請幫我改一個TB函數(shù)到金字塔 [金字塔]
- 咨詢內(nèi)容:
Params
NumericSeries Price(1);
Numeric Length(10);Vars
Numeric KurtValue(0);
Numeric P1(0);
Numeric P2(0);
Numeric P3(0);
Numeric Mean;
Numeric SDev;
Numeric i;Begin
If (Length >3)
{
Mean = Average( Price, Length ) ;
SDev = StandardDev( Price, Length, 2 ) ;
if (SDev > 0)
{
for i = 0 to Length - 1
{
P2 = P2 + Power( ( Price[i] - Mean ) / SDev, 4 ) ;
}
P1 = Length * ( Length + 1 ) / ( ( Length - 1 ) * ( Length - 2 ) * ( Length - 3 ) ) ;
P3 = 3 * Sqr( Length - 1 ) / ( ( Length - 2 ) * ( Length - 3 ) ) ;
KurtValue = P1 * P2 - P3 ;
}
}
Return KurtValue;End
- 金字塔客服:
TB里面是內(nèi)置函數(shù),叫峰度系數(shù)
- 用戶回復(fù):
給上面的代碼做下注釋,不然看不明白
- 網(wǎng)友回復(fù):
Params
NumericSeries Price(1);
Numeric Length(10);Vars
Numeric KurtValue(0);
Numeric P1(0);
Numeric P2(0);
Numeric P3(0);
Numeric Mean;
Numeric SDev;
Numeric i;Begin
If (Length >3)
{
Mean = Average( Price, Length ) ; //求平均值
SDev = StandardDev( Price, Length, 2 ) ; //計(jì)算標(biāo)準(zhǔn)差
if (SDev > 0)
{
for i = 0 to Length - 1
{
P2 = P2 + Power( ( Price[i] - Mean ) / SDev, 4 ) ;
}
P1 = Length * ( Length + 1 ) / ( ( Length - 1 ) * ( Length - 2 ) * ( Length - 3 ) ) ;
P3 = 3 * Sqr( Length - 1 ) / ( ( Length - 2 ) * ( Length - 3 ) ) ;
KurtValue = P1 * P2 - P3 ;
}
}
Return KurtValue;End
- 網(wǎng)友回復(fù): 。。。。把除了開頭numeric定義之外的都注釋一下
有思路,想編寫各種指標(biāo)公式,程序化交易模型,選股公式,預(yù)警公式的朋友
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