东财系统公式实例交易系统.docx

1、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);ENTERL

2、ONG: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(HD0 AND HDLD,HD,0),N);DMM:= SUM(IF(LD0 AND LDHD,LD,0),N);PDI:= DPM*100/TR;MDI:= DMM*100/TR;ENTERLONG:CROSS(PDI,MDI);EXITLONG:C

3、ROSS(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) OR CROSS(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)&WK80;RSV:=(CLOSE-LLV

4、(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);ENTE

5、RLONG:CROSS(MACD,0);EXITLONG:CROSS(0,MACD);WMTM:=C-REF(C,N);ENTERLONG:CROSS(WMTM,0);EXITLONG:CROSS(0,WMTM);MYPSY:=COUNT(CLOSEREF(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:=RE

6、F(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(CLOSEOPEN,VOL,0)+IF(CLOSE=OPEN,VOL/2,0),N)/SUM(IF(CLOSEOPEN,VOL,0)+IF(CLOSE=OPEN,VOL/2,0),N)*100;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);