公式模型编写问题提交-策略如何写金字塔客服中心 - 专业程序化交易软件提供商

//轨道/////////////////////

//k1:=0.45;k2:=0.35;

OpenNum:=barslast(day<>ref(day,1));

Highd:=ref(hhv(h,270/5),OpenNum+1);

LowD:=ref(llv(l,270/5),OpenNum+1);

CloseD:=ref(c,OpenNum+1);

OpenD:=ref(c,OpenNum);;

HH:= HHV(HighD,1);

HC:= HHV(CloseD,1);

LL:= LLV(LowD,1);

LC:= LLV(CloseD,1);

SellRange:=Max(HH - LC,HC - LL);

BuyRange:=Max(HH - LC,HC - LL);

上轨: OpenD + K1*BuyRange;

下轨: OpenD - K2*SellRange;

//上穿支撑平空，开多

kd:=cross(c,上轨);//开多

pk:=cross(c,上轨);//平空

//下穿压力平多，开空

pd:=cross(下轨,c);//平多

kk:=cross(下轨,c);//开空

if holding>0 and pd then sell(1,s,thisclose),IGNORECHECKPRICE,ORDERQUEUE;

if holding<0 and pk then sellshort(1,s,thisclose),IGNORECHECKPRICE,ORDERQUEUE;

if holding=0 and kd then buy(1,s,thisclose),IGNORECHECKPRICE,ORDERQUEUE;

if holding=0 and kk then buyshort(1,s,thisclose),IGNORECHECKPRICE,ORDERQUEUE;

//收盘前平仓

sell(time=145000 and holding>0,holding,market);

sellshort(time=145000 and holding<0,holding,market);