准备移植一个公式,但对其中的少部分函数不清楚,请哪位大大指点一下,先谢谢了!准备移植一个公式,但对其中的少部分函数不清楚,请哪位大大指点一下,先谢谢了!公式如下,如红色所示函数:----------------------------------------------------------------------------------ASCTrend2Inputs: RISK(3), MONYRISK(2.0);If CurrentBar = 1 then beginvars: value2(1), value3(18), value10(10000), value19(0);value19 = MONYRISK*Average(Range, 10)*BigPointValue;value2 = Risk;value3 = 18 + 3*value2;End;value11 = Average(C, 9);value12 = Average(C, value3);value13 = Average(Range, 10);value4 = JESSD( High, Low, H[value2], L[value2], C[value2] );If MRO (value4 > value4[1] and value4[1] < value4[2], 2, 1) > -1 and L[1] > value4[1] thenvalue5 = value4[1] - value13 ;If MRO (value4 < value4[1] and value4[1] > value4[2], 2, 1) > -1 and H[1] < value4[1] thenvalue6 = value4[1] + value13 ;If value11[1] < value12[1] and value11 > value12 then value5 = TrueLow -value13;If value11[1] > value12[1] and value11 < value12 then value5 = TrueHigh + value13;If AbsValue( O - C[1] ) >= 1.618*value13 then beginIf value11 > value12 then value5 = Low - value13;If value11 < value12 then value14 = High + value13;End;value7 = BS105(L, 2.40, value13, value9 );value8 = SS105(H, 2.40, value13, value10 );value9 = BS0(L, 60, value7, Risk, value19);value10 = SS0(H, 60, value8, Risk, value19);If L - value9 > value19/BigPointValue then value9 = L - (1.50 + 0.1*Risk)*value13;If value10 - H > value19/BigPointValue then value10 = H + (1.50 + 0.1*Risk)*value13;If value11 >= value12 and value5 >= value9 then value9 = value5;If value11 <= value12 and value6 <= value10 then value10 = value6;If value11 <= value12 and value5 <= value9 then value9 = value5;If value11 >= value12 and value6 >= value10 then value10 = value6;If MRO(value11 >= value12, 2, 2) > -1 and value9 <= value9[1] then value9 = value9[1] ;If MRO(value11 <= value12, 2, 2) > -1 and value10 >= value10[1] then value10 = value10[1] ;If value9 > 0 and value11 >= value12 and value9 <= H then Plot1 (value9, "BuyStop2");If value10 > 0 and value10 < 1000000000 and value11 <= value12 and value10 >= L then Plot2 (value10, "SellStop2");----------------------------------------------------------------------------------其中不了解的函数如下:BigPointValue:value19 = MONYRISK*Average(Range, 10)*BigPointValue;JESSDvalue4 = JESSD( High, Low, H[value2], L[value2], C[value2] );BS105、SS105、BS0、SS0value7 = BS105(L, 2.40, value13, value9 );value8 = SS105(H, 2.40, value13, value10 );value9 = BS0(L, 60, value7, Risk, value19);value10 = SS0(H, 60, value8, Risk, value19);(H, 60, value8, Risk, value19);BigPointValue:JESSD
[此贴子已经被作者于2012-6-27 0:22:34编辑过]
你把这几个代码的中文意思说出来 以便我们了解在金字塔中相近或相似的函数能用什么替代
以下是引用RogarZ在2012-6-27 9:00:27的发言:
你把这几个代码的中文意思说出来 以便我们了解在金字塔中相近或相似的函数能用什么替代
就是不了解这几个函数的中文意思,需要请教。
或者国内哪个论坛讨论tradestation比较热烈的?