【MT4指标】Stoller 平均范围通道
Stoller 平均范围通道是由 Manning Stoller 在1980年代早期开发的, 根据ATR组件的波动, 通道会有所缩放.STARC (或 Stoller Average Range Channels) 带用于计算市场的波动.
基础公式如下：
上面部分(Upper Band): SMA(6) + 2 * ATR(15)
下面部分(Lower Band): SMA(6) - 2 * ATR(15)
一般的判断逻辑是：
如果价格接近通道上沿, 买入风险较高而卖出风险较低. 相反, 如果价格接近通道下沿, 卖出风险较高而买入风险较低.
下面我们看一下源码：
//+------------------------------------------------------------------+
//| StarcBands.mq4 |
//| Copyright 2019, MetaQuotes Software Corp. |
//| http://www.geekquant.com/ |
//| geekquant 2019 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2019, MetaQuotes Software Corp."
#property link "http://www.geekquant.com/"
//----
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 clrPurple
#property indicator_color2 clrBlue
#property indicator_color3 clrRed
//---- indicator parameters
extern int BandsPeriod=6;
extern int ATR=15;
extern double Multiplier = 2.0;
extern int BandsShift = 0;
//---- buffers
double MovingBuffer[];
double UpperBuffer[];
double LowerBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,MovingBuffer);
//---
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,UpperBuffer);
//---
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,LowerBuffer);
//----
SetIndexDrawBegin(0,BandsPeriod+BandsShift);
SetIndexDrawBegin(1,BandsPeriod+BandsShift);
SetIndexDrawBegin(2,BandsPeriod+BandsShift);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Bollinger Bands |
//+------------------------------------------------------------------+
int start()
{
int i,k,counted_bars=IndicatorCounted();
double deviation;
double sum,oldval,newres;
//----
if(Bars<=BandsPeriod)
return(0);
//---- initial zero
if(counted_bars<1)
for(i=1; i<=BandsPeriod; i++)
{
MovingBuffer= EMPTY_VALUE;
UpperBuffer = EMPTY_VALUE;
LowerBuffer = EMPTY_VALUE;
}
//----
int limit=Bars-counted_bars;
if(counted_bars>0)
limit++;
for(i=0; i<limit; i++)
MovingBuffer=iMA(NULL,0,BandsPeriod,BandsShift,
MODE_SMA,PRICE_CLOSE,i);
//----
i=Bars-BandsPeriod+1;
if(counted_bars>BandsPeriod-1)
i=Bars-counted_bars-1;
while(i>=0)
{
sum=0.0;
k=i+BandsPeriod-2;
oldval=MovingBuffer;
while(k>=i)
{
newres=Close-oldval;
sum+=newres*newres;
k--;
}
deviation=Multiplier*iATR(NULL,0,ATR,i); // MathSqrt(sum / BandsPeriod);
UpperBuffer = oldval + deviation;
LowerBuffer = oldval - deviation;
i--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
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