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How to realize the three-track volatility Strategy in python

2025-02-27 Update From: SLTechnology News&Howtos shulou NAV: SLTechnology News&Howtos > Internet Technology >

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Editor to share with you how python to achieve three-track volatility strategy, I believe that most people do not know much about it, so share this article for your reference, I hope you can learn a lot after reading this article, let's go to know it!

Source code:

/ / determine CN VOLAT:=STD (Cpenn); / / VOLAT (volatility): standard deviation of M-cycle closing price VOLATCHANGE:= (VOLAT-REF (VOLAT,1)) / VOLAT; / / rate of change of 2 VOLAT N1VOLAT-REF = (1+VOLATCHANGE) * MINN; / / VOLATCHANGE: volatility change N2:=INTPART (N1); / / rounded N3:=MIN (N2MAXN) / / confirm that the CN is not greater than 60CN:=MAX (N3MagneMinN); / / confirm that the CN is not less than 20MIDTR ^ ^ MA (CForce CN); / / confirm that the CN is not less than 20MIDTR ^ MIDTR + 2*STD (CForce CN); / / confirm that UPTRDOWNTR ^ MIDTR-2*STD (CMagna) / / determine DownRHPOINT ^ HV (DOT,COLORRED; CN), and DOT,COLORRED; / / calculate the maximum price in the previous CN cycle. LPoint ^ LV (Lmaine CN), DOT,COLORBLUE; / / calculates the lowest price in the previous cycle CN cycle. / / Open L=HPOINT AND H > UPTR AND BARPOS > MINN,BK (AMOUNT); / / when the highest price is greater than UPTR and high, and the K-line position is greater than 60, the closing price buys / / starts stop loss C > = SKPRICE* (1+STOPRANGE*0.001), BP (SKVOL); CBKPRICE* (1+2*0.001*STOPRANGE) AND C

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