| 以文本方式查看主题 - 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) ---- [分享]分形通道突破策略源码 (http://weistock.com/bbs/dispbbs.asp?boardid=10&id=75406) |
| -- 作者：ArkShen -- 发布时间：2015/2/5 14:55:01 -- [分享]分形通道突破策略源码 runmode:0; sfx:=ref(high,1)<ref(high,2) and ref(high,2)>ref(high,3); xfx:= ref(low,1)>ref(low,2) and ref(low,2)<ref(low,3); upperband:=valuewhen(sfx,ref(high,2)); lowerband:=valuewhen(xfx,ref(low,2)); exittime:=time>=150000; if holding=0 then begin if high>=upperband then buy(1,1,limitr,max(open,upperband)); end if holding=0 then begin if low<=lowerband then buyshort(1,1,limitr,min(open,lowerband)); end if holding>0 then begin if time>=150000 then sell(1,holding,limitr,close); end if holding<0 then begin if time>=150000 then sellshort(1,holding,limitr,close); end 盈亏:asset-50000,noaxis,colorred,linethick2; 更多策略，可以去疯狂宽客--专注程序化交易，http://www.crazyquants.com/ 疯狂论坛论坛中有不少好的策略分享，http://bbs.crazyquants.com/forum.php
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