经典的Bollinger系统留下两个问题,一个是时间窗需要多长,一个是带宽需要多宽。自适应布林线解决了上述2个问题。它的唯一的直接参数就是LBD(LookBackDays),且随着市场的变化而变化。{自适应布林带 DZH} VARIABLE:CLA=60,FLA=20,BBT=2; VARIABLE:LBD=20; IF BARPOS>=60 THEN BEGIN TV:=STD(Close,30); YV:=STD(REF(close,1),30); deltaV:=(TV-YV)/TV; LBD:=LBD*(1+deltaV); LBD:=INTPART(LBD); LBD:=Min(LBD,CLA); LBD:=max(LBD,FLA); MID:MA(CLOSE,LBD); UP:MID + BBT*STD(CLOSE,LBD); DN:MID - BBT*STD(CLOSE,LBD); end;
STICKLINE(C>O,H,C,0,1),COLORRED; STICKLINE(C>O,L,O,0,1),COLORRED; STICKLINE(C>O,O,C,8,1),COLORRED; STICKLINE(C<O,H,O,0,0),COLORCYAN; STICKLINE(C<O,L,C,0,0),COLORCYAN; STICKLINE(C<O,O,C,8,0),COLORCYAN; STICKLINE(C=O,H,C,0,1),COLORWHITE; STICKLINE(C=O,L,O,0,1),COLORWHITE; STICKLINE(C=O,O,C,8,1),COLORWHITE;
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