1

Wh8 Wh7

.......................................................................................................................1
...........................................................................................................4

2.1 .............................................................................................................................4

2.2 .....................................................................................................................8

2.3 ...................................................................................................................14

.............................................................................................................18

3.1 ...........................................................................................................................18

3.2 K ....................................................................................................................20

3.3 ...................................................................................................................24

3.4 ...........................................................................................................29

3.5 ...........................................................................................................31

3.6 ...................................................................................................... 32

3.7 ...................................................................................................... 36

3.8 ...............................................................................................................37

3.9 .................................................................................................. 41

.............................................................................................................47

4.1 .......................................................................................................................47

4.2 .......................................................................................................................49

4.3 ...........................................................................................................................52

4.4 ...........................................................................................................................53

4.5 TICK ..........................................................................................................................56

4.6 ...........................................................................................................................59

5.1 ........................................................................................................................... 61

5.2 ...........................................................................................................................65

5.3 ...........................................................................................................................71

.............................................................................................................72
1
 6.1 PANZHENG , ............................................................. 72

6.2 TRADE_OTHER ................................................................... 78

6.3 CHECKSIG ................................................................. 78

6.4 MULTSIG k ....................................................................... 78

.........................................................................................................................78

7.1 ...................................................................................................... 79

7.2 ...........................................................................................................................79

7.3 ...........................................................................................................................82

7.4 ...............................................................................................................82

.........................................................................................................................82
.............................................................................................................................86
........................................................................................................ 96
2................................................................................................. 105
3................................................................................................. 108

500

1

~

1
2

2
A
AAA 31
B

C K
MA BOLL
D



E
F
G

2.1

2.1.1

HIGHOPENLOWCLOSEVOL
OPI

2.1.2

;
3

MA(CLOSE,5)MA CLOSE
;MA 5
MA(5,CLOSE) MA(CLOSE,5)

2.1.3

OPEN

K HIGH() LOW
HIGH-LOW
2
A

IMPORT

#IMPORT [PERIOD,N,FORMULA] AS VAR

PERIOD N FORMULA
PERIOD SEC
MINHOURDAYWEEK
MONTHQUARTERYEAR;

4
 1 30 MA5 MA10

MA5:MA(C,5);// MA5
MA10:MA(C,10); // MA10
AA

#IMPORT[MIN,30,AA] AS VAR
MA5Y:VAR.MA5;// 30 MA5
MA10Y:VAR.MA10;// 30 MA10

5
B

#CALL [CODE, FORMULA] AS VAR

CODE FORMULA
IF1410 1 IF 1 MA5 MA10

MA5:MA(C,5);// MA5

6
MA10:MA(C,10); // MA10
AA

#CALL [8600,AA] AS VAR

MA5Y:VAR.MA5;// 1 MA5
MA10Y:VAR.MA10;// 1 MA10

2.2

2.2.1

A
31

B



C
D
E


12
F
//
//

8
2.2.2

+-*/

&&||><<>>=<==
&& 1
0|| 1
0
3+4=7 4>3 13<=12 1
4>3&&12>=4 14>3||3>12 1

9
c


=
^^...
=
^^..

2.2.3

18



TICK
1CLOSE K
10

1 k
2 C
2CROSS A B

A B
1(Yes)
0(No)

1 k A<=B k A>B 1 0
//5 10
MA5:=MA(C,5);
MA10:=MA(C,10);
CROSS(MA5,MA10);
3TIME K

1 K K
2
3TIME HHMMSS
HHMM.
4:TIME
1500
5: TIME
1 K 5
K 1455 TIME>=1458,CLOSEOUT;

2 TIME
TIME>=1458,CLOSEOUT; TIME<1458

// 14:50
C>O&&TIME<1450,BK;
C<O&&TIME<1450,SK;
TIME>=1450,SP;
TIME>=1450,BP;
AUTOFILTER;

11
 14 50
14 50
4

7
C:B*0.618,CIRCLEDOT;

ALIGN
CIRCLEDOT
COLORSTICK
CROSSDOT
DOT
FONTSIZE
ICON
LINETHICK
NODRAW
POINTDOT
PRECIS
SETSTYLECOLOR
SOLID
SOUND
VALIGN
VOLSTICK
VOLUMESTICK
WORD
aCOLOR+...

