MA01:=MA(CLOSE,5);{0/MA5-8}
MA02:=MA(CLOSE,8);
P01:=IF(CROSS(MA01,MA02),1,0);
P02:=IF(CROSS(MA02,MA01),-1,0);
P0:=P01+p02;
MA11:=MA(CLOSE,8);{1/MA8-21}
MA12:=MA(CLOSE,21);
P11:=IF(CROSS(MA11,MA12),1,0);
P12:=IF(CROSS(MA12,MA11),-1,0);
P1:=P11+p12;
RSV:=(CLOSE-LLV(LOW,6))/(HHV(HIGH,6)-LLV(LOW,6))*100; {2/KDJ}
K:=SMA(RSV,12,1);
D:=SMA(K,24,1);
J:=3*K-2*D;
P21:=IF(CROSS(K,D)AND D<20,1,0);
P22:=IF(CROSS(D,K)AND K>80,-1,0);
P23:=IF(CROSS(J,0),0.5,0);
P24:=IF(CROSS(100,J)-0.5,0);
P2:=P21+P22+P23+P24;
DIFF:= EMA(CLOSE,12) - EMA(CLOSE,26); {3/MACD}
DEA: =EMA(DIFF,9);
MACD: =2*(DIFF-DEA)
P31:=IF(CROSS(DIFF,DEA)AND DEA<0,1,0);
P32:=IF(CROSS(DEA,DIFF)AND DIFF>0,-1,0);
P3:=P31+P32;
WR1:=100*(HHV(HIGH,13)-CLOSE)/(HHV(HIGH,13)-LLV(LOW,113)); {4/WILAM}
P41:=IF(WR1>80,1,0);
P42:=IF(WR1<20,-1,0);
P4:=P41+P42;
OB:=SUM(IF(CLOSE>REF(CLOSE,1),VOL,IF(CLOSE<REF(CLOSE,1),-VOL,0)),0); {5/OBV}
P51:=IF(OBV>REF(EMA(OB,24)),1.5,0);
P52:=IF(OBV<REF(EMA(OB,24),-1.5,0);
P5:=P51+P52;
BR:=SUM(MAX(0,HIGH-REF(CLOSE,1)),26)/SUM(MAX(0,REF(CLOSE,1)-LOW),26)*100; {6/BAAR}
AR:=SUM(HIGH-OPEN,26)/SUM(OPEN-LOW,26)*100;
P61:=IF(BR>350,3,0);
P62:=IF(BR<45,-3,0);
P63:=IF(AR>180,3,0);
P64:=IF(AR<45,-3,0);
P6:=P61+P62+P63+P64;
TH:=SUM(IF(CLOSE>REF(CLOSE,1),VOL,0),26); {7/VR}
TL:=SUM(IF(CLOSE<REF(CLOSE,1),VOL,0),26);
TQ:=SUM(IF(CLOSE=REF(CLOSE,1),VOL,0),26);
VR:=100*(TH*2+TQ)/(TL*2+TQ);
P71:=IF(VR>350,3,0);
P72:=IF(VR<45,-3,0);
P7:=P71+P72;
MASS:=SUM(MA(HIGH-LOW,9)/MA(MA(HIGH-LOW,9),9),25); {8/MASS}
MAMASS:=MA(MASS,6);
P81:=IF(MASS<27 AND CROSS(MASS,26.5),2,0);
P82:=IF(MASS>27 AND CROSS(MASS,26.5)-2,0);
P8:=P81+P82;
WVAD:=SUM((CLOSE-OPEN)/(HIGH-LOW)*VOL,24)/10000; {9/WVAD}
MAWVAD:=MA(WVAD,6);
P91:=IF(WVAD>0,1,0);
P92:=IF(WVAD<0-1,0);
P9:=P91+P92;
VOLUME:=MA(VOL,N)/VOL; {10/EMV}
MID:=100*(HIGH+LOW-REF(HIGH+LOW,1))/(HIGH+LOW);
EMV:=MA(MID*VOLUME*(HIGH-LOW)/MA(HIGH-LOW,14),14);
Q11:=IF(EMV>0,1.5,0);
Q12:=IF(EMV<0,-1.5,0);
Q1:=Q11+Q12;
TR:=EMA(EMA(EMA(CLOSE,13),13),13); {12/TRIX}
