2020-03-07 20:45:53 +08:00
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2023-07-14 18:39:48 +08:00
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> Name
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2020-03-07 20:45:53 +08:00
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典型价格百分比通道-凯尔特纳与百分比通道变形
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2023-07-14 18:39:48 +08:00
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> Author
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2020-03-07 20:45:53 +08:00
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cyberking
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2023-07-14 18:39:48 +08:00
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> Strategy Description
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2020-03-07 20:45:53 +08:00
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典型价格百分比通道-凯尔特纳与百分比通道变形
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DX^^EMA((H+L+C)/3,N); //21天典型价格均线 中
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KRTHR^^EMA(DX,N)*1.05; //21天百分比通道 上
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KRTXR^^EMA(DX,N)/1.05; //21天百分比通道 下
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2023-07-14 18:39:48 +08:00
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> Source (MyLanguage)
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2020-03-07 20:45:53 +08:00
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``` pascal
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(*backtest
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start: 2019-02-09 00:00:00
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end: 2020-03-04 00:00:00
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period: 1d
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exchanges: [{"eid":"Huobi","currency":"BTC_USDT"}]
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*)
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//ZF:=H-C; //振幅
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N:=21;
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DX^^EMA((H+L+C)/3,N); //21天典型价格均线 中
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KRTHR^^EMA(DX,N)*1.05; //21天百分比通道 上
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KRTXR^^EMA(DX,N)/1.05; //21天百分比通道 下
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C>DX AND (DX<KRTHR),BPK; //上突破典型 中轨, 中轨小于上轨
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//C>DX AND REF(DX,1)>REF(DX,2),BPK;
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C<DX AND (DX>KRTXR),SPK; //下突破典型 中轨, 中轨大于下轨
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//C<DX AND REF(DX,1)<REF(DX,2),SPK;
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AUTOFILTER;
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```
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2023-07-14 18:39:48 +08:00
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> Detail
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2020-03-07 20:45:53 +08:00
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https://www.fmz.com/strategy/188507
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2023-07-14 18:39:48 +08:00
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> Last Modified
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2020-03-07 20:45:53 +08:00
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2020-03-05 21:36:49
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