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--  交易策略发布专区  (http://weistock.com/bbs/list.asp?boardid=10)
----  [交易系统]趋势线策略  (http://weistock.com/bbs/dispbbs.asp?boardid=10&id=6441)

--  作者:z7c9
--  发布时间:2011/5/6 17:14:44
--  [交易系统]趋势线策略

 

 

N:= 5 ; M:=13 ;
MA5:MA(C,N),COLORWHITE;
MA18:=MA(CLOSE,18);
MA13:MA(C,M),COLORGREEN,LINETHICK2;
VAR1:=C=HHV(C,4) AND REF(C,1)=LLV(C,4);
VAR2:=C=LLV(C,4) AND (REF(C,1)<REF(C,2) OR REF(C,1)<REF(C,3)) OR REF(C,1)=LLV(C,4) AND C<REF(C,2) OR REF(C,2)=LLV(C,4) AND REF(C,1)=HHV(C,4) AND C<REF(C,1) OR REF(C,3)=LLV(C,4) AND C<REF(C,1) AND C<REF(C,2);
VAR3:=REF(C,1)=LLV(C,4) AND C>=REF(C,2) OR REF(C,2)=LLV(C,4) AND REF(C,1)<=REF(C,3) AND REF(C,2)<REF(C,4) AND C>=REF(C,1);
A:=(3*C+L+O+H)/6;
VAR4:=(20*A+19*REF(A,1)+18*REF(A,2)+17*REF(A,3)+16*REF(A,4)+15*REF(A,5)+
14*REF(A,6)+13*REF(A,7)+12*REF(A,8)+11*REF(A,9)+10*REF(A,10)+9*REF(A,11)+8*REF(A,12)
+7*REF(A,13)+6*REF(A,14)+5*REF(A,15)+4*REF(A,16)+3*REF(A,17)+2*REF(A,18)+REF(A,20))/210;
MTM:=C-REF(C,1);
DX:=100*EMA(EMA(MTM,6),6)/EMA(EMA(ABS(MTM),6),6);
CB:=EMA(VAR4,13);
{红}
STICKLINE(CLOSE>=OPEN,CLOSE,OPEN,3,0),COLOR0000FF;
STICKLINE(CLOSE>=OPEN,CLOSE,OPEN,0.5,0),COLORCC66FF; 
{蓝}
STICKLINE(CLOSE<OPEN,CLOSE,OPEN,3,0),COLORFF9900;
STICKLINE(CLOSE<OPEN,CLOSE,OPEN,0.5,0),COLORFFCC00;
{粉} 
STICKLINE(VAR1,C,(O+C)/2,3,0),COLORFF11FF;  
STICKLINE(VAR1,C,(O+C)/2,0.5,0),COLORFFDDFF;
{灰}  
STICKLINE(VAR2,C,(O+C)/2,3,0),COLOR999999;    
STICKLINE(VAR2,C,(O+C)/2,0.5,0),COLORFFBBFF;
{绿}  
STICKLINE(VAR3,O,(O+C)/2,3,0),COLOR00BB00;
STICKLINE(VAR3,O,(O+C)/2,0.5,0),COLOR00FF00;
卖:=HHV(DX,2)=HHV(DX,7) AND COUNT(DX>50,2) AND CROSS(MA(DX,2),DX);
DRAWTEXT(FILTER(卖=1,1),HIGH*1.02,\'卖\'),COLORGREEN;
买:=LLV(DX,2)=LLV(DX,7) AND COUNT(DX<0,2) AND CROSS(DX,MA(DX,2));
DRAWTEXT(FILTER(买=1,5),LOW-0.03,\'买\'),COLORRED;
加仓:=SMA(EMA((C-REF(C,1))/REF(C,1),5)*100,3,1)*10;
DRAWTEXT(FILTER((CROSS(加仓,0) OR CROSS(CLOSE,CB)) AND 买=1,3),LOW-0.03,\'加\'),COLORWHITE;
跟:=MA18>=REF(MA18,3) AND CROSS(CLOSE,MA18);
DRAWTEXT(跟,LOW*0.96,\'跟\'),COLORCC66FF;
趋势射线3X: DRAWLINE(L=LLV(L,3),L,C=HHV(C,3),L,0),LINETHICK3,COLOR9A90FF;
趋势射线7: DRAWLINE(H=HHV(H,7),H,L=LLV(L,7),L,0),LINETHICK3,COLOR9AFF89;
射线7X: DRAWLINE(L=LLV(L,7),L,H=HHV(H,7),L,0),LINETHICK3,COLOR9AFF89;
趋势射线21: DRAWLINE(H=HHV(H,21),H,L=LLV(L,21),L,0),LINETHICK3,COLORC100FF;
射线21X: DRAWLINE(L=LLV(L,21),L,H=HHV(H,21),L,0),LINETHICK3,COLORC100FF;
趋势射线35: DRAWLINE(H=HHV(H,35),H,L=LLV(L,35),L,0),LINETHICK3,COLORC1005B;
射线35X: DRAWLINE(L=LLV(L,35),L,H=HHV(H,35),L,0),LINETHICK3,COLORC1005B;
趋势射线49: DRAWLINE(H=HHV(H,49),H,L=LLV(L,49),L,0),LINETHICK3,COLORYELLOW;
射线49X: DRAWLINE(L=LLV(L,49),L,H=HHV(H,49),L,0),LINETHICK3,COLORYELLOW;

 

[此贴子已经被作者于2011-10-3 11:21:40编辑过]

--  作者:a7777
--  发布时间:2013/1/29 21:15:19
--  
图片点击可在新窗口打开查看
--  作者:FURUI888
--  发布时间:2015/8/20 19:39:36
--  
能不能用中文表述,用均线交易有这么多的条件?