申万宏源技术指标测试大全之二十二— Island Reversal
指标介绍
岛形反转(Island Reversal):简称IR
所需数据和参数:IR(close,high,low,nDay,pct )
指标伪码:
PASTHIGH:HHV(REF(HIGH,1),NDAY);
PASTLOW:LLV(REFV(LOW,1),NDAY);
IRD
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岛形反转(Island Reversal):简称IR
所需数据和参数:IR(close,high,low,nDay,pct )
指标伪码:
PASTHIGH:HHV(REF(HIGH,1),NDAY);
PASTLOW:LLV(REFV(LOW,1),NDAY);
IRD
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关键反转(Key Reversal):
所需数据和参数:KR(close,high,low,highlength,lowlength,nDay )
指标伪码:
LOWBAND:LLV(REF(LOW,1),LOWLENGTH);
HIGHBAND:HHV(REF(HIGH,
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移动平均包略线(Moving Average Envelopes):简称MAE
所需数据和参数:MAE(close,Length,pctAbove,pctBelow )
指标伪码:
MAEBELOW:MA(CLOSE,LENGTH)(1-0.01PCTBELOW);
M
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凯尔特钠通道(Keltner Channel)
所需数据和参数:Keltner(high,low,close,maDay,atrDay,multiplier )
指标伪码:
ATRVAL:=MA(TR,ATRDAY);
UPBAND:EMA(CLOSE,MADAY)+MUL
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德马克指标(Demarker):简称Dem
所需数据和参数:Dem(high,close,nDay,threshold1,threshold2 )
指标伪码:
DEMAX:=MAX(HIGH-REF(HIGH,1),0);
DEMIN:=MAX(REF(LOW,1)-LOW
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指标介绍鳄鱼线指标(Alligator)
所需数据和参数:Alligator(high,low,close,fast,mid,slow )
指标伪码:
MP:=(HIGH+LOW)/2;
LIPS: MEMA(MP,FAST);
TEETH: MEMA(MP,MI
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加速震荡指标(Accelerator Oscillator ):简称AC。
所需数据和参数:AC(high,low,nDay,mDay )
指标伪码:
MP:=(HIGH+LOW)/2;
AO:= MA(MP,nDay) -MA(MP,mDay);
AC:= AO-MA(
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移动平均线指标(Moving Average):简称:MA
所需数据和参数:MA(close,lag )
指标伪码:MAVAL:MA(CLOSE,LAG);
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心理线(Psychological line):简称Psy
所需数据和参数:Psy(close,nDay,threshold1, threshold2 )
指标伪码:
PSY:COUNT(CLOSE>REF(CLOSE,1),NDAY)/NDAY*100;
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领先落后指标(Leadlag):
所需数据和参数:Leadlag(close,lead,lag )
指标伪码:LEADLINE:EMA(CLOSE,LEAD);LAGLINE:EMA(CLOSE,LAG);
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顺势指标(Commodity Channel Index):简称CCI
所需数据和参数:CCI(high,low,close,tp_per,md_per,const )
指标伪码:
TYP:=(HIGH+LOW+CLOSE)/3;
CCI:(TYP-MA(TYP,tp_pe
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连续突破指标(Consecutive Break):简称:CB
所需数据和参数:CB(close,uplength,downlength )
指标伪码:
UP:BARSLASTCOUNT(CLOSE>REF(CLOSE,1));
DOWN:BARSLASTCOUNT(CLO
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突破指标(Breakout of Bar):简称BB
所需数据和参数:BB(high,low,nDay,mDay )
指标伪码:
HBB:HIGH-HHV(REF(HIGH,1),nDay);
LBB:LOW-LLV(REF(LOW,1),mDay);
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振动升降指标(Accumulation Swing Index):简称ASI
所需数据和参数:ASI(open,high,low,close,nBar )
指标伪码:
VAR1:=ABS(HIGH-REF(CLOSE,1));
VAR2:=ABS(LOW-REF(CLOSE
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布林带指标(Bollinger)
所需数据和参数:Bollinger(close,mDay,nDay,nstd )
指标伪码:
UPP:MA(CLOSE,MDAY)+NSTDSTD(CLOSE,MDAY);
DOWNP:MA(CLOSE,NDAY)-NSTD(CLO
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振动升降指标(Accumulation Swing Index):简称ASI
所需数据和参数:ASI(open,high,low,close,nBar )
指标伪码:
VAR1:=ABS(HIGH-REF(CLOSE,1));
VAR2:=ABS(LOW-REF(CLOSE
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阿隆指标(Aroon)
所需数据和参数:Aroon(high,low,nday,upband,lowband )
指标伪码:
UP:(N-HHVBARS(HIGH,NDAY))/NDAY100;
DOWN:(N-LLVBARS(LOW,NDAY))/NDAY100;
由googleglass创建,最终由googleglass更新于
混沌震荡指标(Awesome Oscillator):简称AO
所需数据和参数:AO(high,low,nDay,mDay )
指标伪码:
MP:=(HIGH+LOW)/2;
AOVAL:=MA(MP,NAO1)-MA(MP,NA02);
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平均趋向指标(Average Directional Index):简称ADX。
所需数据和参数:ADX(high,low,close,length)
指标伪码:MTR:=EMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(
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动向指标(Directional Movement Index):简称:DMI
所需数据和参数:DMI(high,low,close,lag,thred )
指标伪码:
MTR:=EMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),
A
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动量指标(Momentum Index):简称Mtm
所需数据和参数:Mtm(close,nDay)
指标伪码:MTM:CLOSE-REF(CLOSE,nDay);
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强力指标(Force):
所需数据和参数:Force(close,volume,nDay)
指标伪码:
MAVAL:=MA(CLOSE,NDAY);
FORCE:V*(MAVAL-REF(MAVAL,1))
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Pivot指标:
所需数据和参数:Pivot(high,low,leftstrength,rightstrength )
指标伪码:
LOWRIGHT:=LLVBARS(LOW,LEFTSTRENGTH+RIGHTSTRENGTH+1);
HIGHRIGHT:=HHVBAR
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Ppv指标:
所需数据和参数:Ppv(close,high,low,nDay )
指标伪码:
MID:=(REFV(CLOSE,N)+LLV(HIGH,N)+LLV(LOW,N))/3;YL1:2MID-LLV(LOW,N);
*YL2:MID+LLV(HIGH,N)-
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MEJT指标:
所需数据和参数:MEJT(close,high,low,winnum,indexlnum,indexsnum )
指标伪码:
MEJTBUY:=IF(HIGH>REF(HIGH,1) AND CLOSE>REF(HIGH,2) AND CLOSE-LOW>(H
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