同花顺平均波动率指标公式

P:=5;
Q:=10;
PDC:=REF(CLOSE,1);
TR :=MAX(MAX(ABS(HIGH-LOW),ABS(HIGH-PDC)),ABS(PDC-LOW));
Px:100*EMA(TR,p)/REF(C,1);
Py:100*EMA(TR,q)/REF(C,1);