主题：[技术指标]趋势跟踪

 

runmode:0;

input:length(20,5,60,5);
input:ratio(4,1,5,1);

variable:trend=0;
variable:stopprice=0;

prebarhigh:=ref(high,1);
prebarlow:=ref(low,1);

atr:=trimprice(ref(ema(high-low,length),1));
trailingstop:=ratio*atr;

if barpos>length and trend=0 then begin
 trend:=1;
 stopprice:=prebarlow-trailingstop;
 drawicon(1,prebarlow-trailingstop,8,0);
 drawtext(1,prebarlow-trailingstop,'开多',colorred,1); 
end

if trend=1 then begin
 if prebarlow-trailingstop>stopprice then
  stopprice:=prebarlow-trailingstop;
  
 if low<=stopprice then begin
  trend:=-1;
  stopprice:=prebarhigh+trailingstop;
  drawicon(1,prebarhigh+trailingstop,9,0);
  drawtext(1,prebarhigh+trailingstop,'开空',colorgreen,1);  
 end
 
 stickline(close>=open,high,close,1,1,colorred);
 stickline(close>=open,close,open,10,1,colorred);
 stickline(close>=open,open,low,1,1,colorred);
 stickline(close<open,high,open,1,0,colorred);
 stickline(close<open,open,close,10,0,colorred);
 stickline(close<open,close,low,1,0,colorred); 
end

if trend=-1 then begin
 if prebarhigh+trailingstop<stopprice then
  stopprice:=prebarhigh+trailingstop;
  
 if high>=stopprice then begin
  trend:=1;  
  stopprice:=prebarlow-trailingstop;
  drawicon(1,prebarlow-trailingstop,8,0);
  drawtext(1,prebarlow-trailingstop,'开多',colorred,1);  
 end
 
 stickline(close>=open,high,close,1,1,colorgreen);
 stickline(close>=open,close,open,10,1,colorgreen);
 stickline(close>=open,open,low,1,1,colorgreen);
 stickline(close<open,high,open,1,0,colorgreen);
 stickline(close<open,open,close,10,0,colorgreen);
 stickline(close<open,close,low,1,0,colorgreen);   
end

drawicon(trend=1,stopprice,10);
drawicon(trend=-1,stopprice,11);

{ "固定收益": { "P2P": { "陆金所": 0.05, "人人贷": 0.05, "宜人贷": 0.05, "拍拍贷": 0.05, "微贷网": 0.05, "小赢理财": 0.05, "积木盒子": 0.05, "麻袋财富": 0.05, "翼龙贷": 0.05, "凤凰金融": 0.05 } }, "浮动收益": { "股票": { "A股": { "510300(300ETF)": 0.05, "510500(500ETF)": 0.05 }, "港股": { "510900(H股ETF)": 0.025, "159920(恒生ETF)": 0.025 }, "美股": { "513500(标普500)": 0.025, "513100(纳指ETF)": 0.025 } }, "商品": { "518880(黄金ETF)": 0.025, "162411(华宝汽油)": 0.025 }, "数字货币": { "BTC": 0.025, "XRP": 0.025, "ETH": 0.025, "BCH": 0.025, "EOS": 0.025, "LTC": 0.025 }, "另类": { "商品量化交易": 0.05, "数字货币量化交易": 0.05 } } }