ZF: = H-C; // amplitude DX: = H + L + C) / 3; // prix typique KRTHR^^EMA ((DX, 10) +EMA ((ZF, 10); // Keltner est en orbite KRTXR^^EMA ((DX, 10) -EMA ((ZF, 10); // Keltner est déraillé
(*backtest
start: 2019-02-04 00:00:00
end: 2020-03-04 00:00:00
period: 1d
exchanges: [{"eid":"Huobi","currency":"BTC_USDT"}]
*)
ZF:=H-C; //振幅
DX:=H+L+C)/3; //典型价格
KRTHR^^EMA(DX,10)+EMA(ZF,10); //凯尔特纳上轨
KRTXR^^EMA(DX,10)-EMA(ZF,10); //凯尔特纳下轨
C>KRTHR,BPK;
C<KRTXR,SPK;
AUTOFILTER;