1. ADX
(1)ADX指标TB代码
Params
Numeric N(14);
Vars
NumericSeries TR;
NumericSeries HD;
NumericSeries LD;
NumericSeries DMP;
NumericSeries DMM;
NumericSeries PDI;
NumericSeries MDI;
NumericSeries ADXValue;
NumericSeries ADXRValue;
Begin
TR=
Summation(MAX(MAX(HIGH-LOW,ABS(HIGH-CLOSE[1])),ABS(LOW-CLOSE[1])),N); HD = HIGH - HIGH[1];
LD = LOW[1] - LOW;
DMP = Summation(IIF(HD>0 AND HD>LD, HD, 0), N);
DMM = Summation(IIF(LD>0 AND LD>HD, LD, 0), N);
PDI = DMP*100/TR;
MDI = DMM*100/TR;
ADXValue = Average(ABS(MDI - PDI)/(MDI + PDI)*100, N);
ADXRValue = (ADXValue+ADXValue[1])*0.5;
Return ADXValue;
End
2. ChoppyMarketIndex
(1)计算公式
ChoppyMarketIndex = (AbsValue(Close-Close[29]) / (Highest(High,30)-Lowest(Low,30)) * 100)
(2)指标解读
分母是最近30天最高价–最近30天的最低价。
分子则是今天的收盘价-29天前的收盘价,然后再取绝对值。
ChoppyMarketIndex的数值也是会介於0-100
之间,数值越大,代表市场趋势越明显。
数值越小,则代表目前市场可能陷入摆盪状况。
3. Market Efficiency Ratio市场效率指标
(1)计算公式
NetChg = Abs( Price - Price[EffRatioLength] );
TotChg = Summation( Abs( Price - Price[1] ), EffRatioLength );
EffRatio = IIF(TotChg > 0, NetChg / TotChg, 0);
(2)核心思想
位移路程比
4. 趋势强度指标
(1)计算公式
XMAvalue=XAverage(CQClose,QSshort);
AValue=Abs(XMAvalue-XAverage(CQClose,QSlong))/XAverage(CQClose,QSlong );
BValue=Abs(XMAvalue-XMAvalue[1])/XMAvalue;
QSValue=(AValue+BValue)*100;。