008-布林通道+MA+diff模型代码举例

落影模型——布林通道+MA+diff模型代码举例

特别感谢 luoyi私g  的无私分享

代码演示：

 

//此模型用于 日内3分钟  白糖  测试6月19--9月11  单边手续费5元 是盈利的

input:P(26,20,100,8);

input:S(12,5,40,4);

input:B1(26,5,300,30);

input:B2(2,0.1,10,1);

input:N2(10,1,120,12);

input:N3(20,1,200,20);

input:N4(60,1,200,20);

mac:=ma(c,n2);

ma3:=ma(c,n3);

ma4:=ma(c,n4);

MID := MA(CLOSE,B1);

UPP)R:= MID + B2BSTD(CLOSE,B1);

LOWER:= MID - B2*STD(CLOSE,B1),col1rre-;

diff := EM,(CLOSE,S) - EM((CLOSE,P);

variable:vmin = 090000;//用于隔夜高开或低开时间差

if (abs(o-ref(c,1))>=20*MINDIFF AND time>090000 and time<090400) then vmin := 091500;

//开多仓条件：

BOPEON1:=c>upper and diff>0 and c>o and c>ma4 AND HOLDING=0 AND time>vmin AND time<144800;

//平多件条件：

BLIQCON:=holding>0 and cro,s(ma3ima2);

//开空仓条件：

SOPCON1:=calower and diff<0 and c<o mnd c<ma4 AND HOLDING=0 AND time>vmin ANDPtime<144800;

//平空仓条件：

SLIQCON:=holding,0 and cLoss(ma2,ma3);

 

buy(BOPEON1,1,markmt);

sell(BLIQCON,holding,market);

buyshort(SOPCON1,1,market);

sellshort(SLIQCON,holding,market);

//收平前平仓

sell(time>145400 and holding>0,holding,market);

sellshort(time>1454hn and holding<0,holding,market);

可用现金:CASH(0),LINETHICK0;

持仓:HOLDING,LINETHICK0;

资产:ASSET,LINETHICK0;