bLINETHICK LINETHICK+1-7

1-7 LINETHICK1LINETHICK7

K
..
A..C,LINETHICK1; ,
,

BARSLAST
12

K

BARSLAST K

AA..BARSLAST(ISUP);(.. K )
K K A AA 2
BARSLAST 2 BARSLAST
K K
BARSLAST(COED)+1

MA5:=MA(C,5);
MA10:=MA(C,10);
CROSSUP(MA5,MA10),BPK;
CROSSDOWN(MA5,MA10),SPK;
AUTOFILTER;
BPK K
MA5:=MA(C,5);
MA10:=MA(C,10);
AA: CROSSUP(MA5,MA10)
CROSSUP(MA5,MA10),BPK;
CROSSDOWN(MA5,MA10),SPK;
AUTOFILTER;

13
 K K AA 1 K
MA5 MA10

2.2.4

A
B:A/ZC:B*0.618

ST:MA(CLOSE,5); ST
ST MA(CLOSE,5)MA(ST,5)

B
A :=
X+Y;:=

2.3

2.3.1

BK

14
 BP

SK

SP

BPK

SPK

CLOSEOUT

2.3.2

AUTOFILTER;

1
2
3
4

2.3.3

k
----.....

15
2.3.4

16


AA:=...... :BB:=......
...... ......
AA&&BB&&......

K
K K

17


3.1

N
CLOSE-REFCLOSEN/REFCLOSEN*100
N
HIGH=HHVHIGHN
N 1 0

CLOSE/REFCLOSE,5>1.2; 5 20%
VOL>MAVOL,5*3; 5 3
CLOSE/REFCLOSE,5>1.2 AND VOL>MAVOL,5*3

HHVCLOSE20-LLVCLOSE20/CLOSE<0.08 ;
HHVCLOSE20-LLVCLOSE20 20 20 8%

MA

5 10 60
MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
MA60:=MA(CLOSE,60);

18
MA5>MA10&&MA10>MA60()

HHVHIGH20 20
HHVBARSHIGH20 20 HHVBARSHIGH
20 6 6
60 40 HHV
20 40 20
REFHHVHIGH2040

a
b 1a
EMAXN a=2/N+1
SMAXNM a=M/N
DMAa
SMACLOSEVOL

20

TTTT=CLOSE/REFCLOSE,1>1.02 2%
COUNTTTTT20 20 30
COUNTSUMHHVLLV

TTTTHHVTTTT20
COUNTTTTT20
TTTT 1 0HHVTTTT20 20 1

19
 0 COUNTTTTT
20 20

RSI 80
80

CROSSRSI80 RSI 80

FORCAST SLOPE
FORCAST SLPOE
1

SLOPECLOSE10/REFCLOSE10>0.05 5%

PEAK TROUGH
PEAKBARS TROUGHBARS
W
W

3.2 K

K
K K

K K

20
 K

A B C D E F
G H I J K L
K
K

3.2.1

K K

BB := LOW=OPEN;
AA := CLOSE=HIGH;
4%
CC:CLOSE/OPEN>4%;

BB := LOW=OPEN;
AA := CLOSE=HIGH;
CC :=CLOSE/OPEN>1.04;

AA&&BB&&CC

3.2.2

K
K
4% K K
K
K 4%
A1:=REF(CLOSE,1);

21
A2:=REF(OPEN,1);
K
B1:=OPEN<A1;
B2:=CLOSE>A2;
BB: C/O >1.04;

BB AND B1 AND B2

A1:=REF(CLOSE,1);
A2:=REF(OPEN,1);
BB: C/O >1.04;
B1:=OPEN<A1;
B2:=CLOSE>A2;

BB&&B1&&B2

3.2.3

AA:= OPEN=HIGH;
1/3
B1 := OPEN-CLOSE;
B2 := HIGH-LOW;
BB := B1/B2<1/3;
5%

CC := B2/HIGH>0.05;

AA := OPEN=HIGH;
B1 := OPEN-CLOSE;
B2 := HIGH-LOW;
BB := B1/B2<1/3;
22
CC := B2/HIGH>0.05;

AA&&BB&&CC

3.2.4

2%
A1 := REF(CLOSE,1);
A2 := REF(LOW,1);
A3 := OPEN<A2;
A4 := OPEN/A1<0.98;
4%
B1 := CLOSE/OPEN>1.04;

A1 := REF(CLOSE,1);
A2 := REF(LOW,1);
A3 := OPEN<A2;
A4 := OPEN/A1<0.98;
B1 := CLOSE/OPEN>1.04;

