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标题:[原创]基于PEL的概率分析

1楼
z7c9 发表于:2010/12/25 11:39:07
以下内容为程序代码:

1 variable:hightime=0,lowtime=0;
2
3 intradayhigh:=callstock(stklabel,vthigh,6,0);
4 intradaylow:=callstock(stklabel,vtlow,6,0);
5
6 n:=barslast(date<>ref(date,1))+1;
7
8 if time=113000 and intradayhigh=hhv(high,n) then
9     hightime:=hightime+1;
10
11 if time=113000 and intradaylow=llv(low,n) then
12     lowtime:=lowtime+1;
13
14 高点概率:rounds(hightime/(count(date<>ref(date,1),0)+1),1),linethick0;
15 低点概率:rounds(lowtime/(count(date<>ref(date,1),0)+1),1),linethick0;
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