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-- 交易策略发布专区 (http://weistock.com/bbs/list.asp?boardid=10)
---- [交易系统]震荡策略 (http://weistock.com/bbs/dispbbs.asp?boardid=10&id=5462)
-- 发布时间：2011/3/10 18:14:57
-- [交易系统]震荡策略
runmode:0;
input:p(5,1,60,1);
lc:=ref(close,1);
rsi:=sma(max(close-lc,0),p,1)/
sma(abs(close-lc),p,1)*100;
entertime:=time>=143000 and time<=145500;
exittime:=time>=150000;
if holding=0 then begin
if entertime and rsi<=10 then
buy(1,1,limitr,close);
end
if holding=0 then begin
if entertime and rsi>=90 then
buyshort(1,1,limitr,close);
end
if holding>0 then begin
if entertime and rsi>=90 then begin
sell(1,holding,limitr,close),orderqueue;
buyshort(1,1,limitr,close),orderqueue;
end
if exittime then
sell(1,holding,limitr,close);
end
if holding<0 then begin
if entertime and rsi<=10 then begin
sellshort(1,holding,limitr,close),orderqueue;
buy(1,1,limitr,close),orderqueue;
end
if exittime then
sellshort(1,holding,limitr,close);
end
盈亏:asset,noaxis,colormagenta;
收益:(asset-50000)/50000,linethick0;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;