u70b9\u5e73\u7a7a
\nC<L1,SP;\/\/\u7a81\u7834\u6628\u65e5\u9ad8\u70b9\u5e73\u591a
\nAUTOFILTER;<\/p>\n

\u2461
\nH1:HV(H,N);\/\/\u524dN\u5468\u671f\u5185\u6700\u9ad8\u4ef7
\nL1:LV(L,N);\/\/\u524dN\u5468\u671f\u5185\u6700\u4f4e\u4ef7
\nC>H1,BP;\/\/\u7a81\u7834H1\u5e73\u7a7a
\nC<L1,SP;\/\/\u7a81\u7834L1\u5e73\u591a
\nAUTOFILTER;<\/p>\n

 <\/p>\n

G7\uff1a\u9636\u68af\u6b62\u635f<\/span><\/p>\n

\u4e0e\u52a8\u6001\u6b62\u635f\u76f8\u7c7b\u4f3c\uff0c\u9636\u68af\u6b62\u635f\u7b56\u7565\u4e0d\u5bf9\u6b62\u76c8\u6b62\u635f\u4ef7\u683c\u8fdb\u884c\u9884\u5224\uff0c\u800c\u662f\u968f\u7740\u884c\u60c5\u53d8\u52a8\u4e0d\u65ad\u8c03\u6574\uff0c\u5728\u4fdd\u8bc1\u4e00\u5b9a\u4e8f\u635f\u989d\u5ea6\u7684\u60c5\u51b5\u4e0b\uff0c\u53ef\u4ee5\u5b9e\u73b0\u5229\u6da6\u7684\u6700\u5927\u5316\u3002<\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a<\/strong><\/p>\n

\u4ee5\u5f00\u4ed3\u4ef7\u4e3a\u57fa\u7840\uff0c\u5f00\u4ed3\u65f6\u4ee5M\u70b9\u4e3a\u56fa\u5b9a\u4ef7\u5dee\u6b62\u635f\uff0c\u5f53\u884c\u60c5\u6bcf\u671d\u7740\u6709\u5229\u65b9\u5411\u53d8\u52a8N\u70b9\uff0c\u6b62\u635f\u4ef7\u683c\u4e5f\u63d0\u9ad8P\u70b9\u3002
\n\u4e3e\u4f8b\uff1a\u521d\u59cb\u6b62\u635f\u4ef7\u5deeM\u4e3a10\uff0cN\u4e3a20,P\u4e3a5\uff0c\u4ee5100\u5143\u5f00\u4ed3\u505a\u5230\u521d\u59cb\u6b62\u635f\u4ef790\u5143\uff0c\u5f53\u884c\u60c5\u6da8\u5230120\u5143\u65f6\uff0c\u6b62\u635f\u4ef7\u63d0\u9ad8\u523095\u5143\uff0c\u4f9d\u6b21\u7c7b\u63a8\u3002<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a
\n<\/strong>
\nC<BKPRICE-M*MINPRICE+INTPART((BKHIGH-BKPRICE)\/(N*MINPRICE))*P,SP;
\nC>SKPRICE+M*MINPRICE-INTPART((SKPRICE-SKLOW)\/(N*MINPRICE))*P,BP;<\/p>\n

G8\uff1aATR\u6b62\u635f<\/span><\/p>\n

ATR\u5e73\u5747\u771f\u5b9e\u6ce2\u52a8\u8303\u56f4\uff0c\u7b80\u79f0ATR\u6307\u6807\uff0c\u53ef\u4ee5\u7528\u6765\u8861\u91cf\u5e02\u573a\u6ce2\u52a8\u7684\u5f3a\u70c8\u5ea6\uff0c\u5373\u4e3a\u4e86\u663e\u793a\u5e02\u573a\u53d8\u5316\u7387\u7684\u6307\u6807\u3002\u901a\u8fc7\u5e73\u5747\u771f\u5b9e\u6ce2\u52a8\u6570\u503c\u53ef\u4ee5\u4e3a\u6b62\u76c8\u6b62\u635f\u7b56\u7565\u63d0\u4f9b\u53c2\u8003\uff0c\u5f53\u77ed\u671f\u4ef7\u683c\u504f\u79bb\u5e73\u5747\u6ce2\u52a8\u8d1f\u7684\u65f6\u5c31\u6709\u56de\u8c03\u7684\u53ef\u80fd\u3002<\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a<\/strong><\/p>\n

