ATR资金管理模型源码

	//ATR资金管理模型 A:=10T/手;//合约单位 TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); ATR:= DMA(TR,0.05); SS:=INTPART(MONEY/(ATR*A));//模型中没有四舍五入函数，以取整代替。 DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG); DEA := EMA(DIFF,M); CROSS(DIFF,DEA),BPK(SS); CROSS(DEA,DIFF),SPK(SS);