{"id":107190,"date":"2019-07-25T09:21:12","date_gmt":"2019-07-25T01:21:12","guid":{"rendered":"https:\/\/www.lixiangluntan.com\/107190.html"},"modified":"2019-07-25T09:21:12","modified_gmt":"2019-07-25T01:21:12","slug":"%e7%bc%96%e5%86%99%e5%9f%ba%e6%9c%ac%e5%85%ac%e5%bc%8f%e5%ae%9e%e4%be%8b","status":"publish","type":"post","link":"https:\/\/www.lixiangluntan.com\/?p=107190","title":{"rendered":"\u7f16\u5199\u57fa\u672c\u516c\u5f0f\u5b9e\u4f8b"},"content":{"rendered":"
\n

\u901a\u8fbe\u4fe1\u56fe\u6807\u67e5\u8be2<\/p>\n<\/p>\n<\/blockquote>\n

\u9ed1\u9a6c\u80a1\u7968<\/a><\/p>\n

\n

\n<\/div>\n

\u653e\u91cf
1\u3001\u4eca\u65e5\u6bd4\u6628\u65e5\u7684\u6210\u4ea4\u91cf\u653e\u5927\u4e861\u500d\uff1a VOL\/REF\uff08VOL\uff0c1\uff09\uff1e2\uff1b<\/p>\n

2\u3001\u4eca\u65e5\u7684\u4e94\u65e5\u5747\u91cf\u6bd4\u4e94\u5929\u524d\u7684\u4e94\u65e5\u5747\u91cf\u653e\u5927\u4e863\u500d\uff1a AA\uff1a=MA\uff08VOL\uff0c5\uff09\uff1b BB\uff1a=REF\uff08AA\uff0c5\uff09\uff1b AA\/BB\uff1e4\uff1b
3\u3001\u4eca\u5929\u7684\u6210\u4ea4\u91cf\u8fbe\u5230\u4e86\u6574\u4e2a\u6d41\u901a\u76d8\u768410%\u4ee5\u4e0a\uff1a VOL\/CAPITAL\uff1e10\/100\uff1b\uff08\u6ce8\u610f\uff0c10%\u7684\u8868\u8fbe\u5f0f\u662f10\/100\uff0c\u6216\u80050.1\uff09<\/p>\n

\u6210\u4ea4\u91cf\u7f29\u5c0f<\/p>\n

1.2 \u7f29\u91cf
1\u3001\u4eca\u65e5\u6bd4\u6628\u65e5\u7684\u6210\u4ea4\u91cf\u7f29\u5c0f\u4e861\u500d\uff1a VOL\/REF\uff08VOL\uff0c1\uff09\uff1c0.5\uff1b
2\u3001\u4eca\u65e5\u7684\u4e94\u65e5\u5747\u91cf\u6bd4\u4e94\u5929\u524d\u7684\u4e94\u65e5\u5747\u91cf\u7f29\u5c0f\u4e86\u4e00\u534a\uff1a<\/p>\n

AA\uff1a=MA\uff08VOL\uff0c5\uff09\uff1b<\/p>\n

BB\uff1a=REF\uff08AA\uff0c5\uff09\uff1b<\/p>\n

AA\/BB\uff1c0.5\uff1b<\/p>\n

3\u3001\u4eca\u5929\u7684\u6210\u4ea4\u91cf\u4e0d\u8db3\u6574\u4e2a\u6d41\u901a\u76d8\u76840.5%\uff1a<\/p>\n

VOL\/CAPITAL\uff1c0.5\/100\uff1b<\/p>\n

\u4e0a\u6da8
1\u3001\u4eca\u65e5\u6da8\u5e45\u8fbe\u5230\u4e867%\u4ee5\u4e0a\uff1a<\/p>\n