\u4ee5\u5f00\u4ed3\u4ef7\u4e3a\u57fa\u7840\uff0c\u4e0a\u6da8\u8d85\u8fc7\u5f00\u4ed3\u4ef7+\u5f00\u4ed3\u65f62.5\u500dATR\u4e3a\u6b62\u8d62\u6761\u4ef6\uff0c\u4e0b\u8dcc\u8d85\u8fc7\u5f00\u4ed3\u4ef7-\u5f00\u4ed3\u65f61.5\u500dATR\u4e3a\u6b62\u635f\u6761\u4ef6<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a<\/strong><\/p>\n

TR : MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
\n\/\/\u6c42\u6700\u9ad8\u4ef7\u51cf\u53bb\u6700\u4f4e\u4ef7\uff0c\u4e00\u4e2a\u5468\u671f\u524d\u7684\u6536\u76d8\u4ef7\u51cf\u53bb\u6700\u9ad8\u4ef7\u7684\u7edd\u5bf9\u503c\uff0c\u4e00\u4e2a\u5468\u671f\u524d\u7684\u6536\u76d8\u4ef7\u51cf\u53bb\u6700\u4f4e\u4ef7\u7684\u7edd\u5bf9\u503c\uff0c\u8fd9\u4e09\u4e2a\u503c\u4e2d\u7684\u6700\u5927\u503c
\nATR : MA(TR,26),COLORYELLOW;\/\/\u6c4226\u4e2a\u5468\u671f\u5185\u7684TR\u7684\u7b80\u5355\u79fb\u52a8\u5e73\u5747
\nC>BKPRICE+2.5*REF(ATR,BARSBK)||C<BKPRICE-1.5*REF(ATR,BARSBK),SP;
\nC<SKPRICE-2.5*REF(ATR,BARSSK)||C>SKPRICE+1.5*REF(ATR,BARSSK),BP;
\nAUTOFILTER;<\/p>\n

 <\/p>\n

G9\uff1aSAR\u6b62\u635f<\/span><\/p>\n

SAR\u6307\u6807\u53c8\u53eb\u629b\u7269\u7ebf\u6307\u6807\u6216\u505c\u635f\u8f6c\u5411\u64cd\u4f5c\u70b9\u6307\u6807\uff0c\u662f\u6700\u7ecf\u5178\u7684\u6b62\u76c8\u6b62\u635f\u70b9\u6280\u672f\u5206\u6790\u6307\u6807\uff0c\u5c5e\u4e8e\u65f6\u95f4\u4e0e\u4ef7\u683c\u5e76\u91cd\u7684\u7cfb\u7edf\u3002\u5b83\u662f\u901a\u8fc7\u5bf9\u4ef7\u683c\u632f\u5e45\u53ca\u65f6\u95f4\u7684\u5206\u6790\u7814\u7a76,\u968f\u65f6\u8bbe\u7acb\u505c\u635f\u70b9\u4ee5\u89c2\u5bdf\u80a1\u7968\u5356\u51fa\u65f6\u673a\u7684\u4e00\u79cd\u6280\u672f\u6307\u6807\u3002<\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a<\/strong><\/p>\n

\u5f53SAR\u6307\u6807\u53cd\u8f6c\u7531\u7ea2\u8f6c\u9752\u8272\u65f6\u5e73\u591a\u4ed3\uff0c\u5f53SAR\u6307\u6807\u53cd\u8f6c\u7531\u9752\u8f6c\u7ea2\u8272\u65f6\u5e73\u7a7a\u4ed3<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a<\/strong><\/p>\n

N:=4;
\nSTEP:=2;
\nMVALUE:=20;
\nSTEP1:=STEP\/100;
\nMVALUE1:=MVALUE\/100;
\nSARLINE:SAR(N,STEP1,MVALUE1),CIRCLEDOT,NODRAW;
\nSARS:IF(SARLINE>0,SARLINE,NULL),CIRCLEDOT,COLORRED;
\nSARX:IF(SARLINE<0,ABS(SARLINE),NULL),CIRCLEDOT,COLORCYAN;\/\/\u5728\u4e3b\u56fe\u8f93\u51faSAR\u6307\u6807\u56ed\u70b9
\nCROSS(SARLINE,0),BP;
\nCROSSDOWN(SARLINE,0),SP;
\nAUTOFILTER;<\/p>\n

