2016-GHLSR数学模型 - 龙听期货论坛

标题: 2016-GHLSR数学模型 [打印本页]

作者: 股票亮亮 时间: 2017-10-12 07:51 标题: 2016-GHLSR数学模型

GHLSR数学模型

{网上优秀数学模型，值得研究，通模概念即是适用于任何周期任何品种，但不同周期研究方向就不同}
QHL:=(C-REF(C,1))-((V-REF(V,1))*(REF(H,1)-REF(L,1))/REF(V,1));
快底:100/(SUM(QHL>0,15)/SUM(QHL<0,15))-50,COLORRED;
快顶:100/(SUM(QHL<0,15)/SUM(QHL>0,15))-50,COLORGREEN;
50,COLORBLUE;

C1:=IF(C>REF(C,1),C,-C);
Y0:=MA(C1,1);
Y1:=MA(C1,20);
YY1:=Y0*2-Y1;
T19:=REF(C1,19)-YY1;
T18:=REF(C1,18)-YY1;
T17:=REF(C1,17)-YY1;
T16:=REF(C1,16)-YY1;
T15:=REF(C1,15)-YY1;
T14:=REF(C1,14)-YY1;
T13:=REF(C1,13)-YY1;
T12:=REF(C1,12)-YY1;
T11:=REF(C1,11)-YY1;
T10:=REF(C1,10)-YY1;
T9:=REF(C1,9)-YY1;
T8:=REF(C1,8)-YY1;
T7:=REF(C1,7)-YY1;
T6:=REF(C1,6)-YY1;
T5:=REF(C1,5)-YY1;
T4:=REF(C1,4)-YY1;
T3:=REF(C1,3)-YY1;
T2:=REF(C1,2)-YY1;
T1:=REF(C1,1)-YY1;
T0:=C1-YY1;
TT:=T19*T19+T18*T18+T17*T17+T16*T16+T15*T15+T14*T14+T13*T13+T12*T12+T11*T11+T10*T10+T9*T9+T8*T8+T7*T7+T6*T6+T5*T5+T4*T4+T3*T3+T2*T2+T1*T1+T0*T0;
TT1:=TT/20;
空:=SQRT(TT1),VOLSTICK;{大智慧改为:空:=SQRT(TT1);}
ZY0:=MA(C,1);
ZY1:=MA(C,20);
ZYY1:=ZY0*2-ZY1;
ZT19:=REF(C,19)-ZYY1;
ZT18:=REF(C,18)-ZYY1;
ZT17:=REF(C,17)-ZYY1;
ZT16:=REF(C,16)-ZYY1;
ZT15:=REF(C,15)-ZYY1;
ZT14:=REF(C,14)-ZYY1;
ZT13:=REF(C,13)-ZYY1;
ZT12:=REF(C,12)-ZYY1;
ZT11:=REF(C,11)-ZYY1;
ZT10:=REF(C,10)-ZYY1;
ZT9:=REF(C,9)-ZYY1;
ZT8:=REF(C,8)-ZYY1;
ZT7:=REF(C,7)-ZYY1;
ZT6:=REF(C,6)-ZYY1;
ZT5:=REF(C,5)-ZYY1;
ZT4:=REF(C,4)-ZYY1;
ZT3:=REF(C,3)-ZYY1;
ZT2:=REF(C,2)-ZYY1;
ZT1:=REF(C,1)-ZYY1;
ZT0:=C-ZYY1;
ZTT:=ZT19*ZT19+ZT18*ZT18+ZT17*ZT17+ZT16*ZT16+ZT15*ZT15+ZT14*ZT14+ZT13*ZT13+ZT12*ZT12+ZT11*ZT11+ZT10*ZT10+ZT9*ZT9+ZT8*ZT8+ZT7*ZT7+ZT6*ZT6+ZT5*ZT5+ZT4*ZT4+ZT3*ZT3+ZT2*ZT2+ZT1*ZT1+ZT0*ZT0;
ZTT1:=ZTT/20;
Z空:=SQRT(ZTT1);
UQ:(空-Z空)/空*100,NODRAW;
FX:(Z空-STD(C,20))/Z空*100,COLORYELLOW;

柚子大师平仓界:150,COLORGRAY,DOTLINE;

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