| 仓差:=oi-ref(oi,1);开仓:=(vol+仓差)/2;平仓:=(vol-仓差)/2;股价方向:=if(C>ref(C,1),1,if(C<ref(C,1),-1,0));周期数:=BARSLAST(股价方向);方向:=ref(股价方向,周期数);{以下为仓位}单多开:=if(方向>0 and 仓差>0 and 平仓<>0,仓差,0);单空开:=if(方向<0 and 仓差>0 and 平仓<>0,仓差,0);单多平:=if(方向<0 and 仓差<0 and 开仓<>0,-仓差,0);单空平:=if(方向>0 and 仓差<0 and 开仓<>0,-仓差,0);单多:sum(单多开+单空平,0);单空:sum(单空开+单多平,0);双多开:=if(方向>0 and 仓差>0 and 平仓=0,仓差,0);双空开:=if(方向<0 and 仓差>0 and 平仓=0,仓差,0);双多平:=if(方向<0 and 仓差<0 and 开仓=0,-仓差,0);双空平:=if(方向>0 and 仓差<0 and 开仓=0,-仓差,0);双多:sum(双多开+双空平,0);双空:sum(双空开+双多平,0);S换手:=if(方向>0 and 仓差=0,vol,0);X换手:=if(方向<0 and 仓差=0,vol,0);换多:sum(S换手,0);换空:sum(X换手,0); |