A3&&A4&&B1

3.2.5

K K

K K

A1 := REF(HIGH,1);
A2 := LOW>A1;

B1 := LOW/A1>1.02;

A1 := REF(HIGH,1);

23
A2 := LOW>A1;
B1 := LOW/A1>1.02;

A2&&B1

3.3

3.3.1

MA
CROSS MA5 MA10 CPOSSXY
X Y
XY 5 10
CROSS
MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);

CROSS(MA5,MA10);
MA5 MA10 30
MA10 MA30
AA CC
AA
MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
AA:=CROSS(MA5,MA10);
CC MA30:=MA(CLOSE,30);
CC:=MA5>MA30 AND MA10>MA30;

AA&&CC

MA5>MA10>MA30 3

24
 MA5>MA10>MA30
AND
MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
MA30:=MA(CLOSE,30);
CC:=MA5>MA30 AND MA10>MA30

EVERY(CC,3)=1

CROSS
CROSSX,Y X Y X Y
-- Y X
CROSS(MA10,MA5)
2

MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
AA:=CROSS(MA5,MA10);
BB:=VOL/REF(VOL,1)>2;

AA AND BB

3.3.2 KDJ

K D K D

D 20%D 80%J 100%J 10%KD 50%

K D D 20
KDJ
KDJ

: KD
RSV:=(CLOSE-LLV(LOW,N1))/(HHV(HIGH,N1)-LLV(LOW,N1))*100;
25
 K:=SMA(RSV,N2,1);
D:=SMA(K,N3,1);

CROSS(K,D)&&D ;

3.3.3 RSI

RSI 20 RSI RSI 80

RSI RSI 50 RSI
50
N1[2.100.7] N2[2.100.14]
LC := REF(CLOSE,1);
RSI1:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
RSI2:SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;

3.3.4 WR

0-100 WR
20 20
WR 80
80
N[2.100.14]
WR:100*(HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N));

CROSS(WR,80)
CROSS(WR,20)

3.3.5 MACD

DIFMACD 0 DIF MACD

DIFMACD 0 DIF MACD
DIF MACD
L1[1.40.12] L2[1.100.26] L3[1.60.9]
DIFF:EMA(CLOSE,L2)-EMA(CLOSE,L3);
DEA:EMA(DIFF,L1);
MACD:2*(DIFF-DEA),COLORSTICK;
26
3.3.6 BOLL

BOLL

N[5.300.26] M[1.100.26] P[1.10.2]

MID:MA(CLOSE,N);// N
TMP2:=STD(CLOSE,M);// M
TOP:MID+P*TMP2;//
BOTTOM:MID-P*TMP2;//

3.3.7 BBI

BBI
3 6 12 24 4
4
BBI=3MA+6MA+12MA+24MA/4;

MA

MA5:=MA(CLOSE,5);

510
MA(MA(CLOSE,5),10);
5
MA5:MA(CLOSE,5);
MA(MA5,10);

27
BBI

MA3 := MA(CLOSE,3);
MA6 := MA(CLOSE,6;
MA12 := MA(CLOSE,12;
MA24 := MA(CLOSE,24;
BBI:(MA3+MA6+MA12+MA24)/4;

3.3.8 BIAS

BIAS

(- MA / MA )*100
3

%/100;

;

BIAS1:((CLOSE-MA(CLOSE,L1))/MA(CLOSE,L1))*100;
BIAS2:((CLOSE-MA(CLOSE,L2))/MA(CLOSE,L2))*100;
BIAS3:((CLOSE-MA(CLOSE,L3))/MA(CLOSE,L3))*100;
0
;;Y
15%-15%Y 0--15%
Y0-15%

3.3.9 OBV

OBV On Ralancc Volumc

OBV OBV Granville
OBV OBV
OBV

OBV

28
1>=
2<
>
AA:=IFELSE(CLOSE>REF(CLOSE,1),VOL,0);

BB:=IFELSE(CLOSE<REF(CLOSE,1),-VOL,0);

CC:=AA+BB;
OBV
OBV:SUM(CC,0)
IFELSEAA 0
OBV

3.4

3.4.1

--
5 30
AA:=MA(VOL,5);
BB:=REF(AA,1);
CC:=HHV(CLOSE,30);

AA/BB>2&&CLOSE=CC;

29
3.4.2

N M%

N 24 5 100

M 20 5 100

AA:=REF(CLOSE,N);
C/AA>1+M/100;

3.4.3

5
3 MAVOL5 CLOSE 5

AA:=MA(VOL,5) >REF(MA(VOL,5),1);
BB:=COUNT(AA,3)=3;
CC:=CLOSE>REF(CLOSE,1);
DD:=COUNT(CC,3)=3;

BB&&DD

3.4.4

......