CLOSE\/REF\uff08CLOSE\uff0c1\uff09\uff1e1.07\uff1b<\/p>\n

2\u3001\u5341\u65e5\u5747\u4ef7\u7ee7\u7eed\u4e0a\u6da8\uff1a<\/p>\n

AA\uff1a=MA\uff08CLOSE\uff0c10\uff09\uff1b<\/p>\n

BB\uff1a=REE\uff08AA\uff0c1\uff09\uff1b<\/p>\n

AA\uff1eBB\uff1b<\/p>\n

 <\/p>\n

\u6536\u9633\u3001\u6536\u9634\uff1a<\/p>\n

1\u3001\u5f53\u5929\u6536\u9633\uff1a<\/p>\n

CLOSE\uff1eOPEN\uff1b<\/p>\n

2\u3001\u5f53\u5929\u6536\u9634\uff1a<\/p>\n

CLOSE\uff1cOPEN\uff1b<\/p>\n

\u9ad8\u5f00\u3001\u4f4e\u5f00
1\u3001\u5f53\u5929\u80a1\u4ef7\u9ad8\u5f00\uff0c\u5373\u5f00\u76d8\u9ad8\u4e8e\u6628\u65e5\u6536\u76d8\uff1a<\/p>\n

OPEN\uff1eREF\uff08CLOSE\uff0c1\uff09\uff1b<\/p>\n

2\u3001\u5f53\u5929\u80a1\u4ef7\u4f4e\u5f00\uff1a<\/p>\n

OPEN\uff1cREF\uff08CLOSE\uff0c1\uff09\uff1b<\/p>\n

 <\/p>\n

\u8df3\u7a7a\u4ea6\u6709\u5411\u4e0a\u548c\u5411\u4e0b\u4e24\u79cd\uff1a<\/p>\n

\u5f53\u65e5\u5f00\u76d8\u5728\u6628\u65e5\u6700\u9ad8\u4e4b\u4e0a\uff0c\u5373\u4e3a\u5411\u4e0a\u8df3\u7a7a\uff1a<\/p>\n

OPEN\uff1eREF\uff08HIGH\uff0c1\uff09\uff1b<\/p>\n

\u53cd\u4e4b\uff0c\u5f00\u76d8\u5c0f\u4e8e\u6628\u65e5\u7684\u6700\u9ad8\u4ef7\uff0c\u4e3a\u5411\u4e0b\u8df3\u7a7a\uff1a<\/p>\n

OPEN\uff1cREF\uff08LOW\uff0c1\uff09\uff1b<\/p>\n

\u653e\u91cf\u4e0a\u653b
AA\uff1a=VOL\/REF\uff08VOL\uff0c1\uff09\uff1e2\uff1b{\u6210\u4ea4\u91cf\u662f\u6628\u65e5\u7684\u4e24\u500d}<\/p>\n

BB\uff1a=CLOSE\/REF\uff08CLOSE\uff0c1\uff09\uff1e1.07\uff1b{\u6da8\u5e45\u5927\u4e8e7%}<\/p>\n

AA AND BB\uff1b<\/p>\n

\u9ad8\u5f00\u9ad8\u8d70
AA\uff1a=OPEN\uff1eREF\uff08CLOSE\uff0c1\uff09\uff1b{\u5f00\u76d8\u4ef7\u5927\u4e8e\u6628\u6536}<\/p>\n

BB\uff1a=CLOSE\uff1eOPEN\uff1b\uff5b\u5f53\u65e5\u6536\u9633\u7ebf\uff5d<\/p>\n

AA AND BB\uff1b<\/p>\n

\u521b\u65b0\u9ad8
\u521b\u65b0\u9ad8\u6307\u5f53\u65e5\u6700\u9ad8\u4ef7\u662f\u6700\u8fd1\u4e00\u6bb5\u65f6\u95f4\u7684\u6700\u9ad8\u4ef7\uff1a<\/p>\n

HIGH=HHV(HIGH,N);<\/p>\n

\u5176\u4e2d\u7684HIGH\u4e3a\u5f53\u671f\u6700\u9ad8\u4ef7\uff0cHHV(X,N)\u662f\u6c42N\u5468\u671f\u5185X\u6700\u9ad8\u503c\u3002<\/p>\n

