文华wh6期货《自适应均线趋势跟踪》指标公式源码

P:=12;

F:=2;

M:=24;

ZV:=CLOSE-REF(CLOSE,P);

VK:=SUM(ABS(CLOSE-REF(CLOSE,1)),P);

RE:=SUM(ABS(ZV/VK),1);

FQ:=2/(F+1);

SM:=2/(M+1);

KS:=RE*(FQ-SM)+SM;

QS:=KS*KS;

自适应线:DMA(CLOSE,QS),COLORWHITE,LINETHICK3;

波幅:MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

真实波:SMA(波幅,12,1);

高破:=(H>HV(H,11));

低破:=(L<LV(L,11));

参照锚:=IF(BARSLAST(低破)<BARSLAST(高破),VALUEWHEN(低破,C+2*真实波),VALUEWHEN(高破,C-2*真实波));

下转:=高破&&自适应线<参照锚&&自适应线<C;

上转:=低破&&自适应线>参照锚&&自适应线>C;

DRAWLINE3(下转||EVERY(自适应线<C,BARSLAST(下转)),自适应线,0,1,REF(自适应线,1),1,0),COLORLIGHTRED,LINETHICK3;

DRAWLINE3(上转||EVERY(自适应线>C,BARSLAST(上转)),自适应线,0,1,REF(自适应线,1),1,0),COLORLIGHTGREEN,LINETHICK3;

Q:=5;

强突:=(下转||EVERY(自适应线<C,BARSLAST(下转)))&&C>HV(H,11)&&MAX(ABS(C-O),ABS(C-REF(C,1)))>HV(MAX(ABS(C-O),ABS(C-REF(C,1))),11);

DRAWTEXT(强突,L-Q*MINPRICE,''),COLORRED,VALIGN0,FONTSIZE25;

DRAWCOLORKLINE(强突,COLORRED,0);

弱突:=(上转||EVERY(自适应线>C,BARSLAST(上转)))&&C<LV(L,11)&&MAX(ABS(C-O),ABS(C-REF(C,1)))>HV(MAX(ABS(C-O),ABS(C-REF(C,1))),11);

DRAWTEXT(弱突,H+Q*MINPRICE,''),COLORGREEN,FONTSIZE25;

DRAWCOLORKLINE(弱突,COLORGREEN,0);

DRAWCOLORKLINE(VALUEWHEN(弱突||强突,弱突),COLORGREEN,1);

DRAWCOLORKLINE(VALUEWHEN(弱突||强突,强突),COLORRED,1);

DRAWCOLORKLINE(VALUEWHEN(弱突||强突,弱突)&&ISDOWN,COLORGREEN,0);

DRAWCOLORKLINE(VALUEWHEN(弱突||强突,强突)&&ISDOWN,COLORRED,0);

HDJ:=HHV(HIGH,1)/5+HHV(HIGH,2)/5+HHV(HIGH,2)/5+HHV(HIGH,5)/5+HHV  (HIGH,8)/5;

LDJ:=LLV(LOW,1)/5+LLV(LOW,2)/5+LLV(LOW,2)/5+LLV(LOW,5)/5+LLV(LOW,8)/5;

N6:=61;

上沿:=EMA2(HIGH,N6);

下沿:=EMA2(LOW,N6);

中沿:=EMA2(CLOSE,N6);

穿高:=BARSLAST(C>上沿);

穿低:=BARSLAST(C<下沿);

均二十:=MA(C,22);

二十升:=均二十>=REF(均二十,1);

二十降:=均二十<REF(均二十,1);

XA1:=BARSLAST(TIME=0930)+1,NODRAW;

AA1:=MOD(穿高,5)=0||REFX(XA1,1),NODRAW;

NN:=REF(BARSLAST(AA1=1),1)+1,NODRAW;

Z:=(C+O)/2,NODRAW;

HX:=ISUP&&REF(ISDOWN,1)&&REF(ISDOWN,2)&&REF(ISUP,3);