150 150 15%

150
2
V1:=MA(VOL,5);
V2=VOL/ REF(V1,1);
150 150 150 150
15% 15%
PZ1:=MA(CLOSE,M);
PZ2:=HHV(HIGH,M);

30
PZ3:=LLV(LOW,M);
PZ4:=(PZ2-PZ1)/PZ1;
PZ5:=(PZ1-PZ3)/PZ1;
PZ:=REF(PZ4,1)<0.15 AND REF(PZ5,1)<0.15;

TP1:=HHV(HIGH,M);
TP:= HIGH=TP1;

V2&&PZ&&TP

3.4.5

HHVLLVMA 0

AA:=LLV(LOW,0);
LOW=AA;

AA:=HHV(HIGH,0);
HIGH=AA ;

3.4.6 30

30
AA:=CLOSE;
BB:=MA(CLOSE,30);
CROSS(BB,AA);

3.5

31


3.5.1

3 2%
AA:=TIME>=1455;
BB:=SUM(VOL,240)/240;//
CC:=SUM(VOL,10)/10;//10
DD:=REF(CLOSE,10);
AA&&CC/BB>3&&CLOSE/DD>1.02
2 14:5815:00

3.5.2

3%

3% 2000
AA:=REF(CLOSE,10);
CLOSE/AA>1.03*VOL>2000 ;

3.5.3

ASKVOLL:ASK1VOL+ASK2VOL+ASK3VOL+ASK4VOL+ASK5VOL;//
BIDVOLL:BID1VOL+BID2VOL+BID3VOL+BID4VOL+BID5VOL;//
ASKVOLL*3>BIDVOLL

3.6

3.6.1

32
MA

MA5,MA10,MA20
/
//
MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
MA20:=MA(CLOSE,20);
//
MA5>MA10&&MA10>MA20,BPK; //
MA5<MA10&&MA10<MA20,SPK; //
//
AUTOFILTER;

A MA5>MA10>MA20

MA5>MA10&&MA10>MA20
B
MA5:(CLOSE,5) MA

MAEMAEMA2CROSS
K

N1 5 0 100
N2 30 0 100

A B C
// // //
P1:=MA(CLOSE,N1); P1:=EMA(CLOSE,N1); P1:=EMA2(CLOSE,N1);
P2:=MA(CLOSE,N2); P2:=EMA(CLOSE,N2); P2:=EMA2(CLOSE,N2);
// // //
TMP1:=CROSS(P1,P2); TMP1:=CROSS(P1,P2); TMP1:=CROSS(P1,P2);

33
TMP2:=CROSS(P2,P1); TMP2:=CROSS(P2,P1); TMP2:=CROSS(P2,P1);
//
TMP1,BPK; //
TMP2,SPK; //
//
AUTOFILTER;
33

MACD
EMA

DIFF DEA 15

//
DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:= EMA(DIFF,9);
EMA15:=EMA(CLOSE,15);
//
TMP2:=DIFF>DEA&&CLOSE>EMA15;
TMP1:=DEA>DIFF&&EMA15>CLOSE;
//
TMP1,BPK; //
TMP2,SPK; //
//
AUTOFILTER;

3.6.2

HHVLLVREFCROSS

: 20 20

X 20 1 100
//
34
XH:=REF(HHV(HIGH,X),1);//X X
XL:=REF(LLV(LOW,X),1); //X X
//:
TMP1:=HIGH>XH&&; //
TMP2:=HIGH<XL&&; //
//
TMP1,BPK;
TMP2,SPK;
//
AUTOFILTER;

20 HIGH>REF(HHV(HIGH,20),1),
HIGH>HHV(HIGH,20);
K
STDCROSSISUPISDOWN

K
k

N 26 1 100
M 26 1 100

//
MID:=MA(CLOSE,N);
TMP2:=STD(CLOSE,M);
TOP:=MID+2*TMP2;
BOTTOM:=MID-2*TMP2;
//
TJ1:=CROSS(CLOSE,BOTTOM)&&ISUP;//
TJ2:=CROSS(TOP,CLOSE)&&ISDOWN; //
//
TJ1,BPK;
TJ2,SPK;

