申万宏源技术指标测试大全之七—Bollinger
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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);
指标含义
/wiki/static/upload/c9/c9cab38d-f194-4632-8d0c-532a66738dd9.pdf
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