作者公布的qqe的源代码，肯请各位高手解读一下 谢谢！
( F3 L& g. N6 w2 f//+------------------------------------------------------------------+
/ _1 W) e. {4 D: g, o//| Qualitative Quantitative Estimation Indicator for Metatrader 4 |
7 V, Y7 h v* A5 O4 _; x o- h9 j, \
//| Copyright © 2006Roman Ignatov |
! {, L3 O m2 M8 Y" ]
//| mailto:roman.ignatov@gmail.com |
- P8 Y4 C9 `+ ?9 d' B& p- I. O5 G
//+------------------------------------------------------------------+
) J M S; e) f& ~
#property copyright "Copyright © 200 Roman Ignatov"
( g. @/ w& I H1 {
#property link "mailto:roman.ignatov@gmail.com "
' W- t- U1 T1 N
& V' O* L9 P2 l- C/ E#property indicator_separate_window
5 @" D& H0 [ `& v0 ~2 Q
) c$ s( c4 }4 ?6 w2 i; u5 v#property indicator_buffers 2
. R% O1 T. p D6 K( Y
2 ]: M& R2 U3 Z2 Q#property indicator_color1 Navy
% a$ X4 @. W# B" N0 O0 V, h#property indicator_style1 STYLE_SOLID
) b1 P- l( V$ N" T- I
#property indicator_width1 2
: ~9 F/ f' T, H
& J1 v% M% x* Q#property indicator_color2 Navy
) R' }2 x- P1 ^) U; x3 [! V#property indicator_style2 STYLE_DOT
) i2 n1 e# |5 o6 z! G$ a9 t. p. ?4 \3 q! _* L4 h
) k# ]+ } F) p
extern int SF = 5;
7 B: B" I. z/ e, g! y
. ^! |, h1 U! b. c! l e) ?int RSI_Period = 14;
8 j' a# [5 G# o/ Y4 G" M6 T
int Wilders_Period;
9 Q5 d x, n- g
int StartBar;
: g& t+ @% Z& P! D, J
7 y) i. P5 A5 Hdouble TrLevelSlow[];
) v6 {# n; C/ V4 O) z
double AtrRsi[];
$ r# ?' C# m, ~double MaAtrRsi[];
* G6 W) n* r! R: zdouble Rsi[];
4 p& s4 V" x" B0 V( q
double RsiMa[];
R) f8 \+ K" \0 I% o/ U: ^, A/ l- k; Y
) _7 t0 J% l f+ m9 c/ Q! ]int init()
5 F- |) x' W3 W7 C8 E. x
{
5 \' G- T* g4 v! o! V; `* l# C
Wilders_Period = RSI_Period * 2 - 1;
$ G* {. ~( h: m# r if (Wilders_Period < SF)
/ V7 d1 m! q0 O3 L1 g
StartBar = SF;
, a' r7 x k% P3 l: j- n! m/ h
else
. \* ?+ R# J" m/ m' A StartBar = Wilders_Period;
. F$ Z+ f F- n7 }2 O6 @: T ' s/ `) _% ^0 h7 n1 I
IndicatorBuffers(6);
# `* F& z9 [6 p! j. [ SetIndexBuffer(0, RsiMa);
3 S9 m7 G2 l# d1 u6 g: t
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
! r% m: e) P1 h% ^
SetIndexLabel(0, "Value 1");
) N: W% c3 e. A( \ SetIndexDrawBegin(0, StartBar);
- z6 A1 P) j5 X! ?8 k SetIndexStyle(1, DRAW_LINE, STYLE_DOT);
- k- m8 b; |8 ^9 {$ B$ {: Z SetIndexBuffer(1, TrLevelSlow);
$ D6 P% Z! \- [ SetIndexLabel(1, "Value 2");
% ]7 J3 d- l9 c- } SetIndexDrawBegin(1, StartBar);
- n" p% d! G) G& I% F SetIndexBuffer(2, AtrRsi);
2 O& c& N- |* @ C+ t0 ~1 n
SetIndexBuffer(3, MaAtrRsi);
+ ]3 C. `5 `. P5 q. ~ SetIndexBuffer(4, Rsi);
6 x: I4 @( ?1 P& L IndicatorShortName(StringConcatenat e("QQE(", SF, ")"));
: s8 v9 S8 c" U3 O5 v0 G return(0);
! O F7 u: V, K
}
7 D: h3 F7 X) h
