S主力资金

 S主力资金.ALG

参数P=20

RI:=INDEXC/REF(INDEXC,1)-1;

SI:=CLOSE/REF(CLOSE,1)-1;

CI:=REF(CLOSE,1)*(1+RI);

GAIN:=CLOSE-CI;

ROUTE:=ABS(CI-REF(CLOSE,1))+ABS(CLOSE-CI);

FH:=IF(SI>0,1,-1);

ZM:=IF(ABS(RI)<0.008 AND ABS(SI)<0.008 AND ABS(RI-SI)<0.015,0.35*FH*VOL,0.5*GAIN/ROUTE*VOL);

ZMF:SUM(ZM,0);

ZMFMA:MA(SUM(ZM,0),P);