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本帖最后由 longzhanyuye 于 2019-6-25 13:23 编辑
// 简称: Weilian
// 名称: 威廉指标日线
// 类别: 公式应用
// 类型: 用户应用
// 输出:
//------------------------------------------------------------------------
Params
Numeric Length1(10);
Numeric Length(14) ;
Numeric TrailingStart1(50); // 跟踪止盈启动设置1//
Numeric TrailingStart2(80); // 跟踪止盈启动设置2//
Numeric TrailingStop1(30); // 跟踪止盈设置1//
Numeric TrailingStop2(20); // 跟踪止盈设置2//
Numeric StopLossSet(30); //固定止损30个点//
Vars
Numeric HH;
Numeric Divisor;
NumericSeries PRValue;
NumericSeries NetChgAvg( 0 );
NumericSeries TotChgAvg( 0 );
Numeric SF( 0 );
Numeric Change( 0 );
Numeric ChgRatio( 0 ) ;
NumericSeries RSIValue;
NumericSeries HighestAfterEntry;
NumericSeries LowestAfterEntry;
Numeric MinPoint;
Numeric MyEntryPrice;
Numeric myprice;
Numeric myexitprice;
Begin //计算WR指标//
HH = Highest(High, Length1);
Divisor = HH - Lowest(Low, Length1);
If (Divisor <> 0 )
PRValue = 100 - ( ( HH - Close ) / Divisor ) * 100;
else
PRValue = Divisor; //计算RSI指标//
If(CurrentBar <= Length - 1)
{ NetChgAvg = ( Close - Close[Length] ) / Length ;
TotChgAvg = Average( Abs( Close - Close[1] ), Length ) ;
}Else
{ SF = 1/Length; Change = Close - Close[1] ;
NetChgAvg = NetChgAvg[1] + SF * ( Change - NetChgAvg[1] ) ;
TotChgAvg = TotChgAvg[1] + SF * ( Abs( Change ) - TotChgAvg[1] ) ; }
If( TotChgAvg <> 0 )
{ ChgRatio = NetChgAvg / TotChgAvg;
}else
{ ChgRatio = 0 ; }
RSIValue = 50 * ( ChgRatio + 1 );
If(!CallAuctionFilter()) Return;// 集合竞价和小节休息过滤
If(MarketPosition <>1 && PRValue[1] >= 50 And RSIValue[1] >= 50)
{ Buy(0,Open); }
If(MarketPosition <>-1 && PRValue[1] <= 50 And RSIValue[1] <= 50)
{ SellShort(0,Open); }
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