三指标共振超买超卖量化源码

MA5:MA(CLOSE,SHORT_MA),LINETHICK2,COLORRED;
MA20:MA(CLOSE,LONG_MA),LINETHICK2,COLORBLUE;
RSI_VALUE:RSI(CLOSE,RSI_PERIOD);
MID_LINE:MA(CLOSE,BOLL_PERIOD);
UPPER_BAND:MID_LINE+STD_TIMES*STD(CLOSE,BOLL_PERIOD);
LOWER_BAND:MID_LINE-STD_TIMES*STD(CLOSE,BOLL_PERIOD);
VOL_MA5:MA(VOL,5);
VOL_RATIO:VOL/REF(VOL_MA5,1);
OVERSOLD_ZONE:=CLOSE<LOWER_BAND AND RSI_VALUE<30;
OVERBOUGHT_ZONE:=CLOSE>UPPER_BAND AND RSI_VALUE>70;
BUY_CONDITION:=OVERSOLD_ZONE AND CROSS(MA5,MA20) AND VOL_RATIO>1.2;
SELL_CONDITION:=OVERBOUGHT_ZONE AND CROSS(MA20,MA5);
DRAWICON(BUY_CONDITION,LOW,1);
DRAWICON(SELL_CONDITION,HIGH,2);
MA20:MA(CLOSE,LONG_MA),LINETHICK2,COLORBLUE;
RSI_VALUE:RSI(CLOSE,RSI_PERIOD);
MID_LINE:MA(CLOSE,BOLL_PERIOD);
UPPER_BAND:MID_LINE+STD_TIMES*STD(CLOSE,BOLL_PERIOD);
LOWER_BAND:MID_LINE-STD_TIMES*STD(CLOSE,BOLL_PERIOD);
VOL_MA5:MA(VOL,5);
VOL_RATIO:VOL/REF(VOL_MA5,1);
OVERSOLD_ZONE:=CLOSE<LOWER_BAND AND RSI_VALUE<30;
OVERBOUGHT_ZONE:=CLOSE>UPPER_BAND AND RSI_VALUE>70;
BUY_CONDITION:=OVERSOLD_ZONE AND CROSS(MA5,MA20) AND VOL_RATIO>1.2;
SELL_CONDITION:=OVERBOUGHT_ZONE AND CROSS(MA20,MA5);
DRAWICON(BUY_CONDITION,LOW,1);
DRAWICON(SELL_CONDITION,HIGH,2);
夜雨聆风
