波动率指标SHORT:=5; LONG:=20; VIX_INNER:=(HIGH-LOW)/REF(CLOSE,1)*100*SQRT(1);{隐含波动率} VIX_SHORT:STD(LN(CLOSE),SHORT)*100*SQRT(256)+VIX_INNER;{短期波动率} VIX_LONG:STD(LN(CLOSE),LONG)*100*SQRT(256)+VIX_INNER;{长期波动率} DIFF:VIX_SHORT-VIX_LONG,COLORSTICK; |
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来自: 昵称15272241 > 《未命名》