 <\/p>\n

G10\uff1a\u540a\u706f\u6b62\u635f\u4e0e+YOYO\u6b62\u635f
\n<\/span>
\n\u540a\u706f\u6b62\u635f\u4ee5\u4e70\u5f00\u4ed3\u540e\u7684\u6700\u9ad8\u4ef7\u548c\u5356\u5f00\u4ed3\u540e\u7684\u6700\u4f4e\u4ef7\u4e3a\u57fa\u51c6\u4ef7\uff0c\u6839\u636eATR\u786e\u5b9a\u4ef7\u5dee\uff0c\u6b62\u635f\u7684\u65f6\u95f4\u70b9\u662f\u5728\u6700\u65b0\u4ef7\u4e0e\u57fa\u51c6\u4ef7\u7684\u5173\u7cfb\u6ee1\u8db3\u4ef7\u5dee\u6761\u4ef6\u7684\u65f6\u5019\u3002\u5728\u8d8b\u52bf\u8ddf\u8e2a\u7cfb\u7edf\u4e2d\u540a\u706f\u6b62\u635f\u7b56\u7565\u5e94\u7528\u7684\u6bd4\u8f83\u591a\u3002
\nYOYO\u6b62\u635f\u4ee5\u524d\u4e00\u6839K\u7ebf\u7684\u6536\u76d8\u4ef7\u662f\u57fa\u51c6\u4ef7\uff0c\u6839\u636eATR\u786e\u5b9a\u4ef7\u5dee\uff0c\u6b62\u635f\u7684\u65f6\u95f4\u70b9\u662f\u6700\u65b0\u4ef7\u4e0e\u57fa\u51c6\u4ef7\u7684\u5173\u7cfb\u6ee1\u8db3\u4ef7\u5dee\u6761\u4ef6\u7684\u65f6\u5019\u3002<\/p>\n

\u7b56\u7565\u53ca\u539f\u7406\uff1a
\n<\/strong>
\n\u540a\u706f\u6b62\u635f\u90e8\u5206\u57fa\u51c6\u53d6\u5f00\u4ed3\u540e\u7684\u6781\u503c\uff0c\u4ee53\u500dATR\u6b62\u635f
\nYOYO\u90e8\u5206\u4ee5\u524d\u4e00\u6839K\u7ebf\u7684\u6536\u76d8\u4ef7\u4e3a\u524d\u8005\u7684\u57fa\u51c6\u4ef7\uff0c\u4ee51.5\u500dATR\u6b62\u635f<\/p>\n

\u7b56\u7565\u6e90\u7801\uff1a<\/strong><\/p>\n

TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
\nATR:=MA(TR,N);
\n\/\/\u540a\u706f\u6b62\u635f\u90e8\u5206
\nBKHIGH-BKPRICE>2*ATR && BKHIGH-C>3*ATR,SP;
\nSKPRICE-SKLOW>2*ATR && C-SKLOW>3*ATR,BP;
\n\/\/YOYO\u6b62\u635f\u90e8\u5206
\nREF(C,1)-C>1.5*ATR,SP;
\nC-REF(C,1)>1.5*ATR,BP;<\/p>\n

 <\/p>\n

 <\/p>\n","protected":false},"excerpt":{"rendered":"

\u4ee5\u4e0b\u662f\u6587\u534e\u8bba\u575b\u7f16\u5199\u7684\u6b62\u635f\u6848\u4f8b,\u672c\u4eba\u89c9\u5f97\u5b9e\u5728\u592a\u7ecf\u5178\u4e86,\u662f\u7cbe\u534e. \u5404\u4f4d\u5bbd\u5ba2\u53ef\u4ee5\u6839\u636e\u5b9e\u9645\u60c5\u51b5\u5236\u5b9a\u81ea\u5df1\u7684\u6b62\u635f\u7b56\u7565. & […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[24],"tags":[],"topic":[],"pingtai":[233],"shiyong":[],"zhonglei":[],"pinzhong":[],"pinlv":[],"mima":[],"zhibiao":[],"shoufei":[],"acf":[],"aioseo_notices":[],"jetpack_featured_media_url":"","_links":{"self":[{"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/posts\/324"}],"collection":[{"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=324"}],"version-history":[{"count":2,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/posts\/324\/revisions"}],"predecessor-version":[{"id":326,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=\/wp\/v2\/posts\/324\/revisions\/326"}],"wp:attachment":[{"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=324"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=324"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=324"},{"taxonomy":"topic","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Ftopic&post=324"},{"taxonomy":"pingtai","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fpingtai&post=324"},{"taxonomy":"shiyong","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fshiyong&post=324"},{"taxonomy":"zhonglei","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fzhonglei&post=324"},{"taxonomy":"pinzhong","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fpinzhong&post=324"},{"taxonomy":"pinlv","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fpinlv&post=324"},{"taxonomy":"mima","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fmima&post=324"},{"taxonomy":"zhibiao","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fzhibiao&post=324"},{"taxonomy":"shoufei","embeddable":true,"href":"https:\/\/www.quant.bsiot.cn\/index.php?rest_route=%2Fwp%2Fv2%2Fshoufei&post=324"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}