标识符长度 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

Input:ExtDepth(5,5,25,1),ExtDeviation(5,3,10,1),ExtBackStep(3,3,10,1);

variable:Zigzag[270]=0,NUM=0,whatlookfor:=0,LastPrice1:=0,LastPrice2:=0,LastSet1:=0,LastSet2:=0;

variable:Zigzaghigh[270]=0;

variable:Zigzaglow[270]=0;

WARNING_DISABLE:4;

NN:=barslast(day<>ref(day,1))+1;

If NN=1 Then BEGIN

For i=1 to 270 do Zigzag[i]:=0;

Zigzaghigh[i]:=0;

Zigzaglow[i]:=0;

whatlookfor:=0;

LastPrice1:=Open;

LastPrice2:=0;

LastSet1:=1;

LastSet2:=0;

NUM:=1;

Zigzag[1]:=Open;

Zigzaghigh[1]:=open;

Zigzaglow[1]:=open;

END

REFCLOSE:=REF(CLOSE,1);

LASTHIGH:=HHV(HIGH,NN-LastSet1);

LASTLOW:=LLV(LOW,NN-LastSet1);

LASTHIGHSET:=NN-HHVBARS(HIGH,NN-LastSet1);

LASTLOWSET:=NN-LLVBARS(LOW,NN-LastSet1);

If Islastbar<>1 AND whatlookfor=0 Then Begin //确定了起点，寻找第一个拐点

If LastPrice1<>0 AND LastPrice2=0 Then BEGIN

IF REFCLOSE>LastPrice1 AND (NN-LastSet1)>=ExtDepth AND (REFCLOSE-LastPrice1)>=ExtDeviation Then BEGIN //先出现高点

LastPrice2:=REFCLOSE;

LastSet2:=NN;

whatlookfor:=-1;

GOTO ENDEXIT@;

END

IF REFCLOSE<LastPrice1 AND (NN-LastSet1)>=ExtDepth AND (LastPrice1-REFCLOSE)>=ExtDeviation Then BEGIN //先出现低点

LastPrice2:=REFCLOSE;

LastSet2:=NN;

whatlookfor:=1;

GOTO ENDEXIT@;

END

If Islastbar<>1 AND whatlookfor=1 Then Begin //最后是向下拐点，寻找高点

If LastPrice1<>0 AND LastPrice2<>0 Then BEGIN

If REFCLOSE<LastPrice2 Then BEGIN

LastPrice2:=REFCLOSE;

LastSet2:=NN; //最后一个比他小的数

END

IF REFCLOSE>LastPrice2 AND (NN-LastSet2)>=ExtDepth AND (REFCLOSE-LastPrice2)>=ExtDeviation Then BEGIN // 找到高点

NUM:=NUM+1;

whatlookfor:=-1;

Zigzag[LASTLOWSET]:=LASTLOW;

Zigzaglow[LASTLOWSET]:=LASTLOW;

//Zigzaglow[LASTLOWSET]:=LASTLOW;

LastPrice1:=LastPrice2;

LastSet1:=LastSet2;

LastPrice2:=REFCLOSE;

LastSet2:=NN;

END

If Islastbar<>1 AND whatlookfor=-1 Then Begin //最后是向上拐点，寻找低点

If LastPrice1<>0 AND LastPrice2<>0 Then BEGIN

If REFCLOSE>LastPrice2 Then BEGIN

LastPrice2:=REFCLOSE;

LastSet2:=NN;

END

IF REFCLOSE<LastPrice2 AND (NN-LastSet2)>=ExtDepth AND (LastPrice2-REFCLOSE)>=ExtDeviation Then BEGIN // 找到低点

NUM:=NUM+1;

whatlookfor:=1;

Zigzag[LASTHIGHSET]:=LASTHIGH;

//Zigzaghigh[LASTHIGHSET]:=LASTHIGH;

Zigzaghigh[LASTHIGHSET]:=LASTHIGH;

LastPrice1:=LastPrice2;

LastSet1:=LastSet2;

LastPrice2:=REFCLOSE;

LastSet2:=NN;

END

ENDEXIT@ ;

POLYLINE(Zigzag[NN]<>0,Zigzag[NN],COLORRED,1,VTSOLID);

//POLYLINE(Zigzaghigh[NN]<>0,Zigzag[NN],COLORRED,1,VTSOLID);

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