If today's turnover rate is a and the attenuation coefficient is n, it means that the number of chips moved yesterday is a * n, and if the value of n is 1, it means how many chips have been moved from yesterday's cost distribution in a general sense. Its set value is not specified and needs to be set on the basis of understanding the trading rules of individual stocks. For inactive stocks, the golden ratio can be set to 0.382-0.6 18, and for active stocks, it can be set to 0.618-10.6/kloc-8.
The daily cost algorithm is a moving average process, and the formula is: today's cost * (turnover rate * historical transaction attenuation coefficient)+the cost distribution map of the previous day *( 1- turnover rate * historical transaction attenuation coefficient).
Average distribution: the number of securities changing hands on that day is evenly distributed between the highest price and the lowest price on that day.
Triangular distribution: the number of securities changing hands on that day is in a triangular distribution between the highest price, the lowest price and the average price on that day.
Attenuation coefficient of historical turnover: indicates the decline rate of historical turnover, and how many times of today's turnover rate is removed from yesterday's cost distribution to get today's cost distribution map. When there is no circulation data, how many days of volume accumulation is used, and when there is no circulation data, how many days of volume accumulation is used instead.