[其他软件]震荡区分指标,不过不是mt的
使用ChoppyMarketIndex本功能确定当前的市场模式
如果ChoppyMarketIndex函数返回小于20的值,然后
短期摆动的方式。
谁知道是哪个里面的指标?atr10 = AverageTrueRange(10)
keyOfDay = (High + Low + Close)/3
buyEasierDay = 0
sellEasierDay = 0
if(Close > keyOfDay) then sellEasierDay = 1
if(Close<=keyOfDay) then buyEasierDay = 1
avg3Hi = Average(High,3)
avg3Lo = Average(Low,3)
if(buyEasierDay = 1) then
longEntryPoint = Open + atr10 * 0.5
shortEntryPoint = Open - atr10 * 0.75
if(sellEasierDay = 1) then
longEntryPoint = Open + atr10 * 0.75
shortEntryPoint = Open - atr10 * 0.5
longEntryPoint = MaxList(longEntryPoint,avg3Lo)
shortEntryPoint = MinList(shortEntryPoint,avg3Hi)
Initiate a long position of today's market action >= longEntryPoin
Initiate a short position of today's market action <= shortEntryPo
If the ChoppyMarketIndex function returns a value greater than or equal to
then use the long-term trend following approach.
If you have a short position that was initiated by the short-term s
approach then
shortLiqPoint = entryPrice + 3 * atr10
Liquidate short position if today's market action
>= shortLiqPoint
If you have a long position that was initiated by the short-term swing appr
then
longLiqPoint = entryPrice - 3 * atr10
Liquidate long position if today's market action
<= longLiqPoint
upBand = Average(Close,50) + StdDev(Close,50) * 2.00
dnBand = Average(Close,50) - StdDev(Close,50) * 2.00
avg50 = Average(Close,50)
Initiate a long position if today's market action >= upBand <>Initiate a short position if today's market action <= dnBand
Liquidate long position if today's market action <= avg50
Liquidate short position if today's market action >= avg50