35
//
AUTOFILTER;

3.7

3.7.1

CROSS,VALUEWHEN,TIME

//
AA:=SCALE*VOL;//
BB:=(1-SCALE)*VOL;//
//
TMP1:= CLOSE>OPEN&&AA>BB;
TMP2:= CLOSE<OPEN&&AA<BB;
//
TMP1,BPK;
TMP2,SPK;
//
AUTOFILTER;

3.7.2 ROC()

REF,CROSS,MA,HHV
K
ROC ROC

N 24 5 100
M 20 5 100
//
ROC:=(CLOSE-REF(CLOSE,N))/REF(CLOSE,N)*100;
ROCMA:=MA(ROC,M);
//
36
TMP1:=C>REF(HHV(C,N1),1)&&ROC<ROCMA;
TMP2:=C<REF(LLV(C,N1),1)&&ROC>ROCMA;
//
TMP1,BPK;
TMP2,SPK;
//
AUTOFILTER;

3.7.3

REFMA,HHV,LLV
K

N 24 5 100
//
B36:= MA(CLOSE,3)-MA(CLOSE,6);
B612:=MA(CLOSE,6)-MA(CLOSE,12);
//
TMP1:=REF(B36>REF(HHV(B36,N),1),1)&&B36<REF(B36,1);
TMP2:REF(B36<REF(LLV(B36,N),1),1)&&B36>REF(B36,1);
//
TMP1,BPK;
TMP2,SPK;
//
AUTOFILTER;

3.8

5 20

37
/

1 CONDITION_ORDER

2
3BARSSK BARSBK BKPRICESKPRICE
C>REF(C,1)&&BARSSK>2,BP;
CONDITION_ORDER; ()
4
C>REF(C,1),SP('B');
CONDITION_ORDER; ()

38
5 BKSKBPSP
1C<MA(C,5),BP;
C>REF(C,1),BP;
CONDITION_ORDER; ()
2C<MA(C,5),BP;
C>REF(C,1),SP;
CONDITION_ORDER; ()
6 BPKSPK
1C>REF(C,1),BPK;
CONDITION_ORDER; ()
2C>REF(C,1),BPK;
C<REF(C,1),SPK;
CONDITION_ORDER; ()
7 CLOSEOUT
8 BKNSKNBPNSPN

39


40


4 K

K
K

MONO_SIGNAL K

CLOSEOUT

,CLOSEOUT

7
http://www.wenhua.com.cn/popwin/tiaojiandan-sm.htm

3.9

1



MACD MACD
MACD 0
MACD>0 AND CROSS(MA5,MA30)
2AND OR

41
 MACD 5101030

MACD>0 AND CROSS(MA5,MA10) OR CROSS(MA10,MA30);

MACD>0 AND (CROSS(MA5,MA10) OR CROSS(MA10,MA30));

3

K

MAN:=MA(CLOSE,15);
TMP1:=TIME>=0915&&TIME<1455&&CLOSE>MAN;
BMP1:=TIME>=1455||CLOSE<MAN;
TMP2:=TIME>=0900&&TIME<1455&&CLOSE<MAN;
BMP2:=TIME>=1455||CLOSE>MAN;
BMP1,BP; //
TMP1,BK;//
BMP2,SP; //
TMP2,SK; //
5 0915 1455
1455 1455
K K
1455 K

4

SETSIGPRICETYPE(SIG,PRICE),
SIG BK\SK\BP\SP\BPK\SPK\CLOSEOUT
PRICE
NEW_ORDER
PASSIVE_ORDER
ACTIVE_ORDER
TRACING_ORDER

42
 CMPETITV_ORDER
LIMIT_ORDER
SIGPRICE_ORDER
SIGIMPROVED_ORDER
CANCEL_ORDER
--

A:HHV(H,3);// A 3
SETSIGPRICETYPE(BK,A);//BK 3

C>HV(H,20),BK;// 20
C<LV(L,20),SK;// 20
C>HV(H,10),BP;// 10
C<LV(L,10),SP;// 10
SETSIGPRICETYPE(BK,SIGPRICE_ORDER);//
SETSIGPRICETYPE(SK,SIGPRICE_ORDER);//
SETSIGPRICETYPE(BP,TRACING_ORDER);//
SETSIGPRICETYPE(SP,TRACING_ORDER); //
AUTOFILTER;
BK(A) BK(B) BK


5
SETMODRUNTYPE(N);
N=0
N=1

N=2

6 K

"="
+ TMP2
MID:MA(CLOSE,26);

43
 TMP2:STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
MA1:MA(CLOSE,5),LINETHICK1;
MA2:MA(CLOSE,20),LINETHICK1;

MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
MA1:MA(CLOSE,5),LINETHICK1;
MA2:MA(CLOSE,20),LINETHICK1;

7
:
44


KDJMACD
K K
MA BOLL
K K K "K
"
"K " KDJ K

45
"" KDJ K KDJ

""

46


4.1

..
..

