-- 作者:ggdpla
-- 发布时间:2013/10/16 15:29:07
--
KD:= H>REF(H,1) AND DIFF2>DEA2 AND DIFF2>0 AND DIFF1>0 AND DIFF2>DIFF1 AND DIFF1>DEA1;//开多条件 PD:=CROSS(MA10,MA5) OR L<REF(L,1); PD1:=REF(H,1)>=H AND o1>0; PD2:=L<=VAR1 ; //平多条件 KK:= L<REF(L,1) AND DIFF2<DEA2 AND DIFF2<DIFF1 AND DIFF2<0 AND DIFF1<0 AND DIFF1<DEA1; //开空条件 PK:=CROSS(MA5,MA10) OR H>REF(H,1); //平空条件 PK1:=L>=REF(L,1) AND o1>0 ; PK2:=H>=VAR2;
盈利平空:SELLSHORT(PK1 ,0,MARKET); 跟踪止空:SELLSHORT(PK2,0,MARKET); //平空信号 空头出局:SELLSHORT(PK,0,MARKET); //平空信号 开多:BUY(KD AND THOLDING=0 AND TIME>092000,1,MARKET); //开多信号 盈利平多:SELL(PD1 ,0,MARKET); 跟踪止多:SELL(PD2 ,0,MARKET); 多头出局:SELL(PD,0,MARKET); //平多信号 开空:BUYSHORT(KK AND THOLDING=0 AND TIME>092000,1,MARKET); //开空信号
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