TRIX:=(TR-REF(TR,1))/REF(TR,1)*100;
Q21:=IF(TRIX,TR),1.5,0);
Q22:=IF(TR,TRIX),-1.5,0);
Q2:=Q21+Q22;
LC:=REF(CLOSE,1);
RSI:=SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),13,1)*100; {13/RSI}
Q31:=IF(RSI>80,1,0);
Q32:=IF(RSI<20,-1,0);
Q33:=Q31+Q32;
OSC:=100*(CLOSE-MA(CLOSE,20)); {14/OSC}
MAOSC:=EXPMEMA(OSC,6);
Q41:=IF(CROSS(OSC,MAOSC),1,0);
Q42:=IF(CROSS(MAOSC,OSC),-1,0);
Q4:=Q41+Q42;
TYP:=(HIGH+LOW+CLOSE)/3; {15/CCI}
CCI:=(TYP-MA(TYP,13))/(0.015*AVEDEV(TYP,13));
Q51:=IF(CCI>180,2,0);
Q52:=IF(CCI<-180,-2,0);
Q5:=Q51+Q52;
TR:=EXPMEMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),14);
HD :=HIGH-REF(HIGH,1); {16/DMI}
LD :=REF(LOW,1)-LOW;
DMP:=EXPMEMA(IF(HD>0&HD>LD,HD,0),14);
DMM:=EXPMEMA(IF(LD>0&LD>HD,LD,0),14);
PDI: =DMP*100/TR;
MDI: =DMM*100/TR;
ADX: =EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,6);
ADXR:=EXPMEMA(ADX,6);
Q61:=IF(CROSS(PDI,MDI),2,0);
Q62:=IF(CROSS(DMI,PDI),-2,0);
Q6:=Q61+Q62;
DPO:=CLOSE-REF(MA(CLOSE,21),21/2+1); {17/DPO}
MADPO:=MA(DPO,6);
Q71:=IF(DPO>0,1,0);
Q72:=IF(DPO<0-1,0);
Q7:=Q71+Q72;
MTM:CLOSE-REF(CLOSE,12); {18/MTM}
MAMTM:=MA(MTM,6);
Q81:=IF(CROSS(MTM,MAMTM),1,0);
Q82:=IF(CROSS(MAMTM,MTM),-1,0);
Q8:=Q81+Q82;
MID:=SUM(VOL*(2*CLOSE-HIGH-LOW)/(HIGH+LOW),0); {19/cho}
CHO:=MA(MID,10)-MA(MID,20);
MACHO:=MA(CHO,6);
Q91:=IF((CLOSE>MA(CLOSE,90))AND CROSS(CLOSE,0), 1.5,0);
Q92:= IF((CLOSE<MA(CLOSE,90))AND CROSS(0,CLOSE), -1.5,0);
Q9:=Q91+Q92;
PSY:=COUNT(CLOSE>REF(CLOSE,1),12)/12*100; {20/PSY}
PSYMA:=MA(PSY,6);
R11:=IF(PSY>75,1.5,0);
R12:=IF(PSY<25,-1.5,0);
R1:=R11+R12;
MID := MA(CLOSE,20); {21/BOLL}
UPPER:= MID+2*STD(CLOSE,20);
LOWER:= MID-2*STD(CLOSE,20);
R21:=IF(CROSS(CLOSE,LOWER),2,0);
R22:=IF(CROSS(UPPER,CLOSE),-2,0);
R2:=R21+R22;
TYP := (HIGH + LOW + CLOSE)/3; {22/MFI}
V1:=SUM(IF(TYP>REF(TYP,1),TYP*VOL,0),14)/SUM(IF(TYP<REF(TYP,1),TYP*VOL,0),14);
MFI:=100-(100/(1+V1));
R31:=IF(MFI>80,1,0);
R32:=IF(MFI<20,-1,0);
R3:=R31+R32;
VAR:=R1+R2+R3+Q1+Q2+Q3+Q4+Q5+Q6+Q7+Q8+Q9+P0+P1+P2+P3+P4+P5+P6+P7+P8+P9; |