已破解的交易策略源碼

已破解的交易策略源碼：

DIRECTION:=CLOSE-REF(CLOSE,10);
VOLATILITY:=SUM(ABS((CLOSE-REF(CLOSE,1))),10);
ER:=ABS(DIRECTION/VOLATILITY);
FASTSC:=2/(2 + 1);
SLOWSC:=2/(30 + 1);
SSC:=ER*(FASTSC-SLOWSC)+SLOWSC;
cxh99.com:c,nodraw;
CONSTANT:=SSC*SSC;
AMAHIGH:=REF(EMA(HIGH,100),1)+CONSTANT*(HIGH- EMA(HIGH,100));
AMACLOSE:=REF(EMA(CLOSE,100),1)+CONSTANT*(CLOSE- REF(EMA(CLOSE,100),1));
AMALOW:=REF(EMA(LOW,100),1)+CONSTANT*(LOW- EMA(LOW,100));
REF(LOW>AMAHIGH,1),BK;
REF(CLOSE<AMACLOSE OR CLOSE<=0.995*BKPRICE,1),SP;
REF(HIGH<AMALOW,1),SK;
REF(CLOSE>AMACLOSE OR CLOSE>=1.005*SKPRICE,1),BP;
AUTOFILTER;
 

源碼解析：

DIRECTION賦值:收盤價-10日前的收盤價
VOLATILITY賦值:(收盤價-昨收)的絕對值的10日累和
ER賦值:DIRECTION/VOLATILITY的絕對值
FASTSC賦值:2/(2 + 1)
SLOWSC賦值:2/(30 + 1)
SSC賦值:ER*(FASTSC-SLOWSC)+SLOWSC
輸出CXH99.COM:收盤價,NODRAW
CONSTANT賦值:SSC*SSC
AMAHIGH賦值:昨日最高價的100日指數移動平均+CONSTANT*(最高價- 最高價的100日指數移動平均)
AMACLOSE賦值:昨日收盤價的100日指數移動平均+CONSTANT*(收盤價- 昨日收盤價的100日指數移動平均)
AMALOW賦值:昨日最低價的100日指數移動平均+CONSTANT*(最低價- 最低價的100日指數移動平均)
昨日最低價>AMAHIGH,BK
昨日收盤價<AMACLOSEORCLOSE<=0.995*BKPRICE,SP
昨日最高價<AMALOW,SK
昨日收盤價>AMACLOSEORCLOSE>=1.005*SKPRICE,BP
AUTOFILTER