//AvgRange= AvgRange+alfa*(HighPrice[ i ]-LowPrice[ i ]);
//加上处理跳空,特别是一字跳空
if(Abs(HighPrice[ i ]-LowPrice[ i ])<4*MinMove() && Abs(OpenPrice[ i ]-ClosePrice[i+1])>27*MinMove())
If(OpenPrice[ i ]>ClosePrice[i+1])
AvgRange= AvgRange+alfa*(HighPrice[ i ]-ClosePrice[i+1]);
Else
AvgRange= AvgRange+alfa*(ClosePrice[i+1]-LowPrice[ i ]);
Else
AvgRange= AvgRange+alfa*(HighPrice[ i ]-LowPrice[ i ]);
}
ATR0 = AvgRange/Length;
if (ATR0>ATRmax) ATRmax=ATR0;
if (ATR0<ATRmin) ATRmin=ATR0;
result=Round(0.5*Kv*(ATRmax+ATRmin)/MinMove(),0);
}
else
result=Kv*StepSize;
}Else
{
result = InvalidNumeric;
}