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- 2008-7-16
- 最后登录
- 2013-11-16
- 精华
- 0
- UID
- 1896
- 积分
- 1979
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- 117
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- 33
- 阅读权限
- 70
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- 2008-7-16
- 最后登录
- 2013-11-16
|
- Params
- Numeric RISK(3);
- Numeric MONYRISK(2.0);
- Numeric value2(1);
- vars
- Numeric value3(18);
- NumericSeries value4;
- NumericSeries value5;
- NumericSeries value6;
- Numeric value7;
- Numeric value8;
- NumericSeries value9;
- NumericSeries value11;
- NumericSeries value12;
- NumericSeries value13;
- NumericSeries Value14;
- NumericSeries value19;
-
- NumericSeries Range;
- NumericSeries avg;
-
- NumericSeries value10(10000);
- Numeric mro1;
- Numeric mro2;
- Numeric mro3;
- Numeric mro4;
- Numeric value4_1;
- Numeric e1;
- Numeric e2;
- Numeric Value9t;
- Numeric Value10t;
- NumericSeries h1;
- NumericSeries l1;
- Begin
- h1=h;
- l1=l;
- If(Date != Date[1] )
- {
- value19 = MONYRISK * AvgTrueRange(10) * BigPointValue;
- Value2 = Risk;
- value3 = 18 + 3 * value2;
- }
- value11 = Average(C, 9);
- value12 = Average(C, value3);
- value13 = AvgTrueRange(10);
- Commentary ( "Value13= " + Text (Value13 ) );
- value4_1 = (high + low) / 2;
- //value5=2*value4_1-low[risk];
- //value6=2*value4_1-high[risk];
- IF (close[risk] < value4_1)
- {
- value4 = 2 * value4_1 - low[risk];
- }
- Else
- {
- value4 = 2 * value4_1 - high[risk];
- }
- value4_1 = (h1 + l1) / 2;
-
- IF (close[risk] < value4_1)
- {
- value4 = 2 * value4_1 - l1[risk];
- }
- Else
- {
- value4 = 2 * value4_1 - h1[risk];
- }
- PlotNumeric("value4", value4);
- mro1 = nthcon (value4 > value4[1] and value4[1] < value4[2], 2) ;
- mro2 = NthCon (value4 < value4[1] and value4[1] > value4[2], 2) ;
-
- if (value11[1] < value12[1] and value11 > value12)
- {
-
- if (Close[1] < l1)
- value5 = Close[1] - value13;
- else value5 = l1 - value13;
- }
- else
- {
- if (MRO1 > -1 and l1[1] > value4[1])
- value5 = value4[1] - value13;
- else
- value5 = value5[1];
- }
- // -----
- if (value11[1] > value12[1] and value11 < value12)
- {
-
- if (Close[1] > h1)
- value6 = Close[1] + value13;
- else value6 = h1 + value13;
- }
- else
- {
- if (MRO2 > -1 and h1[1] < value4[1])
- value6 = value4[1] + value13;
- else
- value6 = value6[1];
- }
- // -----
- if (Abs(Open - Close[1]) >= 1.618 * value13)
- {
- if (value11 > value12) value5 = l1 - value13;
- if (value11 < value12) value6 = h1 + value13;
- }
- // -----
- //---------------
-
- if (l1 - 2.40 * value13 < value9[1])
- value7 = value9[1];
-
- else
- value7 = l1 - 2.40 * value13;
-
- if (h1 + 2.40 * value13 > value10[1])
- value8 = value10[1];
-
-
- else
- value8 = h1 + 2.40 * value13;
-
-
- if(l1 - 0.05 * value19 - 10 * 60 * BigPointValue > value7)
- value9 = value7;
- else
- value9 = l1 - 0.05 * value19 - 10 * 60 * BigPointValue;
- // -----
-
- if(h1 + 0.05 * value19 + 10 * 60 * BigPointValue < value8)
- value10 = value8;
-
- else
- value10 = h1 + 0.05 * value19 + 10 * 60 * BigPointValue;
- // -----
- if (l1 - value9 > value19) value9 = l1 - (1.50 + 0.1 * Risk) * value13;
- if (value10 - h1 > value19) value10 = h1 + (1.50 + 0.1 * Risk) * value13;
- if (value11 >= value12 and value5 >= value9) value9 = value5;
- if (value11 <= value12 and value6 <= value10) value10 = value6;
- if (value11 <= value12 and value5 <= value9) value9 = value5;
- if (value11 >= value12 and value6 >= value10) value10 = value6;
- mro3 = NthCon(value11 >= value12, 2);
- mro4 = NthCon(value11 <= value12, 2);
- if (MRO3 > -1 and value9 <= value9[1] ) value9t = value9[1]; else Value9t=Value9;
- if (MRO4 > -1 and value10 >= value10[1]) value10t = value10[1]; else Value10t=Value10;
- if (value9t > 0 and value9t <= h1 and value11 >= value12 )
- e1 = value9t;
- else e1 = InvalidNumeric();
- if (value10t > 0 and value10t < 100000 and value11<value12 and value10t >= l1)
- e2 = value10t;
- else e2 = InvalidNumeric;
- //-----------------------------------------
- Commentary ( "mro1= " + Text (mro1 ) + " mro2= " + Text (mro2 )+" mro13= " + Text (mro3 ) + " mro4= " + Text (mro4 ) );
- PlotNumeric("e1", e1,0,red);
- PlotNumeric("e2", e2,0,Green);
- End
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