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1、已破解的交易策略源码：DIRECTION:=CLOSE-REF(CLOSE,10);VOLATILITY:=SUM(ABS(CLOSE-REF(CLOSE,1),10);ER:=ABS(DIRECTION/VOLATILITY);FASTSC:=2/(2 + 1);SLOWSC:=2/(30 + 1);SSC:=ER*(FASTSC-SLOWSC)+SLOWSC;:c,nodraw;CONSTANT:=SSC*SSC;AMAHIGH:=REF(EMA(HIGH,100),1)+CONSTANT*(HIGH- EMA(HIGH,100);AMACLOSE:=REF(EMA(CLOSE,100),
2、1)+CONSTANT*(CLOSE- REF(EMA(CLOSE,100),1);AMALOW:=REF(EMA(LOW,100),1)+CONSTANT*(LOW- EMA(LOW,100);REF(LOWAMAHIGH,1),BK;REF(CLOSEAMACLOSE OR CLOSE=0.995*BKPRICE,1),SP;REF(HIGHAMACLOSE OR CLOSE=1.005*SKPRICE,1),BP;AUTOFILTER;源码解析：DIRECTION赋值:收盘价-10日前的收盘价VOLATILITY赋值:(收盘价-昨收)的绝对值的10日累和ER赋值:DIRECTION/VO
3、LATILITY的绝对值FASTSC赋值:2/(2 + 1)SLOWSC赋值:2/(30 + 1)SSC赋值:ER*(FASTSC-SLOWSC)+SLOWSC输出CXH99.COM:收盘价,NODRAWCONSTANT赋值:SSC*SSCAMAHIGH赋值:昨日最高价的100日指数移动平均+CONSTANT*(最高价- 最高价的100日指数移动平均)AMACLOSE赋值:昨日收盘价的100日指数移动平均+CONSTANT*(收盘价- 昨日收盘价的100日指数移动平均)AMALOW赋值:昨日最低价的100日指数移动平均+CONSTANT*(最低价- 最低价的100日指数移动平均)昨日最低价AMAHIGH,BK昨日收盘价AMACLOSEORCLOSE=0.995*BKPRICE,SP昨日最高价AMACLOSEORCLOSE=1.005*SKPRICE,BPAUTOFILTER