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
AA:HHV(H,20);
BB:LLV(L,20);
DD:(AA+BB)/2;
M:SMA(RSV,3,1);

47
....

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
AA:HHV(H,20);
BB:LLV(L,20);
DD:(AA+BB)/2;
M..SMA(RSV,3,1);

CROSSUPCROSSDOWN

48

1
//MA
MA5:MA(C,5);
MA10:MA(C,10);
CROSSUP(MA5,MA10),BK; //MA5 A10
CROSSDOWN(MA5,MA10),SP;//MA5 MA10
//MACD
DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG;
DEA : EMA(DIFF,M);
2*(DIFF-DEA),COLORSTICK;
CROSS(DIFF,DEA),BK;//DIFF DEA,
CROSS(DEA,DIFF),SP;//DIFF DEA,
2
//
MA5:=MA(C,5);
MA10:=MA(C,10);
DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA := EMA(DIFF,M);
//+
MA5>MA10&&CROSSUP(DIFF,DEA),BK;//5 10 MACD
MA5<MA10&&CROSSDOWN(DIFF,DEA),SP;//10 5 MACD
AUTOFILTER;

4.2

#IMPORT

#IMPORT [PERIOD,N,FORMULA] AS VAR

A1:VAR.A;
PERIOD K ;
N K ;
FORMULA ();
VAR

49
 FORMULA A

PERIOD SEC,MIN,HOUR,DAY
,WEEK
,MONTHQUARTER,YEAR;
N 1 ;
FORMUL ;
VAR ,;
#IMPORT

1 5 K

//step1 A
CC:REF(C,1);

50
//step2 B
#IMPORT[DAY,1,A] AS A1
C1:A1.CC;
//step3 B 5 K
2
1 5 KD 1 5
KD
//Step1 MM
M1:MA(C,5);
M2:MA(C,10);
M3:MA(C,20);
//Step2 DKMA
#IMPORT[HOUR,1,MM] AS MM
MA1:MM.M1;
MA2:MM.M2;
MA3:MM.M3;// 1 K
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);// 5 KD
MA1>MA2&&MA2>MA3&&CROSS(K,D),BPK;
MA1<MA2&&MA2<MA3&&CROSS(D,K),SPK;
AUTOFILTER;//
3
#CALL

#CALL [CODE, FORMULA] AS VAR

A1:VAR.A;
CODE
FORMULA ()
#CALL
CCI 20 CCI 20

//Step1 HL
HH:C>HV(HIGH,20);

51
LL:C<LV(LOW,20);
//Step2 HLMA
MA5:MA(C,5);
MA10:MA(C,10);
#CALL[7186,HL] AS HL1
H1:=HL1.HH;
L1:=HL1.LL;
H1&&CROSSUP(MA5,MA10),BPK;
L1&&CROSSDOWN(MA5,MA10),SPK;
AUTOFILTER;

4.3

1
BK('A')SK('A')SP('A')BP('A')
K

2
BK('A')SK('A')SP('A')BP('A')

52
K

K A (bk sk bpk spk) K A

K A (bp sp) K

A A
A A 0
A 0 A

4.4

1
DAYTRADE1

53
 DAYTRADE1
510, 510;10
1
//
MA5^^MA(C,5);
MA10^^MA(C,10);
//+
CROSSUP(MA5,MA10),BK;//510
CROSSDOWN(MA5,MA10),SK;//510
C<BKPRICE-10*MINPRICE,SP;//10
C>SKPRICE+10*MINPRICE,BP;//10
CLOSEMINUTE<=1,CLOSEOUT;//
AUTOFILTER;//
DAYTRADE1;//

DAYTRADE1

DAYTRADE1

1
2
MA(X,N) N k N k N
N
HHV(X,N) N k N k N
N
2
REFVALUEWHENTIMECROSSDATE

K

//
A:=VALUEWHEN(TIME=0905,CLOSE);
B:=VALUEWHEN(DATE<>REF(DATE,1),OPEN);