\u56e0\u6b64\u8be5\u516c\u5f0f\u7684\u542b\u4e49\u662f\u5f53\u65e5\u6700\u9ad8\u4ef7\u521b\uff2e\u65e5\u65b0\u9ad8\u65f6\u8fd4\u56de\u503c\u4e3a\uff11\uff0c\u5426\u5219\u4e3a\uff10\u3002<\/p>\n

\u6a2a\u76d8\u6574\u7406
\u6a2a\u76d8\u6574\u7406\u6307\u6700\u8fd1\u4e00\u6bb5\u65f6\u671f\u4ef7\u683c\u5728\u4e00\u5b9a\u5e45\u5ea6\u4e4b\u5185\u6446\u52a8\uff1a<\/p>\n

(HHV(CLOSE,10)-LLV(CLOSE,10))\/CLOSE<0.05;<\/p>\n

\u5176\u4e2d\u7684LLV(X,N)\u662f\u6c42N\u5468\u671f\u5185X\u6700\u4f4e\u503c\u3002\u56e0\u6b64\u8be5\u516c\u5f0f\u8868\u793a10\u65e5\u6536\u76d8\u4ef7\u632f\u5e45\u632f\u5e45\u57285%\u4ee5\u5185\u3002<\/p>\n

2. \u516c\u5f0f\u7ec4\u5408\u5b9e\u4f8b
\u4e0b\u9762\u4ecb\u7ecd\u5982\u4f55\u5bf9\u57fa\u672c\u516c\u5f0f\u8fdb\u884c\u7ec4\u5408\uff0c\u63cf\u8ff0\u4e00\u4e9b\u7b80\u5355\u7684K\u7ebf\u5f62\u6001\u3002\u5728\u7f16\u5199\u516c\u793a\u524d\uff0c\u9700\u8981\u51c6\u786e\u5bf9K\u7ebf\u5f62\u6001\u8fdb\u884c\u5b9a\u4e49\u3002<\/p>\n

2.1 \u5411\u4e0a\u8df3\u7a7a\u4e4b\u540e\u4e24\u5929\u5185\u5e76\u672a\u56de\u8865.<\/p>\n

\u5b9a\u4e49\uff1a\u5b9e\u9645\u4e0a\u5c31\u662f\u6628\u5929\u53d1\u751f\u4e86\u8df3\u7a7a\u7f3a\u53e3\uff0c\u8fd9\u4e24\u5929\u7684\u6700\u4f4e\u4ef7\u4e00\u76f4\u5728\u4e24\u5929\u524d\u7684\u6700\u9ad8\u4ef7\u4e4b\u4e0a\u3002<\/p>\n

AA\uff1a=REF\uff08OPEN\uff0c1\uff09\uff1eREF\uff08HIGH\uff0c2\uff09\uff1b<\/p>\n

BB\uff1a=REF\uff08LOW\uff0c1\uff09\uff1eREF\uff08HIGH\uff0c2\uff09\uff1b<\/p>\n

CC\uff1a=LOW\uff1eREF\uff08HIGH\uff0c2\uff09\uff1b<\/p>\n

AA AND BB AND CC\uff1b<\/p>\n

\u4ed4\u7ec6\u4e00\u60f3\uff0c\u82e5BB\u6210\u7acb\uff0cAA\u4e00\u5b9a\u6210\u7acb\uff0cAA\u5b9e\u9645\u4e0a\u6ca1\u6709\u5b58\u5728\u7684\u5fc5\u8981\u3002\u66f4\u7b80\u5355\u7684\u65b9\u6cd5\uff0c<\/p>\n

\u4e0b\u9762\u7684\u4e00\u53e5\u8bdd\u53ef\u4ee5\u7684\u4e0a\u9762\u7684\u56db\u53e5\uff1a<\/p>\n

COUNT\uff08LOW\uff1eREF\uff08HIGH\uff0c2\uff09\uff0c2\uff09=2\uff1b<\/p>\n

2.2 5\u65e5\uff0c10\u65e5\uff0c30\u65e5\u5747\u7ebf\u591a\u5934\u6392\u5217<\/p>\n

