Function: SVE_RainbowAverage
SVE_RainbowAverage = ( 5 * WAverage( Close, 2 )+ 4 * WAverage( WAverage( Close, 2 ), 2 )+ 3 * WAverage( WAverage( WAverage( Close, 2 ), 2 ), 2 )+ 2 * WAverage( WAverage( WAverage( WAverage( Close, 2 ), 2 ) , 2 ), 2 )+ WAverage( WAverage( WAverage( WAverage( WAverage( Close, 2 ), 2 ), 2 ), 2 ), 2 )+ WAverage( WAverage( WAverage( WAverage( WAverage(WAverage( Close, 2 ), 2 ), 2 ), 2 ), 2 ), 2 )+ WAverage( WAverage( WAverage( WAverage( WAverage( WAverage( WAverage(Close, 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 )+ WAverage( WAverage( WAverage( WAverage( WAverage( WAverage( WAverage(WAverage( Close, 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 )+ WAverage( WAverage( WAverage( WAverage( WAverage( WAverage( WAverage(WAverage( WAverage( Close, 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 )+ WAverage( WAverage( WAverage( WAverage( WAverage( WAverage( WAverage(WAverage( WAverage( WAverage( Close, 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 ), 2 ) ) / 20 ;
Strategy: SVE_RSI_InvFisher
Input:rsi_period(4),ema_period(4),longtrigger(12),shorttrigger(88);var:x(0),ema1(0),ema2(0),difference(0),z1ema(0),inversefisher(0);x = 0.1*(RSI(sve_rainbowaverage,rsi_period) - 50);ema1 = XAverage(x,ema_period);ema2 = XAverage(ema1,ema_period);difference = ema1 - ema2;z1ema = ema1 + difference;inversefisher = ((Power(2.71828183,2*z1ema)-1)/(Power(2.71828183,2*z1ema)+1)+1)*50;if inversefisher crosses over longtrigger then buy next bar at marketelse if inversefisher crosses under shorttrigger then sellshort next bar at market;
附atr移动出场模块：
Input:atrlen(30),trailatrmult(3);var:lexit(0),sexit(0),atr1(0),top(0),bot(0);atr1 = atr(atrlen);if barssinceentry = 0 then begin //inital high and lowtop = high;bot = Low;end;if high > top then top = high; //find the highest point since entryif Low < bot then bot = low; // find then lowest point sine entryif marketposition = 1 then begin // manage long positionlexit = top - trailatrmult*atr1;if barssinceentry=0 and Close < lexit then sell("Atr-nextdayout") all shares next bar at Open;if barssinceentry>0 then beginsell("atr-tail-stop") all shares next bar at lexit stop;value1 = tl_new(date[1],time[1],lexit[1],date,time,lexit);end;end;if marketposition = -1 then begin //manage short positionsexit = bot + trailatrmult*atr1;if barssinceentry=0 and Close > sexit then sell("atr-nextdayout") all shares next bar at Open;if barssinceentry>0 then beginbuytocover("atr-trail-stop") all shares next bar at sexit stop;value1 = tl_new(date[1],time[1],sexit[1],date,time,sexit);end;end;
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