Kitaran data: 15M, 30M, dan lain-lain
Sokongan: Masa Depan Komoditi
Penunjuk adalah EMA, garis KD, dan garis KD menggunakan parameter lalai (parameter indeks tetap 3, 3, 9)
Carta utama: EMA purata, formula: MAC ^^ EMA (C, N);
Carta sekunder: Garis K dalam KD, formula: K: SMA (RSV, M1, 1); //RSV purata bergerak D garis dalam KD, formula: D: SMA (K, M2, 1); //K nilai purata bergerak
(*backtest start: 2018-04-01 00:00:00 end: 2018-05-15 00:00:00 period: 30m exchanges: [{"eid":"Futures_BitMEX","currency":"XBT_USD"}] args: [["TradeAmount",100,126961],["ContractType","XBTUSD",126961]] *) MAC^^EMA(C,N); NKD:=9; M1:=3; M2:=3; RSV:=(CLOSE-LLV(LOW,NKD))/(HHV(HIGH,NKD)-LLV(LOW,NKD))*100; //收盘价与NKD周期最低值做差,NKD周期最高值与NKD周期最低值做差,两差之间做比值。 // (1)closing price minus the lowest value in NKD cycle, // (2)the highest value in NKD cycle minus the lowest value in NKD cycle, then (1) divided by (2). K:SMA(RSV,M1,1); // RSV的移动平均值 // MA of RSV D:SMA(K,M2,1); // K的移动平均值 // MA of K BARPOS>N AND C>MAC AND K<D,BK; BARPOS>N AND C<MAC AND K>D,SK; C<=BKPRICE*(1-SLOSS*0.01),SP(BKVOL); C>=SKPRICE*(1+SLOSS*0.01),BP(SKVOL); C>=BKPRICE*(1+SLOSS*0.01) AND C<MAC,SP(BKVOL); C<=SKPRICE*(1-SLOSS*0.01) AND C>MAC,BP(SKVOL);