\u5b9a\u4e49\uff1a\u5747\u7ebf\u591a\u5934\u6392\u5217\uff0c\u662f\u6307\u4ece\u77ed\u5468\u671f\u5230\u957f\u5468\u671f\u5747\u7ebf\uff0c\u4ece\u4e0a\u800c\u4e0b\u7684\u4f9d\u6b21\u6392\u5217<\/p>\n

AA\uff1a=MA\uff08CLOSE\uff0c5\uff09\uff1b<\/p>\n

BB\uff1a=MA\uff08CLOSE\uff0c10\uff09\uff1b<\/p>\n

CC\uff1a=MA\uff08CLOSE\uff0c30\uff09\uff1b<\/p>\n

T1\uff1a=AA\uff1eBB AND BB\uff1eCC\uff1b<\/p>\n

\u4ee5\u4e0a\u60c5\u51b5\u7ef4\u6301\u4e00\u6bb5\u65f6\u95f4\uff0c\u5047\u8bbe\u6211\u4eec\u8fd9\u91cc\u5b9a\u4e3a4\u5929\u4ee5\u4e0a\uff1a<\/p>\n

COUNT\uff08T1\uff0c4\uff09=4\uff1b<\/p>\n

COUNT\uff08X\uff0cN\uff09<\/p>\n

\u8868\u793a\u7edf\u8ba1\u5728N\u5929\u5185\u6ee1\u8db3\u6761\u4ef6X\u7684\u6709\u51e0\u5929\u3002\u6700\u7ec8\u7684\u7ed3\u679c\u5c31\u662f\u5982\u4e0b\u6240\u793a\uff1a<\/p>\n

AA\uff1a=MA\uff08CLOSE\uff0c5\uff09\uff1b<\/p>\n

BB\uff1a=MA\uff08CLOSE\uff0c10\uff09\uff1b<\/p>\n

CC\uff1a=MA\uff08CLOSE\uff0c30\uff09\uff1b<\/p>\n

T1\uff1a=AA\uff1eBB AND BB\uff1eCC\uff1b<\/p>\n

COUNT\uff08T1\uff0c4 \uff09=4\uff1b<\/p>\n

2.3\u9003\u9876K\u7ebf\u5f62\u6001\u4e4b--\u9ec4\u660f\u4e4b\u661f<\/p>\n

\u5b9a\u4e49\uff1a\u5f53\u5e02\u573a\u51fa\u73b0\u4e00\u6761\u5927\u9633\u7ebf\u540e\uff0c\u901a\u5e38\u4f1a\u4ea7\u751f\u8df3\u7a7a\u9ad8\u5f00\u7684\u60c5\u51b5\uff0c\u6709\u65f6\u4fbf\u4f1a\u51fa\u73b0\u5341\u5b57\u661f\u6216\u7c7b\u4f3c\u5341\u5b57\u661f\u7684\u5c0f\u9634\u7ebf\uff08\u5c0f\u9633\u7ebf\uff09\uff0c\u5f53\u8be5\u5f62\u6001\u51fa\u73b0\u5728\u4e00\u6bb5\u4e0a\u5347\u884c\u60c5\u7684\u5f53\u4e2d\uff0c\u5c31\u5f88\u5bb9\u6613\u5f62\u6210\u7ecf\u5178K\u7ebf\u5f62\u6001--\u9ec4\u660f\u4e4b\u661f\u3002\u4e3a\u4e86\u7ed3\u6784\u7b80\u5355\u8d77\u89c1\uff0c\u9996\u5148\u5c06\u4e8c\u5929\u7684\u9ad8\u5f00\u4f4e\u6536\u7528\u4e2d\u95f4\u8868\u8fbe\u5f0f\u8868\u8fbe\u51fa\u6765\uff0c\u56e0\u4e3a\u6211\u4eec\u5728\u540e\u9762\u7684\u7f16\u5199\u8fc7\u7a0b\u4e2d\u4f1a\u5206\u522b\u4f7f\u7528\u5230\u8fd9\u4e9b\u6570\u636e\u3002<\/p>\n

