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波動(dòng)率指標(biāo)SHORT:=5; LONG:=20; VIX_INNER:=(HIGH-LOW)/REF(CLOSE,1)*100*SQRT(1);{隱含波動(dòng)率} VIX_SHORT:STD(LN(CLOSE),SHORT)*100*SQRT(256)+VIX_INNER;{短期波動(dòng)率} VIX_LONG:STD(LN(CLOSE),LONG)*100*SQRT(256)+VIX_INNER;{長期波動(dòng)率} DIFF:VIX_SHORT-VIX_LONG,COLORSTICK; |
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