⑴ 股市高手進 歷史波動率指標 求編程公式
按n=50來寫公式吧:
歷史波動性:std(ln(c/ref(c,1)),n)*100*sqrt(256);
⑵ 通達信 uos終極波動指標源碼
N1:=7;
N2:=14;
N3:=28;
M:=6;
TH:=MAX(HIGH,REF(CLOSE,1));
TL:=MIN(LOW,REF(CLOSE,1));
ACC1:=SUM(CLOSE-TL,N1)/SUM(TH-TL,N1);
ACC2:=SUM(CLOSE-TL,N2)/SUM(TH-TL,N2);
ACC3:=SUM(CLOSE-TL,N3)/SUM(TH-TL,N3);
UOS:(ACC1*N2*N3+ACC2*N1*N3+ACC3*N1*N2)*100/(N1*N2+N1*N3+N2*N3);
MAUOS:EXPMEMA(UOS,M);
⑶ 通達信 emv簡易波動指標源碼
N:=14;
M:=9;
VOLUME:=MA(VOL,N)/VOL;
MID:=100*(HIGH+LOW-REF(HIGH+LOW,1))/(HIGH+LOW);
EMV:MA(MID*VOLUME*(HIGH-LOW)/MA(HIGH-LOW,N),N);
MAEMV:MA(EMV,M);