查看:3037回复:12
发表于:2005-12-02 05:49只看该作者
2楼
不知道只能帮你顶了
韬客社区www.talkfx.co
4楼
没人知道汇率价格中的哪个数据通过怎样的计算步骤得出这个Laguerre指标吗?没人用
这个Laguerre指标吗?帮帮忙啊。:'):'):')
韬客社区www.talkfx.co
发表于:2005-12-02 08:14只看该作者
5楼
在网络上游逛了下
是不是这个里面的?
INDICATORS:
- EMA 120 with calculations based on median prices
- indicator Laguerre
- indicator CCI 14
LONG ENTRY RULES:
- EMA 120 of current bar HIGHER than EMA 120 of previous bar
- Laguerre = 0
- CCI < -5
SHORT ENTRY RULES:
- EMA 120 of current bar LOWER than EMA 120 of previous bar
- Laguerre = 1
- CCI > 5
LONG EXIT RULES:
We are looking for 10 PIPS profit. After different tests that's the TP level I chose but this has to be reviewed.
- TP = 10 pips
OR
- Laguerre > 0.9
SHORT EXIT RULES:
- TP = 10 pips
OR
- Laguerre < 0.1
发表于:2005-12-02 08:16只看该作者
6楼
I am not a beginner in forex trading but I am definitely a beginner in MQL programming, so please don't be too harsh on me. I have NO pretention with this system, I am NOT selling it or any part of it, I am NOT willing to bring everything back to me for my own interest. I am just willing to improve myself, share my knowledge with others to learn even more, simply move forward as everybody else here...
I agree to say that very good results in backtests DO NOT necessarily mean profitability in live trading. That would be too easy. In my system however, you'll notice that the results are good on different timeframes, different pairs and different TP levels when combining with lot sizes. That's why I think it might be interesting to play around with it and demo test it.
韬客社区www.talkfx.co
发表于:2005-12-02 08:21只看该作者
7楼
//+------------------------------------------------------------------+
//| Laguerre.mq4 |
//| Emerald King |
//| mailto:[email protected] |
//+------------------------------------------------------------------+
#property copyright "Emerald King"
#property link "mailto:[email protected]"
#property indicator_separate_window
#property indicator_color1 Magenta
#property indicator_level2 0.75
#property indicator_level3 0.45
#property indicator_level4 0.15
//---- input parameters
extern double gamma=0.7;
extern int CountBars=950;
double L0 = 0;
double L1 = 0;
double L2 = 0;
double L3 = 0;
double L0A = 0;
double L1A = 0;
double L2A = 0;
double L3A = 0;
double LRSI = 0;
double CU = 0;
double CD = 0;
double val1;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
//----
SetIndexBuffer(0,val1);
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//---- TODO: add your code here
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if (CountBars>Bars) CountBars=Bars;
SetIndexDrawBegin(0,Bars-CountBars);
int i;
int counted_bars=IndicatorCounted();
//if(CountBars<=Lookback) return(0);
//---- initial zero
//if(counted_bars<1)
//{
// for(i=1;i<=Lookback;i++) val1[CountBars-i]=0.0;
//}
i=CountBars-1;
while(i>=0)
{
L0A = L0;
L1A = L1;
L2A = L2;
L3A = L3;
L0 = (1 - gamma)*Close + gamma*L0A;
L1 = - gamma *L0 + L0A + gamma *L1A;
L2 = - gamma *L1 + L1A + gamma *L2A;
L3 = - gamma *L2 + L2A + gamma *L3A;
CU = 0;
CD = 0;
if (L0 >= L1) CU = L0 - L1; else CD = L1 - L0;
if (L1 >= L2) CU = CU + L1 - L2; else CD = CD + L2 - L1;
if (L2 >= L3) CU = CU + L2 - L3; else CD = CD + L3 - L2;
if (CU + CD != 0) LRSI = CU / (CU + CD);
val1 = LRSI;
i--;
}
return(0);
}
//+------------------------------------------------------------------+
韬客社区www.talkfx.co
8楼
谢谢你的回复。是那个里面的。我是新手,看不懂代码。(本人英文不行啊:'):'):'))
你能说明一下上面代码的意识吗?或能否说明一下怎样计算出这个指标的?有没有中文的介绍?先谢谢了。
韬客社区www.talkfx.co
发表于:2005-12-05 00:48只看该作者
9楼
。。。高手们上啊 呵呵
发表于:2008-07-09 15:13只看该作者
10楼
:) :) :) :) :)
韬客社区www.talkfx.co
发表于:2008-07-10 01:55只看该作者
11楼
不知道, 高手们上啊 呵呵
韬客社区www.talkfx.co
发表于:2008-07-12 10:35只看该作者
12楼
我是菜鸟,时间无多的菜鸟
从源代码看L指标是一个使用小于1的因子来对收盘价格进行加权的RSI变种指标
你把gamma变成0,就是RSI(3)了,当然,RSI的值是100(1-sum(up)/sum(all))好像是这样
而这里的L指标只是sum(up)/sum(all)
而gamma由0到1的变化过程,您都可以调整试验一下
就是正宗RSI的一个加权缓冲,因子越大,1-gamma越小,收盘价格所占比重越小,RSI的变化越不灵敏但是比较严肃...:)
over,回家做饭
韬客社区www.talkfx.co
发表于:2008-07-18 16:22只看该作者
13楼
我不懂,帮不了楼主的忙