飞狐Z基础位移指标公式

ER:=VOL/CAPITAL;
MAXCYC:=DMA((C+O)/2,ER/TMA(ER,(1-ER),1));
T1:=BARSLAST(C>MAXCYC*POW(1.1,0.9));
T2:=BARSLAST(C<MAXCYC*POW(1.1,-0.9));
T3:=CROSS(T1,T2) OR CROSS(T2,T1) OR BARSSINCE(T1+1)=0 OR BARSSINCE(T2+1)=0 OR BARPOS=1;
T4:=REF(MAXCYC,BARSLAST(T3));

BPR:LN(C/T4)/LN(1.1),COLORSTICK,COLORYELLOW;
STICKLINE(BPR>0,BPR,0,6,0),COLORRED;
STICKLINE(BPR<=0,BPR,0,6,0),COLORBLUE;
SSL:IF(BPR>0,BARSLAST(BPR<0 OR BARPOS=1),-1*BARSLAST(BPR>0 OR BARPOS=1)),LINETHICK0;
2;
1;
-2;
-1;