大智慧游资对倒成本指标公式

NUM:=13;

SHORT:=3;

LONG:=5;

ZF:=H-L;

CB:=AMOUNT/vol/100;

DV1:=IF(ZF>0 AND C>CB, ((H-C)/(H-CB))*((H-C)/(H-CB))*((H-CB)/ZF*VOL) ,0);

UV1:=IF(ZF>0 AND C>CB, VOL-DV1 ,0);

UV2:=IF(ZF>0 AND C<CB, ((C-L)/(CB-L))*((C-L)/(CB-L))*((CB-L)/ZF*VOL) ,0);

DV2:=IF(ZF>0 AND C<CB, VOL-UV2 ,0);

UV3:=IF(ZF=0 AND C>REF(C,1), VOL,0);

DV3:=IF(ZF=0 AND C<REF(C,1), VOL,0);

UV:=UV1+UV2+UV3;

DV:=DV1+DV2+DV3;

cbx:(UV-DV)/VOL,COLORstICK;

STICKLINE(CBX>0,0,CBX,4,0),Color0984FF;

STICKLINE(CBX>0,0,CBX,5,0),Color2D96FF;

STICKLINE(CBX>0,0,CBX,2,0),Color53A9FF;

STICKLINE(CBX>0,0,CBX,1,0),Color80BFFF;

STICKLINE(CBX>0,0,CBX,0,0),ColorA4D1FF;

STICKLINE(CBX<0,0,CBX,4,0),Color00F700;

STICKLINE(CBX<0,0,CBX,3,0),Color1EFF1E;

STICKLINE(CBX<0,0,CBX,2,0),Color51FF51;

STICKLINE(CBX<0,0,CBX,1,0),Color75FF75;

STICKLINE(CBX<0,0,CBX,0,0),ColorA4FFA4;

CBX1:EMA(SUM(CBX,NUM),2),COLORred;

CBX2:EMA(CBX1,SHORT),coloryellow;

CBX3:EMA(CBX1,LONG),ColorFF8000;