原理
請參考「價格波動率突破系統的原理與實作」
XS腳本
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settotalbar(3); var: i(0),j(0); var: bwlowest(0), ix(0),lowestDate(0); if not (leftStr(Symbol,3) = "233") then return; for i = 0 to 119 begin value1 = BollingerBandWidth(Close[i],20,2,2); if value1 <= bwlowest then begin bwlowest = value1; lowestDate = GetField("Date"); ix = i; end; end; j=0; for i = ix-1 to 0 begin j +=1; if j >= 10 then begin Ret=1; break; end; value1 = BollingerBandWidth(Close[i],20,2,2); //if value1 / bwlowest > 2 then return; end; Ret = 1; SetOutputName1("BW最低日"); OutputField1(lowestDate); SetOutputName2("最低BW"); OutputField2(bwlowest); |
XS選股範例
