N:=14;
M:=6;
TR:=EXPMEMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N);
HD :=HIGH-REF(HIGH,1);
LD :=REF(LOW,1)-LOW;
DMP:=EXPMEMA(IF(HD>0&&HD>LD,HD,0),N);
DMM:=EXPMEMA(IF(LD>0&&LD>HD,LD,0),N);
PDI:= DMP*100/TR;
MDI:=DMM*100/TR;
ADX:= EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,M);
ADXR:=EXPMEMA(ADX,M);
ZT:= PDI< MDI AND PDI< ADX AND PDI< ADXR;
CROSS(PDI, MDI) AND CROSS(PDI, ADX) AND CROSS(PDI, ADXR) AND C/REF(C,1)>=1.05 AND VOL>=HHV(V,13) AND LAST (ZT,7,1); |
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