海龟交易系统公式

{公称名称: 海龟交易系统}
input:N1(55,6,99),N2(20,2,99);
LC:=REF(CLOSE,1);
TR:=MAX((HIGH - LOW),MAX((HIGH - LC),(LC - LOW)));
ATR:=SMA(TR,20,1);
AA:=(HHV(HIGH,N1) - (2 * ATR));
BB:=CROSS(CLOSE,REF(HHV(HIGH,55),1));
SSS:=CROSS(MIN(MA(CLOSE,13),AA),CLOSE);
BBB:=BARSLAST(BB);
SSSB:=BARSLAST(SSS);
B1:=((BBB = 0) AND (REF(SSSB,1) < REF(BBB,1)));
B1B:=BARSLAST(B1);
B2:=((((BB = 1) AND (B1B < SSSB)) AND (B1B > 0)) AND (COUNT(BB,SSSB) < 3));
B2B:=BARSLAST(B2);
B3:=((((BB = 1) AND (B2B < B1B)) AND (COUNT(BB,SSSB) < 4)) AND (COUNT(BB,SSSB) > 2));
B3B:=BARSLAST(B3);
SS:=CROSS(MAX(AA,MA(CLOSE,13)),CLOSE);
SS1:=(((SS AND ((B3B < B2B) OR (B2B < B1B))) AND (SSSB > B1B)) AND (COUNT(SS,B2B) < 2));
SS1B:=BARSLAST(SS1);
SS2:=((((SS AND (SS1B < SSSB)) AND (B3B < B2B)) AND (SS1B > 0)) AND (COUNT(SS,B2B) < 3));
SSSS:=(SSS AND (REF(SSSB,1) > REF(B1B,1)));
DRAWICON((B1 = 1),(LOW - 0.1),1);
DRAWTEXT((B1 = 1),(LOW - 0.25),'买1'),colorFF;
DRAWICON((B2 = 1),(LOW - 0.1),1);
DRAWTEXT((B2 = 1),(LOW - 0.25),'买2'),colorFF;
DRAWICON((B3 = 1),(LOW - 0.1),1);
DRAWTEXT((B3 = 1),(LOW - 0.25),'买3'),colorFF;
DRAWICON((SS1 = 1),(HIGH + 0.1),2);
DRAWTEXT((SS1 = 1),(HIGH + 0.25),'止损1'),colorFF00;
DRAWICON((SS2 = 1),(HIGH + 0.1),2);
DRAWTEXT((SS2 = 1),(HIGH + 0.25),'止损2'),colorFF00;
DRAWICON((SSSS = 1),(HIGH + 0.1),2);
DRAWTEXT((SSSS = 1),(HIGH + 0.25),'快卖'),colorFF00;

本文来自:程序化交易者(www.programtrader.net) 详细出处参考：http://www.programtrader.net/a/turtle_system/2009/1223/74.html

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