前辈您好, 受您的影响我在做一个机械交易系统, 现在需要将一个飞狐公式转为MT的 我现在写好了,但从MT上调试不出来,不知道错在哪里,请前辈帮忙校对一下!小弟多谢了! /*[[ Name := ama Author := Copyright ?2004, MetaQuotes Software Corp. Link := http://www.metaquotes.net/ Separate Window := No First Color := Blue First Draw Type := Line First Symbol := 217 Use Second Data := No Second Color := Red Second Draw Type := Line Second Symbol := 218 Direction:=CLOSE - REF( CLOSE , N ) &#59; XX:=ABS( CLOSE - REF( CLOSE , 1 ) ) &#59; Volatility:=SUM( XX , N ) &#59; ER:=ABS( Direction / Volatility ) &#59; FastC:= 2 / ( p + 1 ) &#59; SlowC:= 2 / ( q + 1 ) &#59; SSC:=ER * ( FastC - SlowC ) + SlowC &#59; Constant :=SSC * SSC &#59; AMA:DMA(C, Constant)&#59; FFilter:=( K / 100 ) * Std( AMA - REF( AMA , 1 ) , N ) &#59; XA:=IF( AMA<REF( AMA , 1 ) , AMA , 0 ) &#59; XN:=BarsLast( XA>0 ) &#59; AMALow :=REF( AMA , XN ) &#59; YA:=IF( AMA>REF( AMA , 1 ) , AMA , 0 ) &#59; YN:=BarsLast( YA>0 ) &#59; AMAHigh :=REF( AMA , YN ) &#59; RR:=IF( AMAHigh - AMA > FFilter , -1 , 0 ) &#59; TT:=IF( AMA - AMALow > FFilter , 1 , RR ) &#59; PartLine(TT=1,AMA) &#59; PartLine(TT= -1,AMA) &#59; PartLine(TT= 0,AMA) &#59; ]]*/ Variable : shift(0)&#59; defines: n(10),p(2),Q(30),K(15)&#59; Variable: direction(0),xx(0),volatility(0),er(0),fastc(0),slowc(0),ssc(0),constant(0),stdama(0),amax(0)&#59; Variable: ama(0),ffilter(0),xa(0),XN(0),xnshift(0),amalow(0),ya(0),yn(0),ynshift(0),amahigh(0),rr(0),tt(0)&#59; SetLoopCount(0)&#59; //变量参数 //n 10 ,p 2 ,Q 30, K 15 For shift=Bars-1 Downto 0 Begin //Direction:=CLOSE - REF( CLOSE , N ) &#59; direction=Close-close[shift-N]&#59; //XX:=ABS( CLOSE - REF( CLOSE , 1 ) ) &#59; xx=abs(close-close[shift-1])&#59; //Volatility:=SUM( XX , N ) &#59; for i = n downto 1 { volatility = volatility + xx[shift-i] } &#59; //ER:=ABS( Direction / Volatility ) &#59; er=abs(direction/volatility)&#59; //FastC:= 2 / ( p + 1 ) &#59; fastc=2/(p+1)&#59; //SlowC:= 2 / ( q + 1 ) &#59; slowc=2/(q+1)&#59; //SSC:=ER * ( FastC - SlowC ) + SlowC &#59; ssc=er*(fastc-slowc)+slowc&#59; //Constant :=SSC * SSC &#59; constant=ssc*ssc&#59; //AMA:DMA(C, Constant)&#59; //DMA(X,A) 动态移动平均 //算法：若 Y=DMA(X,A) 则有 Y=A*X+(1-A)*Y',其中Y'表示上一周期Y值,A必须小于1, ama=constant*Close+(1-constant)*ama[shift-1]&#59; //FFilter:=( K / 100 ) * Std( AMA - REF( AMA , 1 ) , N ) &#59; //STD(X,N)估算标准差。 //用途：返回X的N日估算标准差 //算法：STD(X,N) = SQRT(DEVSQ(X,N)/(N-1)) //DEVSQ(X,N)数据偏差平方和。 //算法：Y=∑(Xi-Z), i=1->N, Z=MA(X,N) amax=ama-ama[shift-1]&#59; for i=n down to 1 { stdama=stdama+amax[shift,i]-iMA(N,mode_sma,0) }&#59; ffilter=(k/100)*sqrt(stdama/n-1) &#59; //XA:=IF( AMA<REF( AMA , 1 ) , AMA , 0 ) &#59; if ama<ama[shift-1] then xa=ma else xa=0&#59; //XN:=BarsLast( XA>0 ) &#59; //BARSLAST(X) 上一次条件成立到当前的周期数。 //用法: //BARSLAST(X):上一次X不为0到现在的天数 if xa>0 then xnshift=shift&#59; xn=shift-xnshift&#59; //AMALow :=REF( AMA , XN ) &#59; amalow=ama[shift-xn]&#59; //YA:=IF( AMA>REF( AMA , 1 ) , AMA , 0 ) &#59; if ama>ama[shift-1] then ya=ama else ya=0&#59; //YN:=BarsLast( YA>0 ) &#59; if ya>0 then ynshift=shift&#59; yn=shift-ynshift&#59; //AMAHigh :=REF( AMA , YN ) &#59; amahigh=ama[shift-yn]&#59; //RR:=IF( AMAHigh - AMA > FFilter , -1 , 0 ) &#59; if amahigh-ama>ffilter then rr=-1 else rr=0&#59; //TT:=IF( AMA - AMALow > FFilter , 1 , RR ) &#59; if ama-amalow>ffilter then tt=1 else tt=rr&#59; //PartLine(TT=1,AMA) &#59; 红 if tt=1 then SetIndexValue(shift, ama)&#59; //PartLine(TT= -1,AMA) &#59;绿 if tt=-1 then SetIndexValue2(shift, ama)&#59; //PartLine(TT= 0,AMA) &#59;白 End&#59;

用法很多错了啊

这个AMA以前做过，但是，我在MT上是作不出来的了，当时，我认为是MT平台不支持运算 太多数据，因为MT里面的函数运算不强，要改为陷套循环，才能表达AMA的用意，最后，我不搞了．原因是，第一，AMA的效果跟简单的10天均线差不多；第二，这个指标也用到了未来数据；如果你希望搞，我给些个人的建议你，第一，把AMA好好理解，简单化，不翻译飞狐公式，按照自己的想法，自己一边写，一边调试出来；第二，写好了，记得，它就是一个入市信号，记得，利润永远与风险同在；最后，写好了，给我学习一下．[em75]

我用飞狐检测了呀,AMA不含未来数据吧 ［此帖子已被 dqj8848 在 2004-10-25 13:09:59 编辑过］