通达信量化·RSRS数理战法主图

N:=18;
M:=300;
SUM_L :=SUM(L, N);
SUM_H :=SUM(H, N);
SUM_L2 :=SUM(L*L, N);
SUM_LH :=SUM(L*H, N);
DENOM :=N*SUM_L2-SUM_L*SUM_L;
BETA1 :=IF(DENOM!=0, (N*SUM_LH-SUM_L*SUM_H)/ DENOM, 0);
RSRS_SCORE :=(BETA1-MA(BETA1, M))/ STD(BETA1, M);
DRAWKLINE(H,O,L,C);
AR :=RSRS_SCORE > 0.7;
AR1 :=RSRS_SCORE < -0.7;
AR2 :=RSRS_SCORE >=-0.7 AND RSRS_SCORE <=0.7;
STICKLINE(AR, H, L, 0, 0), COLORRED;
STICKLINE(AR, C, O, 3, 0), COLORRED;
STICKLINE(AR1, H, L, 0, 0), COLORGREEN;
STICKLINE(AR1, C, O, 3, 0), COLORGREEN;
STICKLINE(AR2, H, L, 0, 0), COLORGRAY;
STICKLINE(AR2, C, O, 3, 0), COLORGRAY;
AR3 :=CROSS(RSRS_SCORE, 0.7);
DRAWTEXT_FIX(1,0.60,0.45,0,'★★股票交易费率低至净佣金万分之0.3★★'),COLORYELLOW;
DRAWICON(AR3, L*0.98, 25);
DRAWTEXT(AR3, L*0.96, '★RSRS'), COLORYELLOW; DRAWTEXT_FIX(1,0.00,0.05,0,'当前状态:'), COLORWHITE;
DRAWTEXT_FIX(1,0.08,0.05,0,IF(AR,'【强势进攻】',IF(AR1,'【弱势空仓】','【震荡观察】'))), COLORYELLOW;
通达信量化·RSRS数理战法主选股

N:=18; M:=300;
SUM_L:=SUM(L,N);
SUM_H:=SUM(H,N);
SUM_L2:=SUM(L*L, N);
SUM_LH:=SUM(L*H, N);
DENOM:=N*SUM_L2 - SUM_L*SUM_L;
BETA1:=IF(DENOM!=0,(N*SUM_LH - SUM_L*SUM_H)/DENOM, 0);
RSRS_SCORE:=(BETA1-MA(BETA1, M))/STD(BETA1,M);
XG:CROSS(RSRS_SCORE,0.7);