高层玻璃幕墙结构节点:追涨与抄底海龟法则
{追涨海龟法则}
{参数:N1=13;N2=20;N3=55}
MA1:EMA(C,6);
MA2:EMA(C,13);
LC:=REF(CLOSE,1);
TR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW)));
ATR:=SMA(TR,N2,1);
AA:=(HHV(HIGH,N2) - (2 * ATR));
BB:=CROSS(CLOSE,REF(HHV(HIGH,N3),1));
SSS:=CROSS(MIN(MA(CLOSE,N1),AA),CLOSE);
BBB:=BARSLAST(BB);
SSSB:=BARSLAST(SSS);
B1:=((BBB = 0) AND (REF(SSSB,1) < REF(BBB,1)));
B1B:=BARSLAST(B1);
B2:=((((BB = 1) AND (B1B < SSSB)) AND (B1B > 0)) AND (COUNT(BB,SSSB) < 3));
B2B:=BARSLAST(B2);
B3:=((((BB = 1) AND (B2B < B1B)) AND (COUNT(BB,SSSB) < 4)) AND (COUNT(BB,SSSB) > 2));
B3B:=BARSLAST(B3);
SS:=CROSS(MAX(AA,MA(CLOSE,N1)),CLOSE);
SS1:=(((SS AND ((B3B < B2B) OR (B2B < B1B))) AND (SSSB > B1B)) AND (COUNT(SS,B2B) < 2));
SS1B:=BARSLAST(SS1);
SS2:=((((SS AND (SS1B < SSSB)) AND (B3B < B2B)) AND (SS1B > 0)) AND (COUNT(SS,B2B) < 3));
SSSS:=(SSS AND (REF(SSSB,1) > REF(B1B,1)));
DRAWICON((B1 = 1),(LOW - 0.1),7);
DRAWTEXT((B1 = 1),(LOW - 0.25),'买1'),COLORRED;
DRAWICON((B2 = 1),(LOW - 0.1),7);
DRAWTEXT((B2 = 1),(LOW - 0.25),'买2'),COLORRED;
DRAWICON((B3 = 1),(LOW - 0.1),7);
DRAWTEXT((B3 = 1),(LOW - 0.25),'买3'),COLORRED;
DRAWICON((SS1 = 1),(HIGH + 0.1),8);
DRAWTEXT((SS1 = 1),(HIGH + 0.25),'止损1'),COLORWHITE;
DRAWICON((SS2 = 1),(HIGH + 0.1),8);
DRAWTEXT((SS2 = 1),(HIGH + 0.25),'止损2'),COLORWHITE;
DRAWICON((SSSS = 1),(HIGH + 0.1),8);
DRAWTEXT((SSSS = 1),(HIGH + 0.25),'快卖'),COLORYELLOW;
{抄底海龟法则}
{参数:N1=13;N2=20;N3=55}
OO:=-O;
CC:=-C;
HH:=-H;
LL:=-L;
ULC:=REF(CC,1);
UTR:=MAX((HH - LL),MAX((HH - ULC),(ULC - LL)));
UATR:=SMA(UTR,N2,1);
UAA:=(HHV(HH,N2) - (2 * UATR));
UBB:=CROSS(CC,REF(HHV(HH,N3),1));
USSS:=CROSS(MIN(MA(CC,N1),AA),CC);
UBBB:=BARSLAST(UBB);
USSSB:=BARSLAST(USSS);
UB1:=((UBBB = 0) AND (REF(USSSB,1) < REF(UBBB,1)));
UB1B:=BARSLAST(UB1);
UB2:=((((UBB = 1) AND (UB1B < USSSB)) AND (UB1B > 0)) AND (COUNT(UBB,USSSB) < 3));
UB2B:=BARSLAST(UB2);
UB3:=((((UBB = 1) AND (UB2B < UB1B)) AND (COUNT(UBB,USSSB) < 4)) AND (COUNT(UBB,USSSB) > 2));
UB3B:=BARSLAST(UB3);
USS:=CROSS(MAX(UAA,MA(CC,N1)),CC);
USS1:=(((USS AND ((UB3B < UB2B) OR (UB2B < UB1B))) AND (USSSB > UB1B)) AND (COUNT(USS,UB2B) < 2));
USS1B:=BARSLAST(USS1);
USS2:=((((USS AND (USS1B < USSSB)) AND (UB3B < UB2B)) AND (USS1B > 0)) AND (COUNT(USS,UB2B) < 3));
USSSS:=(USSS AND (REF(USSSB,1) > REF(UB1B,1)));
DRAWICON((UB1 = 1),(LOW - 0.1),8);
DRAWTEXT((UB1 = 1),(LOW - 0.25),'空1'),COLORYELLOW;
DRAWICON((UB2 = 1),(LOW - 0.1),8);
DRAWTEXT((UB2 = 1),(LOW - 0.25),'空2'),COLORYELLOW;
DRAWICON((UB3 = 1),(LOW - 0.1),8);
DRAWTEXT((UB3 = 1),(LOW - 0.25),'空3'),COLORYELLOW;
DRAWICON((USS1 = 1),(LOW - 0.1),7);
DRAWTEXT((USS1 = 1),(HIGH + 0.25),'止损1'),COLORWHITE;
DRAWICON((USS2 = 1),(LOW - 0.1),7);
DRAWTEXT((USS2 = 1),(HIGH + 0.25),'止损2'),COLORWHITE;
DRAWICON((USSSS = 1),(LOW - 0.1),7);
DRAWTEXT((USSSS = 1),(HIGH + 0.25),'多'),COLORRED;
在大智慧和通达信上测试通过。