JYJL(交易参考均量)
N:(1,1000,240);
M:(1,1000,60):
单位时间总量: SUM(VOL,N)*100,NODRAW;
单位时间内均量: 单位时间总量/(N/M);

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JGJG(股指参考交割价)

交割:=IF(WEEKDAY=5 AND DAY>=15 AND DAY<=21,1,0);
FIRST:=IF(PERIOD=0 AND 交割,HOUR=13 AND MINUTE=1,0);
TOTAL:=IF(PERIOD=0 AND 交割,120,0);
MAMIN:=BARSLAST(FIRST)+1;
逼近交割价咯:MA(C,MAMIN);
LASTP:=C;
LASTM:=MAMIN;
参考交割价咯:(SUM(C,MAMIN)+LASTP*(TOTAL-LASTM))/TOTAL;

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JSJG(参考结算价(适用于期指))

FIRST:=IF(PERIOD=0,HOUR=14 AND MINUTE=16,DRAWNULL);
TOTAL:=IF(PERIOD=0,60,0);
MAMIN:=BARSLAST(FIRST)+1;
COUNTFLAG:=(PERIOD=0 AND ( (HOUR=14 AND MINUTE>=16) OR HOUR=15 ));
逼近结算价咯:IF(COUNTFLAG,SUM(C*V,MAMIN)/SUM(V,MAMIN),DRAWNULL);
LASTP:=C;
LASTM:=MAMIN;
LASTV:=MA(V,MAMIN);
参考结算价咯:IF(COUNTFLAG,(SUM(C*V,MAMIN)+LASTP*LASTV*(TOTAL-LASTM))/(LASTV*TOTAL),DRAWNULL);

 

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