54
//
TMK1:=A<B&&CROSS(CLOSE,B)&&TIME<1450;
TMP1:=(A>B&&CROSS(B,CLOSE))||TIME>=1450;
TMK2:=A>B&&CROSS(B,CLOSE)&&TIME<1450;
TMP2:=(A<B&&CROSS(CLOSE,B))||TIME>=1450;
//
TMK1,BK;
TMP1,SP;
TMK2,SK;
TMP2,BP;
//
AUTOFILTER;

A
5 5 145514501445
K 1455 3 1455 K 3
3 14541457
:=TIME=1455;:=TIME=1457;
B

1450 1450
1450
C VALUEWHEN(TIME=AA,DATA)
AA AA DATA
3
REF,VALUEWHEN,TIME, DATE,HHV,LLV,BARSLAST

30
//
NN:=BARSLAST(DATE<>REF(DATE,1) )+1;
B:=VALUEWHEN(TIME<=0930,HHV(HIGH,NN));
D:=VALUEWHEN(TIME<=0930,LLV(LOW,NN));
//

55
TMK1:=CLOSE>B&&TIME<1455&&TIME>0930;
TMP1:=TIME=1455;
TMK2:=CLOSE<D&&TIME<1455&&TIME>0930;
TMP2:=TIME=1455;
//
TMK1,BK;
TMP1,SP;
TMK2,SK;
TMP2,BP;
//
AUTOFILTER;
4
MATIME
1 K
15 ,
//
MA15:=MA(CLOSE,15);
//
TMK1:=TIME>=0915&&TIME<1455&&CLOSE>MA15&&BARSLAST(CROSS(CLOSE,MA15 ))>=3;
TMP1:=TIME>=1455||(CLOSE<MA15&&BARSLAST(CROSS(MA15,CLOSE ))>=3);
TMK2:=TIME>=0900&&TIME<1455&&CLOSE<MA15&&BARSLAST(CROSS(MA15,CLOSE ))>=3;
TMP2:=TIME>=1455||(CLOSE>MA15&&BARSLAST(CROSS(CLOSE,MA15 ))>=3);
//
TMK1,BK;
TMP1,SP;
TMK2,SK;
TMP2,BP;
//
AUTOFILTER;
BARSLAST

4.5 TICK

TICK

56


1
2
3
4
5
6
7

TICKTICK

1TICK

BKPRICEISLASTBKMONEYTOTSKVOL

57
TICK
10 20 0.8
40
//
M:=30;
J:MA(C,M);
//
TMK1: EVERY(NEW>J,10)&& NEW>HV(H,20)&&TIME<151450;
TMK2: EVERY(NEW><J,10)&& NEW>LV(L,20)&&TIME<151450;
TMP1: NEW>BKPRICE+0.8;
TMP2: NEW<SKPRICE-0.8;
TMP3: NEW<BKPRICE-0.8;
TMP4: NEW>SKPRICE+0.8;
TMP5: EVERY(NEW>=SKPRICE,40)&&BARSSK>40;
TMP6: EVERY(NEW<=BKPRICE,40)&&BARSBK>40;
//
TMK1,BK;
TMK2,SK;
TMP1,SP;
TMP2,BP;
TMP3,SP;
TMP4,BP;
TMP5,BP;
TMP6,SP;
TIME>=151450,CLOSEOUT;
//
AUTOFILTER;

M:=30;
J:MA(NEW>,M);
EVERY(NEW>J,10)&& NEW>HV(H,20)&&TIME<151450,BK;
EVERY(NEW<J,10)&& NEW<LV(L,20)&&TIME<151450,SK;
NEW>BKPRICE+0.8,SP;
NEW<SKPRICE-0.8,BP;

58
NEW<BKPRICE-0.8,SP;
NEW>SKPRICE+0.8,BP;
EVERY(NEW>=SKPRICE,40)&&BARSSK>40,BP;
EVERY(NEW<=BKPRICE,40)&&BARSBK>40,SP;
TIME>=151450,CLOSEOUT;
AUTOFILTER;

2TICK

BKPRICEISLASTBKMONEYTOTSKVOL
TICK
10 TICK
DEF_TICKDATA(1,10);
SETBIGVOL(50);
SHE:=ASKBIGCOUNT;
BHE:=BIDBIGCOUNT;
SHE>=4&&RISING(10)=1,SK;
BHE>=4&&RISING(10)=0,BK;
NEW>=BKPRICE-4*MINPRICE,SP;
NEW>=SKPRICE+4*MINPRICE,BP;
NEW>=BKPRICE+4*MINPRICE,SP;
NEW<=SKPRICE-4*MINPRICE,BP;
AUTOFILTER;

