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逾越布林(源码,起首是股指股价尺度差算法的逾越,其次是动态周期,三看次新股0 j3 v t$ }+ `7 h, i
# @6 n: Y0 x8 F{参数设置:N(2,300;20)};
4 F: v* L: V& \$ E" X: ]{公式特点:用【一阶原点矩】构造【股价(股指)尺度差】,}
4 B& |9 f9 @" _) u( S{公式性能因而远超“经典布林带”和体系自带的“BOLL_M”};
1 k' M3 ^ F3 }8 f; n: E& yM1:=((EMA(C,12)-EMA(C,26))/EMA(C,12)+1)*N,NODRAW;
9 p) D/ N, `2 ^7 sDIF:=MA(((EMA(C,12)-EMA(C,26))/EMA(C,12)+1)*C,M1);
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M:EMA("KDJ.K"(9,3,3)/100+"KDJ.D"(9,3,3)/100,N)*N,NODRAW;, i; N5 D/ h( |! k' T) i
M_A:=SUM(C,M)/SUM(1,M);{此式有利看新股}
( l) X* t; M; }6 [8 y{M_A:=MA(C,N);备用,当上市买卖业务日数>=N时与上式等值};
" p: c3 ^" ?' x: fCQ:=ABS(C);$ {/ K. |3 r" Q, T) L) `0 D
SD1:=SQRT(SUM((C-M_A)*(C-M_A)*CQ/SUM(CQ,M),M));
2 B) K! O: D! X. y. G6 l! m8 ESD2:=SQRT(SUM((C-M_A)*(C-M_A)*CQ,M)/SUM(CQ,M));
$ Q1 r( F+ V: p2 i' Z1 e+ u ZSD:=(SD1+SD2)/2;{实在SD1、SD2无原理性区别,但有个截尾偏差}+ N9 a" V8 u; \
顶线:M_A+2*SD;
7 @" a, ^2 C# G; [" M强线:M_A+SD;
I. q) V3 o+ p5 s中线:M_A,LINETHICK1;
# f* t8 U2 p5 Y7 ^( j2 f( ^弱线:M_A-SD;
6 c9 y o' o8 [, _6 D1 ]3 \底线:M_A-2*SD; |