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本帖最後由 manyung 於 21-1-20 23:19 編輯
- inputs:
- SD(0.5),atrloopend(14);
- variables:
- dailyatr(0),atrupper(0),atrlower(0),atrbasic(0),sizing(0),atrloopval(0),atrsd(0);
- Arrays:
- dailyatrarray [14](0);
- for atrloopval = 1 to atrloopend begin
- dailyatrarray [atrloopval ] = maxlist(HighD(atrloopval)-LowD(atrloopval),closeD(atrloopval+1)-LowD(atrloopval),HighD(atrloopval)-closeD(atrloopval+1));
- end;
- dailyatr = maxlist(HighD(2)-LowD(1),closeD(2)-LowD(1),HighD(1)-closeD(2));
- atrbasic = AverageArray(dailyatrarray ,atrloopend);
- atrsd= AvgDeviationArray(dailyatrarray ,atrloopend);
- atrupper = atrbasic + atrsd*SD ;
- atrlower = atrbasic - atrsd*SD ;
複製代碼 交易time flame 是30mins , 想取daily ATR 的值,會突然由10gb ram 增到64gb ram, 我猜是coding 中的loop 出問題, 試過用data2 來取日線圖數據
試過用每小時2支bar * 23交易小時 * 14天
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