1\u3001\u4eca\u65e5K\u7ebf\u7684\uff1a<\/p>\n

\u5f00-a1, a1\uff1a=open\uff1b \u6536-a2\uff0c a2\uff1a=close\uff1b \u9ad8-a3, a3\uff1a=high\uff1b<\/p>\n

2\u3001\u6628\u5929K\u7ebf\u7684\uff1a<\/p>\n

\u5f00-b1, b1\uff1a=ref(open\uff0c1)\uff1b<\/p>\n

\u6536-b2\uff0c b2\uff1a=ref(close\uff0c1)\uff1b<\/p>\n

\u9ad8-b3\uff0c b3\uff1a=ref(high\uff0c1)\uff1b<\/p>\n

\u4f4e-b4\uff0c b4\uff1a=ref(low\uff0c1)\uff1b<\/p>\n

3\u3001\u524d\u5929K\u7ebf\u7684\uff1a<\/p>\n

\u5f00-c1, c1\uff1a=ref(open\uff0c2)\uff1b<\/p>\n

\u6536-c2, c2\uff1a=ref(close\uff0c2)\uff1b<\/p>\n

\u9ad8-c3, c3\uff1a=ref(high\uff0c2)\uff1b<\/p>\n

\u4f4e-c4, c4\uff1a=ref(low\uff0c2)\uff1b<\/p>\n

4\u3001\u6211\u4eec\u5c06\u4f1a\u5206\u522b\u63cf\u8ff0\u51fa\u4e09\u5929\u7684K\u7ebf\u5f62\u6001\uff0c\u7136\u540e\u6c47\u603b\uff0c\u9996\u5148\u6211\u4eec\u89c2\u5bdf\u4eca\u65e5K\u7ebf\u7684\u7279\u5f81\uff0c\u4eca\u5929\u662f\u4e00\u6839\u4f4e\u5f00\u4f4e\u8d70\u7684\u5927\u9634\u7ebf\uff0c\u6211\u4eec\u7ed9\u5b83\u4e00\u4e9b\u6570\u5b57\u4e0a\u7684\u5b9a\u4e49\uff1a<\/p>\n

a\u3001\u4eca\u65e5\u5f00\u76d8\u4ef7\u5c0f\u4e8e\u6628\u65e5\u6536\u76d8\u4ef7\uff1a<\/p>\n

aa:=a1\uff1cb2 and b\u3001\u4eca\u65e5\u7684\u9634\u7ebf\u5b9e\u4f53\u8f83\u957f\uff0c\u6211\u4eec\u7528\u5f00\u76d8\u4ef7\u548c\u6536\u76d8\u4ef7\u76f8\u6bd4\uff0c\u957f\u5ea6\u5927\u4e8e4%\uff1aa1\/a2\uff1e1.04\uff1b 5\u3001\u6628\u65e5K\u7ebf\u7684\u7279\u5f81\uff0c\u662f\u4e00\u6839\u5341\u5b57\u5f62\u6001\u7684K\u7ebf\uff0c\u5e76\u4e14\u5728\u5de6\u53f3\u4e24\u6839K\u7ebf\u4e4b\u4e0a\uff0c\u5206\u522b\u8868\u8fbe\u4e3a\uff1a a\u3001\u6628\u65e5\u8df3\u5f00\uff0c\u9ad8\u4e8e\u524d\u5929\u7684\u6536\u76d8\uff1a bb\uff1a=b1\uff1ec3<\/p>\n

b\u3001\u6628\u65e5\u6536\u76d8\u540c\u6837\u5728\u7f3a\u53e3\u4e4b\u4e0a\uff1a<\/p>\n

