zigzag新算法实现

//------------------------------------------------------------------------ // 简称: ZigZag // 名称: 之字转向 // 类别: 策略应用 // 类型: 内建应用 //------------------------------------------------------------------------ Params Numeric RetracePct(2); Vars series<numeric> swingprice; series<numeric> updn; series<numeric> bar_index; plot pen1; Events OnInit() { pen1.setOption("TL", "color", yellow); } OnBar(ArrayRef<Integer> indexs) { PlotString("barind",text(currentbar)); If(CurrentBar == 0) { SwingPrice = Close; //PlotNumeric("TL",close); pen1.line("TL", close); return; } If(CurrentBar == 1) { If(close > swingprice) updn = 1; else updn = -1; //PlotNumeric("TL",close); pen1.line("TL", close); bar_index = CurrentBar; swingprice = close; } Else If(updn == 1)//上涨趋势 { //If(close > swingprice)//需要更新新高 If(close[1] > swingprice)//需要更新新高 { //swingprice = close; swingprice = close[1]; //Unplot("TL", CurrentBar - bar_index); Commentary("bar_index:" + text(bar_index)); numeric point =date[CurrentBar - bar_index] + time[CurrentBar - bar_index]; Commentary("point:"+text(point)); pen1.clear("TL", point, point); //PlotNumeric("TL", close,0,Yellow); pen1.line("TL", date[1]+time[1],swingprice); bar_index = CurrentBar-1; Commentary("更新新高"); } Commentary("retractprice:"+text(swingprice * (1 - RetracePct * 0.01))); //If(close < swingprice * (1 - RetracePct * 0.01)) //发生转折 If(close[1] < swingprice * (1 - RetracePct * 0.01)) //发生转折 { updn = -1; swingprice = close[1]; pen1.line("TL", date[1]+time[1],swingprice); bar_index = CurrentBar-1; Commentary("多转空"); } } Else //下跌趋势 { //If(close < swingprice)//需要更新新低 If(close[1] < swingprice)//需要更新新低 { swingprice = close[1]; //swingprice = close; //Unplot("TL", CurrentBar - bar_index); numeric point =date[CurrentBar - bar_index] + time[CurrentBar - bar_index]; pen1.clear("TL", point, point); //PlotNumeric("TL", close,0,Yellow); pen1.line("TL", date[1]+time[1],swingprice); bar_index = CurrentBar-1; Commentary("更新新低"); } //If(close > swingprice * (1 + RetracePct * 0.01)) //发生转折 If(close[1] > swingprice * (1 + RetracePct * 0.01)) //发生转折 //If(close > swingprice * (1 + RetracePct * 0.01)) //发生转折 { updn = 1; swingprice = close[1]; //pen1.line("TL", close); pen1.line("TL", date[1]+time[1],swingprice); bar_index = CurrentBar-1; Commentary("空转多"); } } Commentary("updn:" + text(updn)); Commentary("swingprice:" + text(swingprice)); Commentary("CurrentBar:" + text(CurrentBar)); Commentary("bar_index:" + text(bar_index)); } //------------------------------------------------------------------------ // 编译版本 GS2010.12.08 // 版权所有 TradeBlazer Software 2003－2025 // 更改声明 TradeBlazer Software保留对TradeBlazer平 // 台每一版本的TradeBlazer公式修改和重写的权利 //------------------------------------------------------------------------