Vars
Global Integer id(0);
Global Bool subFlag(False);
Events
OnReady()
{
if(!subFlag)
{
id = SubscribeBar(RelativeSymbol, \"1d\", BeginDateTime);
subFlag = True;
}
}
OnBar(ArrayRef<Integer> indexs)
{
Numeric volty = Volatility(data[id].Close);
Print(\"Option_ImVolatility:\" + Text(Option_ImVolatility(Close, data[id].Close, StrikePrice, TradingDayLeft, 5, volty, 2, OptionType, 240)));
}
在中证1000认沽合约的图表上载入这个策略,不显示具体数值,控制台显示是N/A,请问怎么结局
PlotNumeric(ImpliedVolatility,ImpliedVolatility(TradingDayLeft,StrikePrice,data[id].Close,5,Close,OptionType,OptionStyle));
也发现了小问题,这个参数填close ,期权价格
函数说明后面会修正
ImpliedVolatility 用这个函数