书中夏历指数正确公式代码(TradeBlazer)
2017-01-05
Params
Numeric Ratio(0.01);
Vars
NumericSeries HpiValue;
NumericSeries M;
Numeric K;
Begin
M = (High + Low) / 2;
If(BarStatus == 0)
{
HpiValue = 0;
}Else
{
If(M > M[1])
K = (M - M[1]) * Ratio * Vol * (1 + Abs(OpenInt - OpenInt[1]) * 2.0 / Min(OpenInt, OpenInt[1]));
Else
K = (M - M[1]) * Ratio * Vol * (1 - Abs(OpenInt - OpenInt[1]) * 2.0 / Min(OpenInt, OpenInt[1]));
HpiValue = HpiValue[1] + (K - HpiValue[1]) * 0.1;
}
PlotNumeric("HpiValue", HpiValue);
PlotNumeric("Zero", 0);
End