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-  金字塔客服中心 - 专业程序化交易软件提供商  (http://weistock.com/bbs/index.asp)
--  交易策略发布专区  (http://weistock.com/bbs/list.asp?boardid=10)
----  瀑布线交易系统  (http://weistock.com/bbs/dispbbs.asp?boardid=10&id=30565)
--  作者：Q1304230834
--  发布时间：2012/11/11 19:45:39
--  瀑布线交易系统
//瀑布线交易系统例子
A1 : (EMA(CLOSE,4)+MA(CLOSE,8)+MA(CLOSE,16))/3; 
a2 : (EMA(CLOSE,6)+MA(CLOSE,12)+MA(CLOSE,24))/3; 
A3 : (EMA(CLOSE,9)+MA(CLOSE,18)+MA(CLOSE,36))/3; 
a4 : (EMA(CLOSE,13)+MA(CLOSE,26)+MA(CLOSE,52))/3; 
a5 : (EMA(CLOSE,18)+MA(CLOSE,36)+MA(CLOSE,72))/3; 
A6 : (EMA(CLOSE,24)+MA(CLOSE,48)+MA(CLOSE,96))/3;
多头:A1>A2 and A2>A3 and A3>A4 and A4>A5 and A5>A6,linethick0;
空头:A1<A2 and A2<A3 and A3<A4 and A4<A5 and A5<A6,linethick0;

//long:last(多头,19,0),linethick0;
long:=多头;

if holding=0 and time<=145000 and long then buy(1,1,thisclose);

if holding>0 and (enterprice-c)>=5 then sell(1,1,thisclose);
if holding>0 and (c-enterprice)>=20 and o-c>=2 then sell(1,1,thisclose);

if time>=151000 and holding>0 then sell(1,1,thisclose);