-- 作者:admin
-- 发布时间:2012/3/28 9:54:55
-- 公布一个实盘稳定盈利的股指策略
感谢猎豹大周
runmode:0; input:V1(1,1,100,1); input:f1(0.4); input:f2(0.07); input:f3(0.18); input:m(0.9); input:x(3,1,10,1); variable:up=0; variable:bsetup=0; variable:senter=0; variable:benter=0; variable:bbreak=0; variable:sbreak=0; variable:ltoday=0; variable:h0=999999; variable:sn=0; variable:div=0; variable:rf=false; i:=m*(callstock(stklabel,vtopen,6,0)/100); if barpos=1 then begin sn:=0; div:=max(x,1);//xdiv end hh:ref(h0,1),noaxis;
cc:=ref(close,1); ll:=ref(ltoday,1); if date>ref(date,1) then begin sn:=sn+1; up:=hh+f1*(cc-ll); senter:=((1+f2)/2)*(hh+cc)-f2*ll; benter:=((1+f2)/2)*(ll+cc)-f2*hh; bsetup:=ll-f1*(hh-cc); bbreak:=up+f3*(up-bsetup); sbreak:=bsetup-f3*(up-bsetup); h0:=high; ltoday:=low; rf:=hh-cc>=0.2{rangemin}; end if high>h0 then h0:=high; if low<ltoday then ltoday:=low; if time>=opentime(1) and time<closetime(0)-500 and sn>=2 and rf then begin if h0>=up and holding>=0 then begin if low<=senter+(h0-up)/div then begin sell(1,v1,thisclose); buyshort(1,v1,thisclose); end end if ltoday<=bsetup and holding<=0 then begin if high>=benter-(bsetup-ltoday)/div then begin if high>=benter-(bsetup-ltoday)/div then begin sellshort(1,v1,thisclose); buy(1,v1,thisclose); end end end if holding<0 then begin if high-enterprice>=i then sellshort(1,v1,thisclose); end if holding>0 then begin if enterprice-low>=i then sell(1,v1,thisclose); end if holding=0 then begin if high>=bbreak then buy(1,v1); end if holding=0 then begin if low<=sbreak then buyshort(1,v1); end end if time>=closetime(0)-500 then begin if holding<0 then sellshort(1,v1); if holding>0 then sell(1,v1); end 资产:asset,noaxis,coloryellow,linethick2;
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