https://www.tradingview.com/script/sufFpGjC-Supertrend-V1-0-Buy-or-Sell-Signal/
只会写mc,不太会写vnpy,似乎需要用到循环和递归,
请大佬改写一个,谢谢!
mc代码 ```
input:
n(10),
m(3);
variables:
avg(0),up(0),dn(0),trend(0),atr(0),
ST(0);
avg = (h+l)/2;
atr = AvgTrueRange(n);
up = avg + m atr;
dn = avg - m atr;
if c > up[1] then
trend = 1
else if c < dn[1] then
trend = -1;
if trend > 0 and dn < dn[1] then dn=dn[1];
if trend < 0 and up > up[1] then up=up[1];
if trend = 1 then ST = dn else ST = up;
Plot3(st,"SThl2",iff(trend = 1,red,green));
```