申万宏源技术指标测试大全之八—Accumulation Swing Index

由googleglass创建，最终由googleglass更新于2023-06-13 06:53 被浏览 49 用户

指标介绍

振动升降指标（Accumulation Swing Index）：简称ASI

所需数据和参数：ASI(open,high,low,close,nBar )

指标伪码：

VAR1:=ABS(HIGH-REF(CLOSE,1));

VAR2:=ABS(LOW-REF(CLOSE,1));

VAR3:=ABS(HIGH-REF(LOW,1));

VAR4:=ABS(REF(CLOSE,1)-REF(OPEN,1));

VAR5:=CLOSE-REF(CLOSE,1);

VAR6:=CLOSE-REF(OPEN,1);

VAR7:=REF(CLOSE,1)-REF(OPEN,1);

X:=VAR5+0.5VAR6+VAR7;

K:=MAX(VAR1,VAR2);

R1:=VAR1+0.5VAR2+0.25VAR4;

R2:=VAR2+0.5VAR1+0.25VAR4;R3:=VAR3+0.25VAR4;

R:=IF(VAR1>=VAR2 AND VAR1>=VAR3,R1,IF(VAR2>VAR1 AND VAR2>=VAR3,R2,R3));

SIVAL:=50/3XK/R;ASIVAL:SUM(SIVAL,0);