Saluran persentase harga tipikal - Keltner dan varian saluran persentase DX^^EMA (((H+L+C) /3,N); //21 hari di garis rata-rata harga khas KRTHR^^EMA ((DX,N) *1.05; //21 hari persentase di saluran KRTXR^^EMA ((DX,N) /1.05; //21 hari persentase saluran bawah
(*backtest
start: 2019-02-09 00:00:00
end: 2020-03-04 00:00:00
period: 1d
exchanges: [{"eid":"Huobi","currency":"BTC_USDT"}]
*)
//ZF:=H-C; //振幅
N:=21;
DX^^EMA((H+L+C)/3,N); //21天典型价格均线 中
KRTHR^^EMA(DX,N)*1.05; //21天百分比通道 上
KRTXR^^EMA(DX,N)/1.05; //21天百分比通道 下
C>DX AND (DX<KRTHR),BPK; //上突破典型 中轨, 中轨小于上轨
//C>DX AND REF(DX,1)>REF(DX,2),BPK;
C<DX AND (DX>KRTXR),SPK; //下突破典型 中轨, 中轨大于下轨
//C<DX AND REF(DX,1)<REF(DX,2),SPK;
AUTOFILTER;