策略代码拆解3-adx

//ADX
// inputs
ADX_options = input.string('MASANAKAMURA', title='  ADX Option', options=['CLASSIC', 'MASANAKAMURA'], group='ADX')
ADX_len     = input.int(11, title='  ADX Lenght', minval=1, group='ADX')
th          = input.float(12, title='  ADX Treshold', minval=0, step=0.5, group='ADX')

// calc
calcADX(_len) =>
    up = ta.change(high)
    down = -ta.change(low)
    plusDM = na(up) ? na : up > down and up > 0 ? up : 0
    minusDM = na(down) ? na : down > up and down > 0 ? down : 0
    truerange = ta.rma(ta.tr, _len)
    _plus = fixnan(100 * ta.rma(plusDM, _len) / truerange)
    _minus = fixnan(100 * ta.rma(minusDM, _len) / truerange)
    sum = _plus + _minus
    _adx = 100 * ta.rma(math.abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
    [_plus, _minus, _adx]
   
calcADX_Masanakamura(_len) =>
    SmoothedTrueRange = 0.0
    SmoothedDirectionalMovementPlus = 0.0
    SmoothedDirectionalMovementMinus = 0.0
    TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
    DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
    DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
    SmoothedTrueRange := nz(SmoothedTrueRange[1]) - nz(SmoothedTrueRange[1]) / _len + TrueRange
    SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - nz(SmoothedDirectionalMovementPlus[1]) / _len + DirectionalMovementPlus
    SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - nz(SmoothedDirectionalMovementMinus[1]) / _len + DirectionalMovementMinus
    DIP = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
    DIM = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
    DX = math.abs(DIP - DIM) / (DIP + DIM) * 100
    adx = ta.sma(DX, _len)
    [DIP, DIM, adx]
    
[DIPlusC, DIMinusC, ADXC] = calcADX(ADX_len)
[DIPlusM, DIMinusM, ADXM] = calcADX_Masanakamura(ADX_len)

DIPlus = ADX_options == 'CLASSIC' ? DIPlusC : DIPlusM
DIMinus = ADX_options == 'CLASSIC' ? DIMinusC : DIMinusM
ADX = ADX_options == 'CLASSIC' ? ADXC : ADXM

// condt
L_adx = DIPlus > DIMinus and ADX > th
S_adx = DIPlus < DIMinus and ADX > th

// inputs
ADX_options = input.string('MASANAKAMURA', title='  ADX Option', options=['CLASSIC', 'MASANAKAMURA'], group='ADX')
ADX_len     = input.int(11, title='  ADX Lenght', minval=1, group='ADX')
th          = input.float(12, title='  ADX Treshold', minval=0, step=0.5, group='ADX')
//上一篇有类似的解读，意思是一些默认值的设置输入

// calc 
//CLASSIC
calcADX(_len) => //calcADX为自定义的函数，传入_len,经过一系列的计算，最终把值赋予最后一行[_plus, _minus, _adx]
    up = ta.change(high)//比较当前higt值 与上一个hight直接的差值
    down = -ta.change(low)//比较当前low值 与上一个low直接的差值
    plusDM = na(up)  ? na    : up > down and up > 0 ? up : 0 //下方注解一
    minusDM = na(down) ? na : down > up and down > 0 ? down : 0 //类似注解一
    truerange = ta.rma(ta.tr, _len) //移动平均线  
    _plus = fixnan(100 * ta.rma(plusDM, _len) / truerange)  
    //ta.rma(plusDM, _len)计算上沿变化的移动平均线
    //与truerange的计算是为了用于计算趋势
    //fixnan是替换Na值的操作
    _minus = fixnan(100 * ta.rma(minusDM, _len) / truerange)  
    sum = _plus + _minus  //sum = 上沿趋势线和下沿趋势线相加
    _adx = 100 * ta.rma(math.abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)  
    //math.abs(_plus - _minus)  上下趋势线差值的绝对值
    [_plus, _minus, _adx]
注解一
       if(up值为不可用){
        plusDM = na
    }else if(up > down and up >0){
        plusDM = up
    }else{
        plusDM = 0
    }

//与calcADX其实是不同的计算方式，calcADX为经典公版的adx计算方法，Masanakamura应该是秘制的
//MASANAKAMURA
calcADX_Masanakamura(_len) =>
    SmoothedTrueRange = 0.0
    SmoothedDirectionalMovementPlus = 0.0
    SmoothedDirectionalMovementMinus = 0.0
    TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1]))) 
    //math.max 取最大值  
    //close[1] 上一根K线的收盘价格  
    //nz(close[1]) 防止价格为0的操作
    DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
    DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
    SmoothedTrueRange := nz(SmoothedTrueRange[1]) - nz(SmoothedTrueRange[1]) / _len + TrueRange
    SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - nz(SmoothedDirectionalMovementPlus[1]) / _len + DirectionalMovementPlus
    SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - nz(SmoothedDirectionalMovementMinus[1]) / _len + DirectionalMovementMinus
    DIP = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
    DIM = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
    DX = math.abs(DIP - DIM) / (DIP + DIM) * 100
    adx = ta.sma(DX, _len)
    [DIP, DIM, adx]
//adx为最终获取的趋势移动平均线
//基本每一行都的换算赋值方法都能看懂，但是为什么要这样加就需要继续深入研究

[DIPlusC, DIMinusC, ADXC] = calcADX(ADX_len)
[DIPlusM, DIMinusM, ADXM] = calcADX_Masanakamura(ADX_len)
//根据传入的ADX_len参数，传入对应的函数，获取到的对应值

DIPlus = ADX_options == 'CLASSIC' ? DIPlusC : DIPlusM
DIMinus = ADX_options == 'CLASSIC' ? DIMinusC : DIMinusM
ADX = ADX_options == 'CLASSIC' ? ADXC : ADXM
//根据设置的ADX_options值,来取决于启动什么数据

// condt
L_adx = DIPlus > DIMinus and ADX > th
S_adx = DIPlus < DIMinus and ADX > th
//adx的趋势判断，后续将使用于开单的条件