飞狐海龟交易公式

飞狐海龟交易公式

input:N1(55,6,99),N2(20,2,99);
 LC:=REF(CLOSE,1);
 TR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW)));
 ATR:=SMA(TR,20,1);
 AA:=(HHV(HIGH,N1) - (2 * ATR));
 BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1));
 SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE);
 BBB:=BARSLAST(BB);
 SSSB:=BARSLAST(SSS);
 B1:=((BBB = 0) AND (REF(SSSB,1) < REF(BBB,1)));
 B1B:=BARSLAST(B1);
 B2:=((((BB = 1) AND (B1B < SSSB)) AND (B1B > 0)) AND (COUNT(BB,SSSB) < 3));
 B2B:=BARSLAST(B2);
 B3:=((((BB = 1) AND (B2B < B1B)) AND (COUNT(BB,SSSB) < 4)) AND (COUNT(BB,SSSB) > 2));
 B3B:=BARSLAST(B3);
 SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);
 SS1:=(((SS AND ((B3B < B2B) OR (B2B < B1B))) AND (SSSB > B1B)) AND (COUNT(SS,B2B) < 2));
 SS1B:=BARSLAST(SS1);
 SS2:=((((SS AND (SS1B < SSSB)) AND (B3B < B2B)) AND (SS1B > 0)) AND (COUNT(SS,B2B) < 3));
 SSSS:=(SSS AND (REF(SSSB,1) > REF(B1B,1)));
 DRAWICON((B1 = 1),(LOW - 0.1),1);
 DRAWTEXT((B1 = 1),(LOW - 0.25),'买1'),colorFF;
 DRAWICON((B2 = 1),(LOW - 0.1),1);
 DRAWTEXT((B2 = 1),(LOW - 0.25),'买2'),colorFF;
 DRAWICON((B3 = 1),(LOW - 0.1),1);
 DRAWTEXT((B3 = 1),(LOW - 0.25),'买3'),colorFF;
 DRAWICON((SS1 = 1),(HIGH + 0.1),2);
 DRAWTEXT((SS1 = 1),(HIGH + 0.25),'止损1'),colorFF00;
 DRAWICON((SS2 = 1),(HIGH + 0.1),2);
 DRAWTEXT((SS2 = 1),(HIGH + 0.25),'止损2'),colorFF00;
 DRAWICON((SSSS = 1),(HIGH + 0.1),2);
 DRAWTEXT((SSSS = 1),(HIGH + 0.25),'快卖'),colorFF00;