АмиБрокер. Hull Moving Average
Стратегия Hma / Rsi
Формула стратегии Hma / Rsi
Код включает в себя оба индикатора кода торговой стратегии.
function HMA( array, period ) { fast = WMA( array, period / 2 ); slow = WMA( array, period ); return WMA( 2 * fast - slow, sqrt( period ) ); } function TurnUp( array ) { return array > Ref( array, -1 ) AND Ref( array, -1 ) < Ref( array, -2 ); } Hrsi = RSIa( HMA( Close, 9 ), 9 ); Plot( Hrsi, "HRSI 9 day", colorRed ); PlotGrid( 20 ); PlotGrid( 45 ); PlotGrid( 50 ); PlotGrid( 90 ); ApplyStop( stopTypeLoss, stopModePercent, 5 ); ApplyStop( stopTypeProfit, stopModePercent, 15 ); Sell = Hrsi >= 90; Buy = Close > MA( Close, 50 ) AND TurnUp( HMA( Close, 4 ) ) AND Ref( Hrsi, -1 ) <= 50 AND Close > Ref( Close, -59 ); SetTradeDelays( 1, 1, 1, 1 ); BuyPrice = SellPrice = Open; SetPositionSize( 50, spsPercentOfEquity );