LX:=ISDOWN&&REF(ISUP,1)&&REF(ISUP,2)&&REF(ISDOWN,3);

阳包:=C>REF(O,1)&&O<REF(C,1)&&HX;

阴包:=C<REF(O,1)&&O>REF(C,1)&&LX;

阳半收:=C>=REF(O,1)&&O>=REF(C,1)&&HX;

阴半收:=C<=REF(O,1)&&O<=REF(C,1)&&LX;

阳半开:=C>=REF(C,1)&&C<REF(O,1)&&HX;

阴半开:=C<=REF(C,1)&&C>REF(O,1)&&LX;

Q阳包:=BACKSET(ISLASTBAR,SUMBARS(阳包,1));

Q阴包:=BACKSET(ISLASTBAR,SUMBARS(阴包,1));

Q阳半收:=BACKSET(ISLASTBAR,SUMBARS(阳半收,1));

Q阴半收:=BACKSET(ISLASTBAR,SUMBARS(阴半收,1));

Q阳半开:=BACKSET(ISLASTBAR,SUMBARS(阳半开,1));

Q阴半开:=BACKSET(ISLASTBAR,SUMBARS(阴半开,1));

STICKLINE(阳包,O,C,COLORYELLOW,0);

STICKLINE(阴包,O,C,COLORBLUE,0);

STICKLINE(阳半收,Z,C,COLORYELLOW,0);

STICKLINE(阴半收,Z,C,COLORBLUE,0);

STICKLINE(阳半开,Z,C,COLORYELLOW,0);

STICKLINE(阴半开,Z,C,COLORBLUE,0);


STICKLINE(阳包,Z,Z,COLORCYAN,0);

STICKLINE(阴包,Z,Z,COLORWHITE,0);

STICKLINE(阳半收,Z,Z,COLORCYAN,0);

STICKLINE(阴半收,Z,Z,COLORWHITE,0);


多包:=阳包||阳半收||阳半开;

空包:=阴包||阴半收||阴半开;

DRAWSL(阳包&&Q阳包&&二十升,(C-Z)*8+C,0,7,0,COLORRED);

DRAWSL(阴包&&Q阳包&&二十降,C-(O-Z)*8,0,7,0,COLORGREEN);

DRAWSL(阳半收&&Q阳半收&&二十升,(C-Z)*8+C,0,7,0,COLORRED),DASH;

DRAWSL(阴半收&&Q阳半收&&二十降,C-(O-Z)*8,0,7,0,COLORGREEN),DASH;

DRAWSL(阳半开&&Q阳半开&&二十升,(C-Z)*8+C,0,7,0,COLORRED),DOT;

DRAWSL(阴半开&&Q阴半开&&二十降,C-(O-Z)*8,0,7,0,COLORGREEN),DOT;

DRAWNUMBER1(阳包&&Q阳包&&二十升,(C-Z)*8+C,(C-Z)*8+C,1),ALIGN0,VALIGN2;

DRAWNUMBER1(阴包&&Q阳包&&二十降,C-(O-Z)*8,C-(O-Z)*8,1),ALIGN0,VALIGN0,COLORGREEN;

DRAWNUMBER1(阳半收&&Q阳半收&&二十升,(C-Z)*8+C,(C-Z)*8+C,1),ALIGN0,VALIGN2;

DRAWNUMBER1(阴半收&&Q阳半收&&二十降,C-(O-Z)*8,C-(O-Z)*8,1),ALIGN0,VALIGN0,COLORGREEN;

DRAWNUMBER1(阳半开&&Q阳半开&&二十升,(C-Z)*8+C,(C-Z)*8+C,1),ALIGN0,VALIGN2;

DRAWNUMBER1(阴半开&&Q阴半开&&二十降,C-(O-Z)*8,C-(O-Z)*8,1),ALIGN0,VALIGN0,COLORGREEN;


