-- 作者:z7c9
-- 发布时间:2011/11/1 13:39:11
-- [交易系统]两仪四象
runmode:0;
input:length(20);
variable:stopline=0;
if barpos<=30 then exit;
up:=count(close>ref(close,1),length); down:=count(close entrylongcond:=up/down>=2/3; entryshortcond:=down/up>=2/3;
upperband:=ref(hhv(high,length),1); lowerband:=ref(llv(low,length),1);
hh:=ref(high,1); ll:=ref(low,1);
if holding=0 then begin if ref(entrylongcond,1) then begin buy(1,1,limitr,open); stopline:=lowerband; end
if ref(entryshortcond,1) then begin buyshort(1,1,limitr,open); stopline:=upperband; end end
if holding>0 and enterbars>=1 then begin //if lowerband>stopline then stopline:=lowerband;
if low<=stopline then sell(1,holding,limitr,min(open,stopline)); end
if holding<0 and enterbars>=1 then begin //if upperband stopline:=upperband;
if high>=stopline then sellshort(1,holding,limitr,max(open,stopline)); end
ss:stopline,linethick0; drawicon(holding<>0,stopline,11); 盈亏:asset-500000,noaxis,coloryellow,linethick2;
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