标题：同花顺帮改成金字塔的

1楼

zhou 发表于：2016/8/15 10:37:55

I = 0;
PSUM = 0.5;
NSUM = 1;
WHILE (I < ZN) {
    I = I + 1;
    LC = REF(CLOSE, I);
    IF (LC = CLOSE) {
        CONTINUE;
    }
    W1 = LOG( 1 / (ABS(CLOSE - LC)/CLOSE) );
    W2 = LOG(1 + I) / LOG(1 + ZN);
    IF (LC > CLOSE) {
        PSUM = PSUM + REF(VOL, I) * W1 * W2;
    } ELSE {
        NSUM = NSUM + REF(VOL, I) * W1 * W2;
    }
}
Z = PSUM / NSUM;
IF (Z > 1) Z = 1;

ZULI : Z;
R055 : 0.55;
R090 : 0.90;

2楼

jinzhe 发表于：2016/8/15 10:40:48

ZN的初值是多少？

3楼

zhou 发表于：2016/8/15 10:43:51

默认120，最小1，最大300，设成参数

4楼

jinzhe 发表于：2016/8/15 10:47:22

zn:=120;
I： = 0;
PSUM： = 0.5;
NSUM： = 1;
WHILE (I < ZN) do begin
    I: = I + 1;
    LC: = REF(CLOSE, I);
    IF (LC = CLOSE) then
        CONTINUE;

    W1: = LOG( 1 / (ABS(CLOSE - LC)/CLOSE) );
    W2: = LOG(1 + I) / LOG(1 + ZN);
    IF (LC > CLOSE) then
        PSUM := PSUM + REF(VOL, I) * W1 * W2;
    ELSE
        NSUM := NSUM + REF(VOL, I) * W1 * W2;

Z: = PSUM / NSUM;
IF (Z > 1) then Z: = 1;
end
ZULI : Z;
R055 : 0.55;
R090 : 0.90;

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