散戶買單比例太高且走低

   

input:ratio(20); setinputname(1,"散戶買單比例%");

input:TXT("須逐筆洗價"); setinputname(2,"使用限制");

//單筆外盤成交值低於五十萬元稱為散單 //內外盤:內盤-1 外盤1

variable: intrabarpersist ACount(0);

variable: intrabarpersist TimeStamp(0);

if barfreq ="Min" and currentdate = date then //分鐘線在今天時

begin

  TimeStamp =currenttime;

  if TimeStamp = TimeStamp[1] then  ACount=0;

  if TimeStamp[1] <= time  then // 盤中開啟 or 換Bar第一個進價

  begin

      if  q_BidAskFlag > 0 and q_TickVolume *Close <=500 then

            ACount = q_TickVolume *Close

        else

            ACount=0;

  end

  else

  begin

     if  q_BidAskFlag > 0 and q_TickVolume *Close <=500 then ACount+= q_TickVolume *Close;

  end;

  if ACount >= Ratio/100 * volume*close and 

     Close < q_RefPrice*0.985 and q_DailyHigh < q_RefPrice*1.005 then ret=1;

end;

if barfreq ="D" then

begin

  if  Date <> currentdate then Acount=0;

  if  q_BidAskFlag > 0 and q_TickVolume *Close <=500 then ACount+= q_TickVolume *Close;

  if ACount >= Ratio/100 * q_DailyVolume * q_AvgPrice and

     Close < q_RefPrice*0.985 and q_DailyHigh < q_RefPrice*1.005 then ret=1;

end;