真实波幅:=MAX(MAX((H-L),ABS(REF(C,1)-H)),ABS(REF(C,1)-L));
ATR14:=EMA(真实波幅,14);
ATR7:=EMA(真实波幅,7);
ATR21:=EMA(真实波幅,21);
波动率:=ATR14/C*100;DRAWKLINE(H,O,L,C);
ATR连续下降:=ATR14<REF(ATR14,1) AND REF(ATR14,1)<REF(ATR14,2) AND REF(ATR14,2)<REF(ATR14,3);
波动率收缩:=ATR连续下降 AND BARSLASTCOUNT(ATR连续下降)>=8;
ATR连续上升:=ATR14>REF(ATR14,1) AND REF(ATR14,1)>REF(ATR14,2) AND REF(ATR14,2)>REF(ATR14,3);
ATR斜率:=(ATR14-REF(ATR14,3))/REF(ATR14,3)*100;
波动率扩张:=ATR连续上升 AND BARSLASTCOUNT(ATR连续上升)>=3 AND ATR斜率>15;
ATR均线7:=EMA(ATR14,7);
波动率拐点:=CROSS(ATR14,ATR均线7) AND ATR14>REF(ATR均线7,1);
卖出拐点:=CROSS(ATR均线7,ATR14) AND ATR均线7>REF(ATR14,1);
中轨:MA(C,20),COLORWHITE;
通道系数:=MIN(2.5,MAX(1.5,1.8+波动率/10));
通道宽度:=ATR14*通道系数;
上轨:中轨+通道宽度,COLORYELLOW;
下轨:中轨-通道宽度,COLORGREEN;
突破上轨:=CROSS(C,上轨) AND VOL>MA(VOL,5)*1.2 AND C>MA(C,20);
突破下轨:=CROSS(下轨,C) AND VOL>MA(VOL,5)*1.2 AND C<MA(C,20);
中轨20:=MA(C,20);
标准差:=STD(C,20);
布林上:=中轨20+2*标准差;
布林下:=中轨20-2*标准差;
布林带宽:=(布林上-布林下)/中轨20*100;
布林收口:=布林带宽<10;
布林开口:=布林带宽>20;
低波动:=波动率<LLV(波动率,60)*1.1;
波动率上升期:=波动率>MA(波动率,20) AND 波动率>REF(波动率,1) AND REF(波动率,1)<=MA(波动率,20);
高波动:=波动率>HHV(波动率,60)*0.85;
波动率下降期:=波动率<REF(波动率,1) AND REF(波动率,1)>MA(波动率,20) AND REF(波动率,1)>REF(波动率,2);
DRAWTEXT_FIX(1,0.52,0,0,'☆微信公众号：(程序化指标)WWW.CXHZB.COM ☆'),COLORRED;
波动率突破:=波动率收缩 AND 突破上轨 AND C>MA(C,60);
DRAWICON(波动率突破,L*0.97,1);
DRAWTEXT(波动率突破,L*0.95,'★波动率突破'),COLORRED;
STICKLINE(波动率突破,C,O,3,0),COLOR00FFFF;
低波收口:=低波动 AND 布林收口 AND C>MA(C,20) AND MA(C,20)>REF(MA(C,20),1) AND VOL>MA(VOL,10);
DRAWICON(低波收口,L*0.97,1);
DRAWTEXT(低波收口,L*0.95,'★低波收口'),COLORMAGENTA;
波动率启动:=波动率上升期 AND REF(波动率上升期,1)=0 AND C>MA(C,20) AND C>MA(C,60) AND VOL>MA(VOL,5)*1.3;
DRAWICON(波动率启动,L*0.97,1);
DRAWTEXT(波动率启动,L*0.95,'★波动率启动'),COLORRED;
STICKLINE(波动率启动,C,O,3,0),COLOR00FFFF;
DRAWTEXT_FIX(1,0.980,20,1,'， '),COLOR333333;
DRAWTEXT_FIX(1,0.01,0.01,0,'波动率：'),COLORWHITE;
DRAWNUMBER_FIX(1,0.08,0.01,0,波动率),COLORRED;
DRAWTEXT_FIX(1,0.14,0.01,0,'%'),COLORWHITE;
DRAWTEXT_FIX(1,0.01,0.06,0,'ATR(14)：'),COLORWHITE;
DRAWNUMBER_FIX(1,0.08,0.06,0,ATR14),COLORRED;