ATR资金管理模型源码 EA

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