RSI跨周期(适用于日线及以下周期)

女儿是期神

1. 
   
2. //------------------------------------------------------------------------
   
3. // 简称: HFRSI
   
4. // 名称:
   
5. // 类别: 用户函数
   
6. // 类型: 用户函数
   
7. // 输出: 数值型
   
8. //------------------------------------------------------------------------
   
9. Params
   
10. Numeric Length(14) ;
    
11. Numeric BigInterval(0);
    
12. 
    
13. Vars
    
14. NumericSeries BigIndex; //大周期编号
    
15. NumericSeries SmallIndex; //小周期编号
    
16. NumericSeries C1Diff(0);  //Close - Close[SmallIndex[1]]
    
17. 
    
18. NumericSeries NetChgAvg;
    
19. NumericSeries TotChgAvg;
    
20. NumericSeries RSIValue;
    
21. Numeric Change;
    
22. Numeric SF;
    
23. Numeric ChgRatio;
    
24. Begin
    
25. If(CurrentBar==0)
    
26. {
    
27.   BigIndex = -1;  //第1个大周期不在计算范围之内
    
28.   SmallIndex = 1;
    
29. }
    
30. Else //If(NextOpen<>InvalidNumeric)//记录大周期的ID
    
31. {
    
32.   SF = 1/Length;
    
33.   //当前大周期最后一根Bar
    
34.   If((BigInterval==0 And T[-1]==0.09) Or (BigInterval>0 And Mod(Minute[-1],BigInterval)==0))
    
35.   {
    
36.    BigIndex = BigIndex[1] + 1;
    
37.    SmallIndex = 1;
    
38.    If(BigIndex>=1)
    
39.     C1Diff = C1Diff[1] + Abs(C - C[SmallIndex[1]]); //收盘价差之和(只在<Length才使用
    
40.    
    
41.    //计算大周期RSI   
    
42.    If(BigIndex < Length)
    
43.    {
    
44.     If(BigIndex[1]==-1 And BigIndex==0)
    
45.      SetGlobalVar(49, C); //第1个大周期的值
    
46.    }
    
47.    Else If(BigIndex == Length)
    
48.    {
    
49.     //NetChgAvg = ( Close - Close[Length] ) / Length ;
    
50.     //TotChgAvg = AverageFC( Abs( Close - Close[1] ), Length ) ;
    
51.     NetChgAvg = ( C - GetGlobalVar(49)) / Length ;
    
52.     TotChgAvg = C1Diff / Length;
    
53.    }   
    
54.    Else
    
55.    {
    
56.     //Change = Close - Close[1] ;
    
57.     //NetChgAvg = NetChgAvg[1] + SF * ( Change - NetChgAvg[1] ) ;
    
58.     //TotChgAvg = TotChgAvg[1] + SF * ( Abs( Change ) - TotChgAvg[1] ) ;
    
59.     NetChgAvg = NetChgAvg[SmallIndex[1]] + SF * ( C - C[SmallIndex[1]] - NetChgAvg[SmallIndex[1]] ) ;
    
60.     TotChgAvg = TotChgAvg[SmallIndex[1]] + SF * ( Abs( C - C[SmallIndex[1]] ) - TotChgAvg[SmallIndex[1]] ) ;
    
61.    }
    
62.    
    
63.    If( TotChgAvg <> 0 )
    
64.    {
    
65.     ChgRatio = NetChgAvg / TotChgAvg ;
    
66.    }else
    
67.    {
    
68.     ChgRatio = 0 ;
    
69.    }
    
70.    
    
71.    RSIValue = 50 * ( ChgRatio + 1 ) ;
    
72.   }
    
73.   Else
    
74.   {
    
75.    BigIndex = BigIndex[1];
    
76.    SmallIndex = SmallIndex[1] + 1;
    
77.    C1Diff = C1Diff[1];
    
78.    NetChgAvg = NetChgAvg[1];
    
79.    TotChgAvg = TotChgAvg[1];
    
80.    RSIValue = RSIValue[1];
    
81.   }
    
82. }
    
83. //Commentary(Text(GetGlobalVar(49)));
    
84. //Commentary("BigIndex"+Text(BigIndex));
    
85. //Commentary("SmallIndex"+Text(SmallIndex));
    
86. //Commentary("C1Diff"+Text(C1Diff));
    
87. //Commentary("NetChgAvg"+Text(NetChgAvg));
    
88. //Commentary("TotChgAvg"+Text(TotChgAvg));
    
89. //Commentary(Text(RSIValue));
    
90. If(BigIndex < Length)
    
91.   Return InvalidNumeric;
    
92. Else
    
93.   Return RSIValue;
    
94. End
    
95. 
    
96. //------------------------------------------------------------------------
    
97. // 编译版本 GS2004.06.12
    
98. // 用户版本 2009/12/11 09:15
    
99. // 版权所有 海风
    
100. // 更改声明 TradeBlazer Software保留对TradeBlazer平台
     
101. //   每一版本的TrabeBlazer公式修改和重写的权利
     
102. //------------------------------------------------------------------------
     
103. 
     
104. 引用
     
105. Params
     
106. Numeric Length(14);
     
107. Numeric BigInterval(0);   //0-日线
     
108. Begin
     
109. PlotNumeric("HFRSI",HFRSI(Length,BigInterval));
     
110. End

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[ 本帖最后由 女儿是期神 于 2009-12-14 17:03 编辑 ]

chengjun1201

楼主功底深厚  赞一个

zhuwjjun

正寻找关于RSI跨周期函数的调用

蔡宛宏

谢谢楼主分享