REF(多包,1),SOUND('A');

REF(空包,1),SOUND('B');

摆动值:=(CLOSE-LLV(LOW,5))/(HHV(HIGH,5)-LLV(LOW,5))*100;

JSJ:=SMA(摆动值,5,1);

KSD:=SMA(JSJ,2,1);

DSK:=SMA(KSD,3,1);

金摆:=CROSS(KSD,DSK);

死摆:=CROSSDOWN(KSD,DSK);

N1W:=BARSLAST(金摆)+1;

N2W:=BARSLAST(死摆)+1;

HHW:=REF(HHV(H,N1W),N2W);

LLW:=REF(LLV(L,N2W),N1W);

A1W:=BACKSET(REFX(死摆,1),HHVBARS(H,N1W)+1);

B1W:=BACKSET(REFX(金摆,1),LLVBARS(L,N2W)+1);

X1W:=BARSLAST(CROSS(A1W,0.2));

X2W:=BARSLAST(CROSS(B1W,0.2));

DRAWLINE1(CROSS(A1W,0.2),H,CROSS(B1W,0.2),L,0),COLORLIGHTGREEN,LINETHICK3;

DRAWLINE1(CROSS(B1W,0.2),L,CROSS(A1W,0.2),H,0),COLORYELLOW,LINETHICK3;

Q1W:=VALUEWHEN(CROSS(A1W,0.2),H),COLORGREEN,LINETHICK3;

W1W:=VALUEWHEN(CROSS(B1W,0.2),L),COLORRED,LINETHICK3;

NG:=BACKSET(ISLASTBAR,BARSLAST(CROSS(TIME>=IFELSE(PERIOD=0&&EXIST(TIME>2400,DAYBARPOS),090000,0900)&&TIME<IFELSE(PERIOD=0&&EXIST(TIME>2400,DAYBARPOS),150000, 1500),0.5)||CROSS(TIME>=IFELSE(PERIOD=0&&EXIST(TIME>2400,DAYBARPOS),210000,2100)&&TIME<IFELSE(PERIOD=0&&EXIST(TIME>2400,DAYBARPOS),220000,2200),0.5))+1);

DIF线 := EMA(CLOSE,7) - EMA(CLOSE,21);

DEA线 := EMA(DIF线,7);

MACD柱:=2*(DIF线-DEA线),COLORSTICK;

金叉:=CROSS(DIF线,DEA线),NODRAW;

死叉:=CROSSDOWN(DIF线,DEA线),NODRAW;

低位:=CROSS( BACKSET(REFX(金叉,1)||ISLASTBAR&&DIF线<DEA线,LLVBARS(L,BARSLAST(死叉)+1)+1),0.5),NODRAW;

高位:=CROSS( BACKSET(REFX(死叉,1)||ISLASTBAR&&DIF线>DEA线,HHVBARS(H,BARSLAST(金叉)+1)+1),0.5),NODRAW;

A:=BACKSET(ISLASTBAR,SUMBARS(高位||低位,3));

DRAWSL(NG&&高位,REF(L,BARSLAST(NG&&低位)),0,-BARSLAST(NG&&低位),0,COLORYELLOW),LINETHICK3;

DRAWSL(NG&&低位,REF(H,BARSLAST(NG&&高位)),0,-BARSLAST(NG&&高位),0,COLORMAGENTA),LINETHICK3;

三高:=IF(NG, HHV(H,3),NULL),COLORWHITE,LINETHICK2;

三低:=IF(NG, LLV(L,3),NULL),COLORWHITE,LINETHICK2;

DRAWCOLORKLINE(穿低>穿高,COLORRED,1);

DRAWCOLORKLINE(穿低>穿高 AND ISDOWN,COLORRED,0);

DRAWCOLORKLINE(穿低<穿高,COLORGREEN,1);

DRAWCOLORKLINE(穿低<穿高 AND ISDOWN,COLORGREEN,0);