投资组合优化 期货量化计谋规划公式 文采财经规划公式源码 量化波段王规划

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VAR0:=REFX1(BARSLAST(HIGH=(HHV(HIGH,10 * N))),10000)+1;

VAR1 := REFX1(BARSLAST(LOW = (LLV(LOW,10 * N))),10000)+1;

VAR2 := REFX1(IF(VAR0 = 1,HIGH,REF(HIGH,VAR0 - 1)),10000);

VAR3 := REFX1(IF(VAR1 = 1,LOW,REF(LOW,VAR1 - 1)),10000);

VAR4 := MIN(VAR1,VAR0);

VAR5 := MAX(VAR0,VAR1);

VAR6 := VAR5 - VAR4;

VAR7 := REFX1((VAR2 - VAR3) / VAR6,10000);

CURRBARSCOUNT:=BARPOS-DATACOUNT+1;

VAR8 := IF(VAR4 = VAR1,VAR5 - CURRBARSCOUNT,CURRBARSCOUNT - VAR4);

VAR9 := IF(CURRBARSCOUNT <= VAR5,VAR2 - (VAR7 * VAR8),NULL);

VAR10 := IF(VAR5 = VAR1,((VAR9 - VAR3) / 2) + VAR3,VAR2 - ((VAR2 - VAR9) / 2));

VAR11 := IF(VAR5 = VAR1,((VAR9 - VAR3) / 3) + VAR3,VAR2 - ((VAR2 - VAR9) / 3));

VAR12 := IF(VAR5 = VAR1,((VAR9 - VAR3) / 4) + VAR3,VAR2 - ((VAR2 - VAR9) / 4));

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