and b2\uff1ec3<\/p>\n

c\u3001\u7ebf\u5f62\u5b9e\u4f53\u957f\u5ea6\u5f88\u5c0f\uff0c\u4e5f\u5c31\u662f\u6628\u65e5\u5f00\u76d8\u548c\u6536\u76d8\u4e4b\u5dee\u6bd4\u6628\u65e5\u5f00\u76d8\u7684\u503c\u5c0f\u4e8e0.01\uff1a<\/p>\n

and abs(b1-b2)\/b1\uff1c0.01<\/p>\n

d\u3001K\u7ebf\u6709\u4e0a\u4e0b\u5f71\u7ebf\uff0c\u53ef\u4ee5\u8868\u793a\u4e3a\u6700\u9ad8\u4ef7\u548c\u6700\u4f4e\u4ef7\u4e0d\u7b49\u4e8e\u6536\u76d8\u4ef7\u4e5f\u4e0d\u7b49\u4e8e\u5f00\u76d8\u4ef7\uff1a<\/p>\n

and b3\uff1eb1 and b3\uff1eb2 and b4\uff1cb1 and b4\uff1cb2<\/p>\n

e\u3001\u5f53\u65e5\u7684\u6700\u9ad8\u4ef7\u4e3a20\u5929\u4ee5\u6765\u7684\u6700\u9ad8\u4ef7\uff1a<\/p>\n

and b3=hhv(high\uff0c20)\uff1b<\/p>\n

6\u3001\u524d\u65e5K\u7ebf\u7684\u7279\u5f81\uff1a<\/p>\n

\u80a1\u4ef7\u5927\u5e45\u4e0a\u626c\uff0c\u5e45\u5ea6\u8f83\u524d\u4e00\u65e5\u6536\u76d8\u9ad8\u51fa4%\u5e76\u4e14\u6536\u76d8\u5927\u4e8e\u5f00\u76d8\uff1a<\/p>\n

cc:=c2\/ref(close\uff0c3)\uff1e1.04 and c2\uff1ec1\uff1b<\/p>\n

\u7efc\u5408\u9009\u80a1\u6761\u4ef6\uff1a<\/p>\n

\u6700\u540e\u6211\u4eec\u5c06\u4e09\u5929\u7684K\u7ebf\u7279\u5f81\u7ed3\u5408\u8d77\u6765\uff0c\u5408\u6210\u4e00\u4e2a\u6700\u540e\u7684\u6761\u4ef6\u5c31\u662f\u7531\u56fe\u6240\u793a\u5185\u5bb9\uff1a aa and bb and cc \u6700\u7ec8\u7ed3\u679c\u5c31\u662f\uff08\u53ef\u4ee5\u76f4\u63a5\u52a0\u8fdb\u901a\u8fbe\u4fe1\u516c\u5f0f\u7f16\u8f91\u5668\uff09\uff1a<\/p>\n

a1:=open;<\/p>\n

a2:=close;<\/p>\n

a3:=high;
b1:=ref(open,1);<\/p>\n

b2:=ref(close,1);<\/p>\n

b3:=ref(high,1);<\/p>\n

b4:=ref(low,1);<\/p>\n

c1:=ref(open,2);<\/p>\n

c2:=ref(close,2);<\/p>\n

c3:=ref(high,2);<\/p>\n

c4:=ref(low,2);<\/p>\n

aa:=a11.04;<\/p>\n

bb:=b1>c3 and b2>c3 and abs(b1-b2)\/b1<0.01 and b3>b1 and b3>b2 and b4<\/p>\n

cc:=c2\/ref(close,3)>1.04 and c2>c1;<\/p>\n

aa and bb and cc;<\/p>\n

\u5982\u679c\u6211\u4eec\u60f3\u628a\u8fd9\u4e2a\u9009\u80a1\u516c\u5f0f\u6539\u4e3a\u6307\u6807\u516c\u5f0f\uff0c\u4fee\u6539\u6700\u540e\u4e00\u4e2a\u8bed\u53e5\u5c31\u53ef\u4ee5\u4e86\u3002\u5c06aa and bb and cc; \u6539\u4e3aDRAWICON((AA AND BB AND CC),HIGH*1.02,2);<\/p>\n

