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建立在趋势指标上的交易系统,遇过遇到跳空低开高走的行情,均线会迅速变为死叉,此时的死叉其实是不合理的。
另外还有ATR,KDJ等很多指标都会跳空缺口的影响,但消除跳空缺口后也有不利的时候,需要各自针对自己的交易系统做适当的处理。
消除跳空缺口的源码如下- Vars
- NumericSeries RemoveGap;
- NumericSeries RemoveGapClose;
- NumericSeries RemoveGapHigh;
- NumericSeries RemoveGapLow;
- NumericSeries RemoveGapOpen;
-
- Begin
- If(BarStatus == 0)
- {
- RemoveGap=0;
- RemoveGapOpen=open;
- RemoveGapClose=close;
- RemoveGapHigh=high;
- RemoveGapLow=low;
- }
- Else If(date!=date[1])
- {
- RemoveGap=Open-close[1]+RemoveGap[1];
- RemoveGapClose=close-RemoveGap;
- RemoveGapHigh=High-RemoveGap;
- RemoveGapLow=Low-RemoveGap;
- RemoveGapOpen=RemoveGapClose[1];
- }
- Else
- {
- RemoveGap=RemoveGap[1];
- RemoveGapClose=close-RemoveGap;
- RemoveGapHigh=High-RemoveGap;
- RemoveGapLow=Low-RemoveGap;
- RemoveGapOpen=open-RemoveGap ;
- }
-
- If(open>=close)
- {
- PlotNumeric("High",RemoveGapHigh);
- PlotNumeric("Low",RemoveGapLow);
- PlotNumeric("Open",RemoveGapOpen);
- PlotNumeric("Close",RemoveGapClose);
- }
- Else
- {
- PlotNumeric("High",RemoveGapHigh);
- PlotNumeric("Low",RemoveGapLow);
- PlotNumeric("Close",RemoveGapClose);
- PlotNumeric("Open",RemoveGapOpen);
- }
- End
复制代码 |
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