编写交易模型的常用组件3（文华财经）

7、MTM模型雏形

MTM:=CLOSE-REF(CLOSE,N);{定义MTM}
CROSS(MTM,0),BPK;{MTM上穿0轴,买平并买开}
CROSS(0,MTM),SPK;{MTM下穿0轴,卖平并卖开}

8、RSI模型雏形

LC:=REF(CLOSE,1);{定义LC}
RSI1:=SMA(MAX(CLOSE-LC,0),N,1)/SMA(ABS(CLOSE-LC),N,1)*100;{定义RSI1}
RSI2:=SMA(MAX(CLOSE-LC,0),M,1)/SMA(ABS(CLOSE-LC),M,1)*100;{定义RSI2}
REF(RSI1,1)<40&&CROSS(RSI1,RSI2),BPK;{上一个周期的RSI1<40并且RSI1上穿RSI2，买平并买开}
REF(RSI1,1)>60&&CROSS(RSI2,RSI1),SPK;{上一个周期的RSI1>60并且RSI1下穿RSI2，卖平并卖开}

9、WM模型雏形

RSV:= (CLOSE-HHV(HIGH,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;{定义RSV}
LWR1:=SMA(RSV,3,1);{定义LWR1}
LWR2:=SMA(LWR1,3,1);{定义LWR2}
CROSS(LWR1,LWR2),BPK;{LWR1上穿LWR2，买平并买开}
CROSS(LWR2,LWR1),SPK;{LWR1下穿LWR2，卖平并卖开} 

10、SAR模型雏形

SARLINE:=ABS(SAR(N,STEP,MVALUE));{定义SARLINE}
CROSS(CLOSE,SARLINE),BPK;{最新价上穿SARLINE，买平并买开}
CROSS(SARLINE,CLOSE),SPK;{最新价下穿SARLINE，卖平并卖开} 
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