\u9ec4\u660f\u4e4b\u661f\u662f\u4e00\u4e2a\u5356\u51fa\u4fe1\u53f7\uff0c\u4e0e\u4e4b\u76f8\u5bf9\u5e94\u7684\u662f\u4e00\u4e2a\u4e70\u5165\u4fe1\u53f7\uff0c\u79f0\u4e3a\u65e9\u6668\u4e4b\u661f\uff1a<\/p>\n

 <\/p>\n

\u6307\u6807\u6e90\u7801\u8bf7\u53c2\u8003\u901a\u8fbe\u4fe1\u4e2d\u7684\u76f8\u5173\u9009\u80a1\u516c\u5f0f\u3002\uff08\u7701\uff09<\/p>\n

2.4\u7a81\u7834\u5e95\u90e8\u6a2a\u76d8\u6574\u7406\u521b\u65b0\u9ad8<\/p>\n

\u5b9a\u4e49\uff1a\u80a1\u4ef7\u7a81\u7834\u957f\u671f\u76d8\u6574\u533a\u95f4\uff0c\u4e4b\u540e\u653e\u91cf\u4e0a\u653b\u8fdb\u5165\u4e3b\u5347\u6bb5\u3002\u201c\u957f\u671f\u201d\u8bbe\u5b9a\u4e3a150\u5929\uff1b\u201c\u6a2a\u76d8\u201d\u8bbe\u5b9a\u80a1\u4ef7\u5728150\u65e5\u5747\u7ebf\u4e0a\u4e0b15%\u6ce2\u52a8\uff1b\u653e\u91cf\uff1b\u5e76\u4e14\u80a1\u4ef7\u521b\u4e0b150\u5929\u4ee5\u6765\u7684\u5386\u53f2\u65b0\u9ad8\u3002<\/p>\n

\u9996\u5148\u7528\u516c\u5f0f\u63cf\u8ff0\u653e\u91cf<\/p>\n

a\u3001\u5c06\u4f1a\u4f7f\u75285\u65e5\u5747\u91cf\u6765\u8fdb\u884c\u6bd4\u8f83\uff0c\u6210\u4ea4\u91cf\u6bd4\u6628\u65e5\u6210\u4ea4\u91cf\u653e\u5927\u4e24\u500d\uff1b<\/p>\n

b\u3001V1\u662f\u4e94\u65e5\u5747\u91cf\uff0cREF\uff08V1\uff0c1\uff09\u5c31\u662f\u6628\u65e5\u7684\u5747\u91cf\uff1b<\/p>\n

V1\uff1a=MA\uff08VOL\uff0c5\uff09\uff1b<\/p>\n

V2\uff1a=VOL\/REF\uff08V1\uff0c1\uff09\uff1e2\uff1b<\/p>\n

\u957f\u671f\u6a2a\u76d8<\/p>\n

a\u3001PZ1\u662f\u5f53\u5929150\u65e5\u5747\u4ef7\uff1a<\/p>\n

PZ1\uff1a=MA\uff08CLOSE\uff0cM\uff09\uff1b<\/p>\n

b\u3001PZ2\u662f150\u65e5\u7684\u6700\u9ad8\u4ef7\uff1b<\/p>\n

PZ2\uff1a=HHV\uff08HIGH\uff0cM\uff09\uff1b<\/p>\n

c\u3001PZ3\u662f150\u65e5\u7684\u6700\u4f4e\u4ef7\uff1b<\/p>\n

PZ3\uff1a=LLV\uff08LOW\uff0cM\uff09\uff1b<\/p>\n

d\u3001PZ4\u662f150\u65e5\u7684\u6700\u9ad8\u4ef7\u548c150\u65e5\u5747\u4ef7\u7684\u8ddd\u79bb\u7684\u767e\u5206\u6bd4\uff0cPZ5\u521a\u597d\u76f8\u53cd\u662f\u6700\u4f4e\u4ef7\u548c\u5747\u4ef7\u7684\u5dee\u7684\u767e\u5206\u6bd4\uff1b PZ4\uff1a=\uff08PZ2-PZ1\uff09\/PZ1\uff1b PZ5\uff1a=\uff08PZ1-PZ3\uff09\/PZ1\uff1b<\/p>\n

