值域扩张指数 (MT4 MT5指标)[MT5公式]

该指标适用于MT4和MT5.

值域扩张指数 (MetaTrader 指标) 是一种相对振荡指标，用以测量价格变化的步伐并通过价格的弱强发出超买/超卖状态的信号。该指标由Tom DeMark创建，并在其著作The New Science of Technical Analysis中有相关阐释。

该指标的值域变化为-100到+100。REI是一种加强版的振荡指标，因为只有当出现重要的峰值或底部时，它才会发出信号。。

输入参数：

REI_Period (默认 = 8) — 指标的时段。增加该数值则会发出更少但更精确的信号。减小该数值则会发出更多但不准确的信号。不建议更改此参数。

Tom DeMark 建议默认时段使用8。当价格升至60以上且价格下跌位于其下方时，发出看跌信号。当价格跌至-60以下且价格上涨位于其上方时，发出看涨信号。我测试发现该指标相当不准确（像所有振荡指标一样），但是应用于较短的时间框架下还是非常有用的。

标签:MT4 MT5指标

MT4源码：
//+------------------------------------------------------------------+ //| RangeExpansionIndex.mq4 | //| Copyright � 2010, EarnForex.com | //| http://www.cxh99.com/ | //+------------------------------------------------------------------+ #property copyright "Copyright � 2010, EarnForex.com" #property link "http://www.cxh99.com" /* Calculates Tom DeMark's Range Expansion Index. Going above 60 and then dropping below 60 signals price weakness. Going below -60 and the rising above -60 signals price strength. For more info see The New Science of Technical Analysis. */ #property indicator_separate_window #property indicator_buffers 1 #property indicator_color1 Blue #property indicator_width1 1 #property indicator_style1 STYLE_SOLID #property indicator_level1 60 #property indicator_level2 -60 extern int REI_Period = 8; // Buffers double REI[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(1); IndicatorShortName("REI (" + REI_Period + ")"); SetIndexBuffer(0, REI); SetIndexStyle(0, DRAW_LINE); SetIndexDrawBegin(0, REI_Period + 8); return(0); } //+------------------------------------------------------------------+ //| Range Expansion Index | //+------------------------------------------------------------------+ int start() { if (Bars <= 8 + REI_Period) return(0); int counted_bars = IndicatorCounted(); if (counted_bars > 0) counted_bars--; int limit = Bars - counted_bars; for(int i = 0; i <= limit; i++) { double SubValueSum = 0; double AbsDailyValueSum = 0; for(int j = 0; j < REI_Period; j++) { SubValueSum += SubValue(i + j); AbsDailyValueSum += AbsDailyValue(i + j); } if (AbsDailyValueSum != 0) REI[i] = SubValueSum / AbsDailyValueSum * 100; else REI[i] = 0; } return(0); } //+------------------------------------------------------------------+ //| Calculate the Conditional Value | //+------------------------------------------------------------------+ double SubValue(int i) { double diff1 = High[i] - High[i + 2]; double diff2 = Low[i] - Low[i + 2]; int num_zero1, num_zero2; if ((High[i + 2] < Close[i + 7]) && (High[i + 2] < Close[i + 8]) && (High[i] < High[i + 5]) && (High[i] < High[i + 6])) num_zero1 = 0; else num_zero1 = 1; if ((Low[i + 2] > Close[i + 7]) && (Low[i + 2] > Close[i + 8]) && (Low[i] > Low[i + 5]) && (Low[i] > Low[i + 6])) num_zero2 = 0; else num_zero2 = 1; return(num_zero1 * num_zero2 * (diff1 + diff2)); } //+------------------------------------------------------------------+ //| Calculate the Absolute Value | //+------------------------------------------------------------------+ double AbsDailyValue(int i = 0) { double diff1 = MathAbs(High[i] - High[i + 2]); double diff2 = MathAbs(Low[i] - Low[i + 2]); return(diff1 + diff2); } //+------------------------------------------------------------------+
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MT5源码：//+------------------------------------------------------------------+ //| RangeExpansionIndex.mq5 | //| Copyright � 2010, EarnForex.com | //| http://www.cxh99.com/ | //+------------------------------------------------------------------+ #property copyright "Copyright � 2010, EarnForex.com" #property link "http://www.cxh99.com" #property version "1.0" #property description "Calculates Tom DeMark's Range Expansion Index." #property description "Going above 60 and then dropping below 60 signals price weakness." #property description "Going below -60 and the rising above -60 signals price strength." #property description "For more info see The New Science of Technical Analysis." #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_width1 1 #property indicator_color1 Blue #property indicator_type1 DRAW_LINE #property indicator_style1 STYLE_SOLID #property indicator_level1 60 #property indicator_level2 -60 input int REI_Period = 8; // Buffers double REI[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { IndicatorSetString(INDICATOR_SHORTNAME, "REI(" + IntegerToString(REI_Period) + ")"); IndicatorSetInteger(INDICATOR_DIGITS, 2); SetIndexBuffer(0, REI, INDICATOR_DATA); } //+------------------------------------------------------------------+ //| Range Expansion Index | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &High[], const double &Low[], const double &Close[], const long &tick_volume[], const long &volume[], const int &spread[]) { int limit; // Too few bars to do anything if (rates_total <= REI_Period + 8) return(0); // If we don't have enough bars to count as specified in the input int counted_bars = prev_calculated; if (counted_bars < 8 + REI_Period) limit = 8 + REI_Period; else limit = rates_total - 1; for (int i = rates_total - 1; i >= limit; i--) { double SubValueSum = 0; double AbsDailyValueSum = 0; for (int j = 0; j < REI_Period; j++) { SubValueSum += SubValue(i - j, High, Low, Close); AbsDailyValueSum += AbsDailyValue(i - j, High, Low, Close); } if (AbsDailyValueSum != 0) REI[i] = SubValueSum / AbsDailyValueSum * 100; else REI[i] = 0; } return(rates_total); } //+------------------------------------------------------------------+ //| Calculate the Conditional Value | //+------------------------------------------------------------------+ double SubValue(const int i, const double &High[], const double &Low[], const double &Close[]) { int num_zero1, num_zero2; double diff1 = High[i] - High[i - 2]; double diff2 = Low[i] - Low[i - 2]; if ((High[i - 2] < Close[i - 7]) && (High[i - 2] < Close[i - 8]) && (High[i] < High[i - 5]) && (High[i] < High[i-6])) num_zero1 = 0; else num_zero1 = 1; if ((Low[i - 2] > Close[i - 7]) && (Low[i - 2] > Close[i - 8]) && (Low[i] > Low[i - 5]) && (Low[i] > Low[i - 6])) num_zero2 = 0; else num_zero2 = 1; return (num_zero1 * num_zero2 * (diff1 + diff2)); } //+------------------------------------------------------------------+ //| Calculate the Absolute Value | //+------------------------------------------------------------------+ double AbsDailyValue(const int i, const double &High[], const double &Low[], const double &Close[]) { double diff1 = MathAbs(High[i] - High[i - 2]); double diff2 = MathAbs(Low[i] - Low[i - 2]); return (diff1 + diff2); } //+------------------------------------------------------------------+
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