4.6

1

2
59
 "
"

3
"+"

""

60


BKPRICEBKHIGH
K
100 350 +
//
MA1:MA(C,100);
MA2:MA(C,350); //
//
TMK1:CROSS(MA1,MA2);
TMK2:CROSS(MA2,MA1);
TMP1:CROSS(MA2,MA1)||C<BKPRICE-N||(C>BKPRICE&&C<BKHIGH-M);
TMP2:CROSS(MA1,MA2)||C>SKPRICE+N||(C<SKPRICE&&C>SKLOW+M); //+
//
TMK1,BK;
TMK2,SK;
TMP1,SP;
TMP2,BP;
//
AUTOFILTER;

5.1

61
 360

62


63


/
/

64
5.2

65

1

66

:
MA5:MA(C,N1);
MA10:MA(C,N2);
CROSSUP(MA5,MA10),BPK;
CROSSDOWN(MA5,MA10),SPK;
AUTOFILTER;

N1<N2, N2 N1 1/2.
4 1/16

,,

67
2

3 1/2/3/4
1
1

68
4

69
6 1/2/3/4

70
5.3

71


6.1 PANZHENG ,

72
PANZHENG
1: 0:

MA1:=MA(C,5);
MA2:=MA(C,10);
CROSS(MA1,MA2),BPK;
CROSS(MA2,MA1),SPK;
AUTOFILTER;
77040

73
 PANZHENG

MA1:=MA(C,5);
MA2:=MA(C,10);
CROSS(MA1,MA2)&&PANZHENG=0,BK;
CROSS(MA2,MA1),SP;
AUTOFILTER;
179580

74

MA1:=MA(C,5);
MA2:=MA(C,10);
CROSS(MA2,MA1)&&PANZHENG=0,SK;
CROSS(MA1,MA2),BP;
AUTOFILTER;
44100

75
 77040
179580 44100 135480
76%

PTA 2010.1.1

MA10:=MA(C,10);
C>MA10,BPK;// 10
C<MA10,SPK;// 10
AUTOFILTER;
55% 65%

76
 PANZHENG
MA10:=MA(C,10);
C>MA10&&PANZHENG=0,BPK;// 10
C<MA10 &&PANZHENG=0,SPK;// 10
AUTOFILTER;

14%
37%
45%
21%
40%

77
6.2 TRADE_OTHER

Wh8

6.3 CHECKSIG

Wh8

6.4 MULTSIG k

Wh8

78
7.1

QQ

7.2

79


80


81
7.3

Wh8

7.4

Wh8

8.1

82
8.2

83


8.3

84
*

***135***649 1 2 1
***135***649 1*1 =1 1*2 =2

8.4

85


wh7

9.1

86

1

9.2

87

1

9.3

88

1

2ETF 300

3 300

9.4

9.4.1

89

1

3 K

9.4.2

90
9.5

9.5.1

91

1

92
3

9.5.2

->->

9.5.3

->->

93
1
2

9.5.4

->->

94


9.5.5

->->

1 A

2 B

9.5.6

95


10.1

1.2G;
2. CPU ;
3.

10.2

96


7
3 7
3

1
2 ping

10.3

97
>

98


99


100
10.4

10.4.1

101
1


2




3

K ; K
102


;

5
6
7
8
9
10.4.2

A
300
B
MACDRSIKD
C

>> 5
103

D

10.4.3 K

A K
TICK
K K

B
MACDKDJ K 6

C

>> 5

D

104
 2

* 0
*

* 0

(SUM((-)^2,N)/ N)

[E(Rp)Rf]/p

E(Rp)

Rf 3%

p/sqrt (
/365)

*/ -)/ / /

105


/ /

-/ 1/2

++

++

**

//365

//30

/^360/-1

/^30/-1
106
 /

~/>=10~50
/<10

*/ = /

*/ = / = /

= -

* /

* /

* /

() /

= /

= /

107
/

/ -/

//

--/

+-/

/
1

108
2

109
110
3

111
4

112

1

113
2

114
3

115
4

116
5

117

1

118
2

119

1

120
2

121
3

122

1

123
2

124
3

125