标题: [文华源码] ATR资金管理模型源码[文华财经公式] [打印本页]

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作者: 龙听    时间: 2018-11-30 11:27     标题: ATR资金管理模型源码[文华财经公式]

源码：

1. //ATR资金管理模型
   
2. A:=10T/手;//合约单位
   
3. TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
   
4. ATR:= DMA(TR,0.05);
   
5. SS:=INTPART(MONEY/(ATR*A));//模型中没有四舍五入函数，以取整代替。
   
6. DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
   
7. DEA := EMA(DIFF,M);
   
8. CROSS(DIFF,DEA),BPK(SS);
   
9. CROSS(DEA,DIFF),SPK(SS);

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