​文​华​财​经​公​式R
<p>以下是文华财经公式已破解的交易策略源码（无源码的请下载附件导入）</p><div class="con" id="rjsmad1"></div>
<p>已破解的交易策略源码：</p>
<p>DIRECTION:=CLOSE-REF(CLOSE,10);<br>
VOLATILITY:=SUM(ABS((CLOSE-REF(CLOSE,1))),10);<br>
ER:=ABS(DIRECTION/VOLATILITY);<br>
FASTSC:=2/(2 + 1);<br>
SLOWSC:=2/(30 + 1);<br>
SSC:=ER*(FASTSC-SLOWSC)+SLOWSC;<br>
cxh99.com:c,nodraw;<br>
CONSTANT:=SSC*SSC;<br>
AMAHIGH:=REF(EMA(HIGH,100),1)+CONSTANT*(HIGH- EMA(HIGH,100));<br>
AMACLOSE:=REF(EMA(CLOSE,100),1)+CONSTANT*(CLOSE- REF(EMA(CLOSE,100),1));<br>
AMALOW:=REF(EMA(LOW,100),1)+CONSTANT*(LOW- EMA(LOW,100));<br>
REF(LOW>AMAHIGH,1),BK;<br>
REF(CLOSE<AMACLOSE OR CLOSE<=0.995*BKPRICE,1),SP;<br>
REF(HIGH<AMALOW,1),SK;<br>
REF(CLOSE>AMACLOSE OR CLOSE>=1.005*SKPRICE,1),BP;<br>
AUTOFILTER;</p>
<p><br>
源码解析：<br>
DIRECTION赋值:收盘价-10日前的收盘价<br>
VOLATILITY赋值:(收盘价-昨收)的绝对值的10日累和<br>
ER赋值:DIRECTION/VOLATILITY的绝对值<br>
FASTSC赋值:2/(2 + 1)<br>
SLOWSC赋值:2/(30 + 1)<br>
SSC赋值:ER*(FASTSC-SLOWSC)+SLOWSC<br>
输出CXH99.COM:收盘价,NODRAW<br>
CONSTANT赋值:SSC*SSC<br>
AMAHIGH赋值:昨日最高价的100日指数移动平均+CONSTANT*(最高价- 最高价的100日指数移动平均)<br>
AMACLOSE赋值:昨日收盘价的100日指数移动平均+CONSTANT*(收盘价- 昨日收盘价的100日指数移动平均)<br>
AMALOW赋值:昨日最低价的100日指数移动平均+CONSTANT*(最低价- 最低价的100日指数移动平均)<br>
昨日最低价>AMAHIGH,BK<br>
昨日收盘价<AMACLOSEORCLOSE<=0.995*BKPRICE,SP<br>
昨日最高价<AMALOW,SK<br>
昨日收盘价>AMACLOSEORCLOSE>=1.005*SKPRICE,BP<br>
AUTOFILTER<br>
</p>
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