: F3 s- y0 ^% r: C$ H+ k5 c4 P$ y+ T" I7 ]
int start()
. i- Q0 o8 Y6 `. I8 `% _% z{
' {( w; d- K. j$ `9 G3 M int counted, i;
" n p; d, K9 ?+ D double rsi0, rsi1, dar, tr, dv;
( l/ Q. n& k( m( |" v
/ D' `, D, t% {$ H' D
if(Bars <= StartBar)
5 I6 A" _. Z) K) \
return (0);
) @$ d( [" ~0 c" _ I
- w" F/ z$ ]; c. N& m4 n% Q. w counted = IndicatorCounted();
+ q0 r. f' G1 x
if(counted < 1)
( a X, c9 r; ~9 t for(i = Bars - StartBar; i < Bars; i++)
% ~$ P [6 P$ l v y
{
5 Y) c( q5 V; i) e TrLevelSlow = 0.0;
- E! n3 x% ~" P& b; z
AtrRsi = 0.0;
7 W: B% ]4 c3 q7 u- E MaAtrRsi = 0.0;
7 F$ }# _$ ~/ _* Q7 Q6 T
Rsi = 0.0;
( G# |. R- L B) C# G RsiMa = 0.0;
, ^. k% Z( t( Q1 b. d }
; a5 A2 ]+ q* x
+ ]: @. P( @9 Y u+ N! J counted = Bars - counted - 1;
R# [- I' t) }2 c k! ? ( g, K7 d2 v% U6 P
for (i = counted; i >= 0; i--)
4 J- l3 ^7 o, |& e! _& D Rsi = iRSI(NULL, 0, RSI_Period, PRICE_CLOSE, i);
8 L' @$ s/ m% b+ L k
7 m2 J! @+ F8 O. Z7 r; J: p) y
for (i = counted; i >= 0; i--)
4 [ {! ?- t: W {
( V: Z6 r1 I! w( S* e1 n RsiMa = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
. V/ E5 F+ x( A. V9 O A7 o AtrRsi = MathAbs(RsiMa[i + 1] - RsiMa);
6 M0 q9 L1 f Y% I$ a
}
- s5 Q j2 H. w$ q0 p0 c4 m0 o. U/ c6 \2 u$ ^1 E
for (i = counted; i >= 0; i--)
% J1 p4 N! W: s3 [; p5 g2 S MaAtrRsi = iMAOnArray(AtrRsi, 0, Wilders_Period, 0, MODE_EMA, i);
4 y4 G% \$ ]+ ]- a- M( C- D8 B H$ b
i = counted + 1;
1 K4 [- f* e+ b1 S. h
tr = TrLevelSlow;
4 f8 Q2 V% n: S) D" m rsi1 = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
/ }6 H8 G3 _/ t# o+ N& J( d( l
while (i > 0)
" h/ Y# D9 N+ \ {
$ ~# h' a0 f) o% u& B4 v$ O
i--;
, n% W0 \. t' m
rsi0 = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
, ^: u1 j9 k- w
dar = iMAOnArray(MaAtrRsi, 0, Wilders_Period, 0, MODE_EMA, i) * 4.236;
* S2 {* Q* R1 H1 U' y
& e/ d, P7 g5 q0 q8 b" h" q
dv = tr;
: v) I% ^9 F) X# H5 H; e6 d5 `& {
if (rsi0 < tr)
# Q8 i9 K7 o- n0 D% `' ^" r
{
. B' o/ q7 ?7 C
tr = rsi0 + dar;
( w7 L5 e# k2 R7 g2 h
if (rsi1 < dv)
3 Q7 g0 v0 D; M% L4 ` if (tr > dv)
' C( U" z, D9 Q/ E& H8 E
tr = dv;
3 `$ M2 y1 }# B$ W }
0 S2 e& w( {/ P8 L else if (rsi0 > tr)
X. v; K8 p* \! W0 o7 ~ {
3 z, x" Q8 x% V$ F0 {, G7 F tr = rsi0 - dar;
! y# [+ u" C/ _1 N3 ? if (rsi1 > dv)
' J+ e" ]# O+ J) ^
if (tr < dv)
+ ^2 @6 Z: F" }% c, R9 X* u+ ? tr = dv;
) x& U8 n3 O7 e+ g: Z }
$ z8 ~' C `) Z9 |6 [& j7 V TrLevelSlow = tr;
{- Y5 `( B" d7 n3 @8 H
rsi1 = rsi0;
4 w6 _2 ^8 ?$ v3 d }
7 t+ u' m5 e! Z" q0 q$ G7 H
& V$ `8 S8 U% T! S return(0);
$ a$ a+ r9 G! q% |: t}
2 {+ F6 g% m2 q, h# q @
原文地址：
http://www.forexfactory.com/showthread.php?t=44216&page=41
X8 X2 j ]4 G2 ^
+ W7 G, |5 x+ N* J$ R8 H[
本帖最后由 flyingnie 于 2007-9-16 12:33 编辑 ]
