文华财经期货轴心点支撑阻力主图指标公式源码

VARIABLE: OO:=0, HH:=0, LL:=0;

// 趋势过滤器

TREND_UP := CLOSE > EMA(CLOSE, 50);

TREND_DOWN := CLOSE < EMA(CLOSE, 50);

TR : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//求最高价减去最低价，一个周期前的收盘价减去最高价的绝对值，一个周期前的收盘价减去最低价的绝对值，这三个值中的最大值

ATR := MA(TR,14);//求N个周期内的TR的简单移动平均

// 波动率过滤器

HIGH_VOLATILITY := ATR > 10;

IF TIME = 90000 THEN BEGIN

    OO := O;

    HH := O + 2;

    LL := O - 2;

END

IF H > HH AND TIME > 90000 AND TREND_UP AND HIGH_VOLATILITY THEN BEGIN

    LL := LL + (H - HH);

    HH := H;

    1,BPK; // 买入信号

END

IF L < LL AND TIME > 90000 AND TREND_DOWN AND HIGH_VOLATILITY THEN BEGIN

    HH := HH - (LL - L);

    LL := L;

    1,SPK; // 卖出信号

END

// 止损和止盈

STOPLOSS := 2 * ATR;

TAKEPROFIT := 4 * ATR;

// 绘制

HH, COLORRED;

LL, COLORGREEN;

VERTLINE(TIME = 90000, COLORYELLOW);

AUTOFILTER;