薛斯通道DMI指标公式
2013-02-17 10:10:00来源:本站整理浏览:614
N:=14;
M:=6;
WTR:=EXPMEMA(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:=EXPMEMA(IF(HD>0&&HD>LD,HD,0),N);
DMM:=EXPMEMA(IF(LD>0&&LD>HD,LD,0),N);
PDI: DMP*100/WTR;
MDI: DMM*100/WTR;
ADX: EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,M);
ADXR:EXPMEMA(ADX,M);