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ADX(1)指的是前一根k线的ADX值,回测时用本周期的ADX到了实盘是会变化的。
金字塔的adx源码,使用的是简单MA,通达信用的是EMA
金字塔:
TR1 := SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),P);
HD := HIGH-REF(HIGH,1);
LD := REF(LOW,1)-LOW;
DMP:= SUM(IF(HD>0 AND HD>LD,HD,0),P);
DMM:= SUM(IF(LD>0 AND LD>HD,LD,0),P);
PDI: DMP*100/TR1;
MDI: DMM*100/TR1;
ADX: MA(ABS(MDI-PDI)/(MDI+PDI)*100,M);
ADXR:(ADX+REF(ADX,M))/2
通达信adx:
MTR:=EMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N);
HD :=HIGH-REF(HIGH,1);
LD :=REF(LOW,1)-LOW;
DMP:=EMA(IF(HD>0&&HD>LD,HD,0),N);
DMM:=EMA(IF(LD>0&&LD>HD,LD,0),N);
PDI: DMP*100/MTR;
MDI: DMM*100/MTR;
ADX: EMA(ABS(MDI-PDI)/(MDI+PDI)*100,MM);
ADXR:EMA(ADX,MM);
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