-- 作者:acerap
-- 发布时间:2012/6/1 9:10:16
-- 双周期交易问题
cc:=CALLSTOCK(STKLABEL,VTCLOSE,6); c5:=CALLSTOCK(STKLABEL,VTCLOSE,2); jx5:=ma(cc,5); jx20:=ma(cc,20); jx5f5:=ma(c5,5); jx5f20:=ma(c5,20); f5:=ref(jx5f5,1); f20:=ref(jx5f20,1);
money:=holding*c; total0:=money+cash(0); total1:=money+cash(1);
if jx5>jx20 then begin sellshort(holding<0,0,thisclose); buy(jx5f5>jx5f20 and f5<f20 and holding=0,40%,thisclose); end
if jx20>jx5 then begin sell(holding>0,0,thisclose); buyshort(jx5f5<jx5f20 and f5 > f20 and holding=0,40%,thisclose); end
一个5分钟MA5,MA20 一个日图MA5,MA20 为啥编了应用于图显示不出?
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-- 作者:Leon
-- 发布时间:2012/6/1 9:25:23
--
刚测了一下,开平仓信号是有的,如果要显示ma均线,就不要用中间变量的形式表示ma
cc:=CALLSTOCK(STKLABEL,VTCLOSE,6); c5:=CALLSTOCK(STKLABEL,VTCLOSE,2); jx5:ma(cc,5); jx20:ma(cc,20); jx5f5:=ma(c5,5); jx5f20:=ma(c5,20); f5:=ref(jx5f5,1); f20:=ref(jx5f20,1);
money:=holding*c; total0:=money+cash(0); total1:=money+cash(1);
if jx5>jx20 then begin sellshort(holding<0,0,thisclose); buy(jx5f5>jx5f20 and f5<f20 and holding=0,40%,thisclose); end
if jx20>jx5 then begin sell(holding>0,0,thisclose); buyshort(jx5f5<jx5f20 and f5 > f20 and holding=0,40%,thisclose); end
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