EA只是给大家提供了一个思路,参数需要自己优化研究,如果对于参数的意义不清楚,可以评论里写出来。
根据波动计算出来的动能值是这样计算的,直接贴上源码,大家自己看
double Momentum(int shortPeriod,int longPeriod)
{
double shortPoint=0.0;
double longPoint=0.0;
for (int i = 1 ; i <= shortPeriod ; i = i + 1)
{
shortPoint += Close[i] - Open[i] ;
}
for (int i = 1 ; i <= longPeriod ; i = i + 1)
{
longPoint += MathAbs(Close[i] - Open[i]) ;
}
return ( shortPoint / shortPeriod / (longPoint / longPeriod) );
} |