cyberking
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
策略源码
(*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;
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