原帖由 朱雀涅磐 于 -8-8 20:25 发表
那你就讲讲换手率历史衰减系数吧
先看两个图，理解下什么叫平均分布和三角分布......
再看两段原码理解衰减。例如，总量原本应写作sum(v,0)。但在筹码中，一般视筹码（总量capital）不变，而今日有量已换手，那今日的量——哪里来的筹码？一定是从昨拿过来的，所以在计算总量时就把“今换手的昨日量”得挖去，总量也就写成[size=14.399999618530273px]for j=1 to DATACOUNT do BEGIN
[size=14.399999618530273px] 总量[j]:=总量[j-1]*(1-换手率[j])+当日量[j];
[size=14.399999618530273px]因为肯定比sum(v,0)小，所以就叫历史衰减。调节这个大小权重，可以在换手率前乘个数，这就是
历史衰减系数，在0.1~10间。
这两段原码，还应看出，cost(0)是经过换手衰减的llv(l,0),cost(100)......hhv(h,0)......而且筹码是精确到“分”的量价重新计算！
[size=14.399999618530273px]VARIABLE:ARR[3000]=0;
[size=14.399999618530273px]HH:=HIGH*100;
[size=14.399999618530273px]LL:=LOW*100;
[size=14.399999618530273px]VV:=VOL/(HH-LL);
[size=14.399999618530273px]co:=0*CLOSE; a:=0*CLOSE; 总量:=0*CLOSE; 当日量:=VOL; 换手率:=VOL/CAPITAL; 收:=c;
[size=14.399999618530273px]for j=1 to DATACOUNT do BEGIN
[size=14.399999618530273px] 总量[j]:=总量[j-1]*(1-换手率[j])+当日量[j]; //累计总成交 按当天换手衰减
[size=14.399999618530273px] LLL:=LLV(LOW,j)*100; //j点时的历史最低价
[size=14.399999618530273px] HHH:=HHV(HIGH,j)*100; //j点时的历史最高价
[size=14.399999618530273px] for p=LLL[j] to HHH[j] do
[size=14.399999618530273px] ARR[p]:=ARR[p] *(1-换手率[j]); //ARR数组每个变量按当天换手衰减
[size=14.399999618530273px] for I=LL[j] TO HH[j] do ARR:=ARR+VV[j]; //累加 ARR每个变量
[size=14.399999618530273px] for K=lll[j] to 收[j]*100 do
[size=14.399999618530273px] co[j]:=co[j]+ARR[k];
[size=14.399999618530273px]a[j]:=co[j]/总量[j]*100;
[size=14.399999618530273px] end ;
[size=14.399999618530273px]正:WINNER(c)*100;
[size=14.399999618530273px]fan :a;
[size=14.399999618530273px]INPUT:X(20,1,100);
[size=14.399999618530273px]VARIABLE:ARR[3000]=0;
[size=14.399999618530273px]HH:=HIGH*100;
[size=14.399999618530273px]LL:=LOW*100;
[size=14.399999618530273px]VV:=VOL/(HH-LL);
[size=14.399999618530273px]co:=0*CLOSE; a:=0*CLOSE; 总量:=0*CLOSE; 当日量:=VOL; 换手率:=VOL/CAPITAL;
[size=14.399999618530273px]for j=1 to DATACOUNT do BEGIN
[size=14.399999618530273px] 总量[j]:=总量[j-1]*(1-换手率[j])+当日量[j]; //累计总成交 按当天换手衰减
[size=14.399999618530273px] LLL:=LLV(LOW,j)*100; //j点时的历史最低价
[size=14.399999618530273px] HHH:=HHV(HIGH,j)*100; //j点时的历史最高价
[size=14.399999618530273px] for p=LLL[j] to HHH[j] do
[size=14.399999618530273px] ARR[p]:=ARR[p] *(1-换手率[j]); //ARR数组每个变量按当天换手衰减
[size=14.399999618530273px] for I=LL[j] TO HH[j] do ARR:=ARR+VV[j]; //累加 ARR每个变量
[size=14.399999618530273px] for K=lll[j] to HHH[j] do BEGIN
[size=14.399999618530273px] co[j]:=co[j]+ARR[k];
[size=14.399999618530273px] a[j]:=k;
[size=14.399999618530273px] IF co[j]>总量[j]*x/100 then
[size=14.399999618530273px] BREAK;
[size=14.399999618530273px]end;
[size=14.399999618530273px] end ;
[size=14.399999618530273px]正:COST(x);
[size=14.399999618530273px]模仿 :a/100;
[ 本帖最后由 刀小 于 -8-8 23:28 编辑 ]
如果觉得《不传之秘》对你有帮助，请点赞、收藏，并留下你的观点哦！
