以下是CCTV证券量化源码附图
CCTV证券量化源码附图
XVOL:=IF(CURRBARSCOUNT=1 AND PERIOD=5,VOL*240/FROMOPEN,DRAWNULL);
AA:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));
ZM:=IF(CLOSE>OPEN,AA*(HIGH-LOW),IF(CLOSE<OPEN,AA*((HIGH-OPEN)+(CLOSE-LOW)),
VOL/2));
ZMQD:=ZM/VOL*100;
REF((ZIG(3,5)>REF(ZIG(3,5),1)) AND (REF(ZIG(3,5),1)<=REF(ZIG(3,5),2))
AND (REF(ZIG (3,5),2)<=REF(ZIG(3,5),3)),1)
AND C/REF(C,1)>1
AND C>MA(C,7)
AND ZMQD>70
AND VOL>REF(VOL,1)*0.125
AND XVOL>REF(VOL,1)*1.5
AND DYNAINFO(17)>1.5
AND DYNAINFO(23)>DYNAINFO(22);
发现未来函数DYNAINFO!
发现未来函数ZIG!
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