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double High_Win = High[iHighest(NULL,0,MODE_HIGH,BarsWind,0)]; double Low_Win = Low [iLowest (NULL,0,MODE_LOW, BarsWind,0)]; //求当前币种200个时间窗内的最高值和最低值 double H_2=iHigh(simbol_2,0,iHighest(simbol_2,0,MODE_HIGH,BarsWind,0)); double L_2=iLow (simbol_2,0,iLowest (simbol_2,0,MODE_LOW, BarsWind,0)); double H_3=iHigh(simbol_3,0,iHighest(simbol_3,0,MODE_HIGH,BarsWind,0)); double L_3=iLow (simbol_3,0,iLowest (simbol_3,0,MODE_LOW, BarsWind,0)); double H_4=iHigh(simbol_4,0,iHighest(simbol_4,0,MODE_HIGH,BarsWind,0)); double L_4=iLow (simbol_4,0,iLowest (simbol_4,0,MODE_LOW, BarsWind,0)); //求其他3个币种200个时间窗内的最高值和最低值 color WevesColor=White; for(int i=BarsWind; i>=0; i--) { Buffer_1[i]= iMA(simbol_1,0,N,0,MODE_SMA,PRICE_WEIGHTED,i); Buffer_2[i]= (iMA(simbol_2,0,N,0,MODE_SMA,PRICE_WEIGHTED,i) - L_2)/(H_2 - L_2)*(High_Win-Low_Win)+Low_Win; Buffer_3[i]= (iMA(simbol_3,0,N,0,MODE_SMA,PRICE_WEIGHTED,i) - L_3)/(H_3 - L_3)*(High_Win-Low_Win)+Low_Win; Buffer_4[i]= (iMA(simbol_4,0,N,0,MODE_SMA,PRICE_WEIGHTED,i) - L_4)/(H_4 - L_4)*(High_Win-Low_Win)+Low_Win; }//相对于当前币种将其他币种的坐标全部规格化转换到当前币种的坐标上 int delta_1 = (Buffer_1[0]-Buffer_2[0])/Point; int delta_2 = (Buffer_1[0]-Buffer_3[0])/Point; int delta_3 = (Buffer_1[0]-Buffer_4[0])/Point; int delta_4 = (Buffer_2[0]-Buffer_3[0])/Point; int delta_5 = (Buffer_2[0]-Buffer_4[0])/Point; int delta_6 = (Buffer_3[0]-Buffer_4[0])/Point; //在当前坐标各个货币对之间的差距变化幅度 -------------------------------------------------------------------------------------------------- 该指标可以观察多币种之间的联动性和相关性，具有一定的参考意义。 |
一个简单的多币种对比指标
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- 楼主admin 圈主
- 2019-05-05 08:21