股票之友S理论修改优化集——NVI归一化波动

2013-09-10 22:04:00来源:本站整理浏览:902

TIPS: 提供专业人士研究, NORMALIZED VOLATILITY INDICATOR SYSTEM

TRR:=MAX(H-L,MAX(ABS(REF(C,1)-L),ABS(REF(C,1)-H)));
ATR:=COS(MA(TRR,64));
NVI:=ATR / C*100;
NVILEVEL:1.343;
NVIVALUE:=100-(MA( C,64) / CLOSE ) * 100;
NETNVI:(NVI+NVIVALUE)/2;
0,DOTLINE;
10,DOTLINE;
5,DOTLINE;