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This article mainly introduces how to achieve the strategy framework of the average amplitude index in My language, which has a certain reference value, and interested friends can refer to it. I hope you will gain a lot after reading this article.

The average amplitude index (ATR) is the moving average of the fluctuation range of the stock price over a certain period of time, which is mainly used to determine the timing of buying and selling.

The average amplitude index is an indicator of the rate of change in the market, which was first put forward by Welles Wilder in his book "New Concepts in Technology Trading system". At present, it has become a technical quantity often quoted by many indicators. Wilder found that higher ATR values often occur at the bottom of the market, accompanied by panic selling. When the value is low, it often occurs at the top of the market after the merger.

Due to the sharp fall in prices driven by panic purchases, this indicator can usually reach a higher value at the bottom of the market. This indicator is typical for long-term periods of sustained marginal movement, which usually occurs at the top of the market or during a period of price consolidation. The technical index of the average amplitude channel can be interpreted as some other variable indexes according to the same principle. The principle of forecasting according to this index can be expressed as follows: the higher the value of the index, the higher the possibility of trend change; the lower the value of the index, the weaker the mobility of the trend.

Calculation formula:

TMui-same day

N talk-length of time

Closing price of day I of Ci--

The highest price on day I of Hi--

The lowest price on day I of Li--.

Where:

TRi = max (Hi,Ci-1)-min (Li,Ci-1)

Note: nasty 14 is generally taken.

, massif 6.

The average amplitude index is a kind of research signal whether it crosses the moving average from the bottom up or the moving average from the top down. It indicates that the trend of price operation is likely to be reversed, and how to change needs to be comprehensively studied and judged in combination with trend indicators.

The following is a trading strategy based on the average-amplitude index framework written in my language on the inventor's quantitative platform:

LOTS:=MAX (MONEYTOT/ (O*UNIT*0.1)); C_O:EMA (Crecinct N)-EMA (OMaginn); B:=CROSSUP (Cephalo); S:=CROSSDOWN (Cephalo); TR:=MAX (MAX ((Hmertel), ABS (REF (CMagn1)-H), ABS (REF (CMagne1)-L)); ATR:MA (TR,N); BAND:=ATR*0.1*M;PRICE_BPK:=VALUEWHEN (Bologne Band) PRICE_SP:=VALUEWHEN; PRICE_SPK:=VALUEWHEN; PRICE_BP:=VALUEWHEN; / / strategy logic / / strategy logicBARPOS > N AND AND bond > 0 AND C > = PRICE_BPK,BPK (LOTS); BARPOS > N AND band

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