e\u3001\u8bbe\u4e3a\u80a1\u4ef7\u5728150\u65e5\u5747\u7ebf\u4e0a\u4e0b15%\u6ce2\u52a8\uff0c\u4e5f\u5c31\u662fPZ4\u3001PZ5\u90fd\u5c0f\u4e8e0.15\uff1b PZ\uff1a=REF\uff08PZ4\uff0c1\uff09\uff1c0.15 AND REF\uff08PZ5\uff0c1\uff09\uff1c0.15\uff1b 3\u3001\u4eca\u5929\u521b\u4e0b\u5386\u53f2\u65b0\u9ad8\uff0c\u4e5f\u5c31\u662f\u4eca\u5929\u7684\u6700\u9ad8\u4ef7\u662f150\u5929\u5185\u7684\u6700\u9ad8\u4ef7\uff01 TP1\uff1aHHV\uff08HIGH\uff0cM\uff09\uff1b TP\uff1a=HIGH=TP1\uff1b<\/p>\n

\u7efc\u5408\u4e09\u4e2a\u6761\u4ef6\u7684\u6700\u540e\u7684\u903b\u8f91\u5224\u65ad\u5f0f\u5c31\u662f\u6211\u4eec\u7684\u6700\u540e\u7ed3\u8bba\uff1a V2 AND PZ AND TP\uff08\u53c2\u6570M=150\u5929\uff09<\/p>\n

\u6700\u7ec8\u7ed3\u679c\u5c31\u662f\uff1a<\/p>\n

\uff08\u53c2\u6570M=150\u5929\uff09<\/p>\n

V1\uff1a=MA\uff08VOL\uff0c5\uff09\uff1b<\/p>\n

V2\uff1a=VOL\/REF\uff08V1\uff0c1\uff09\uff1e2\uff1b<\/p>\n

PZ1\uff1a=MA\uff08CLOSE\uff0cM\uff09\uff1b<\/p>\n

PZ2\uff1a=HHV\uff08HIGH\uff0cM\uff09\uff1b<\/p>\n

PZ3\uff1a=LLV\uff08LOW\uff0cM\uff09\uff1b<\/p>\n

PZ4\uff1a=\uff08PZ2-PZ1\uff09\/PZ1\uff1b<\/p>\n

PZ5\uff1a=\uff08PZ1-PZ3\uff09\/PZ1\uff1b<\/p>\n

PZ\uff1a=REF\uff08PZ4\uff0c1\uff09\uff1c0.15 AND REF\uff08PZ5\uff0c1\uff09\uff1c0.15\uff1b<\/p>\n

TP1\uff1aHHV\uff08HIGH\uff0cM\uff09\uff1b<\/p>\n

TP\uff1a=HIGH=TP1\uff1b<\/p>\n

V2 AND PZ AND TP\uff1b<\/p>\n

\u6ce8\u610f\uff1a\u5982\u679c\u6e90\u7801\u52a0\u5165\u5230\u516c\u5f0f\u7f16\u8f91\u5668\u540e\u663e\u793a\u9519\u8bef\uff0c\u8bf7\u591a\u6ce8\u610f\u6807\u70b9\u7b26\u53f7\uff0c\u9700\u8981\u5c06\u4e2d\u6587\u6a21\u5f0f\u4e0b\u7684\u6807\u70b9\u6539\u6210\u82f1\u6587\u6a21\u5f0f\u4e0b\u7684\u6807\u70b9\uff0c\u4f8b\u5982\uff1a\u201c\uff1a\u201d\u6539\u6210\u201c:\u201d\uff0c \u201c\uff0c\u201d\u6539\u6210\u201c,\u201d\u4ee5\u53ca\u62ec\u53f7\u7b49\u7b49\u3002<\/p>\n

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