uime 发表于 2015-4-23 07:55

atr棘轮-求大神回测

策略来自知秋一叶

绿的空,红的多,小级别别用,日线看效果很好,执行力要强。


  参数p,我设定为2

  TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
  ATR:=MA(TR1,13);
  VAR1:=REF(CLOSE,1)-REF(ATR,1);
  LSX:HHV(VAR1,13),LINETHICK1,COLORLIBLUE;
  LSX1:IF(C>=LSX,LSX,DRAWNULL),COLORMAGENTA,LINETHICK2;

  {划K线};
  STICKLINE(C>=LSX,O,C,2.5,1),COLORRED;
  STICKLINE(C>=LSX AND C>=O,C,H,0,1),COLORRED;
  STICKLINE(C>=LSX AND C>=O,O,L,0,1),COLORRED;
  STICKLINE(C>=LSX AND C<O,O,H,0,1),COLORRED;
  STICKLINE(C>=LSX AND C<O,C,L,0,1),COLORRED;

  STICKLINE(C<LSX,O,C,2.5,1),COLORGREEN;
  STICKLINE(C<LSX AND C>O,C,H,0,1),COLORGREEN;
  STICKLINE(C<LSX AND C>O,O,L,0,1),COLORGREEN;
  STICKLINE(C<LSX AND C<O,O,H,0,1),COLORGREEN;
  STICKLINE(C<LSX AND C<O,C,L,0,1),COLORGREEN;

通达信





opjianchi 发表于 2015-4-24 08:52

t68q2 发表于 2015-4-24 17:18

{:3_62:} 推荐楼主找“红树林园”大大看看,她这方面很有造诣,看看她的建议。
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