-
通达信波动率指标公式
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}...
2025-11-04 3
热门搜索排行
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}...
2025-11-04 3