-- 作者:gsqh_zyp
-- 发布时间:2013/12/27 16:13:05
--
RUNMODE:0;
INPUT : n(20,1,100,1); INPUT : p(14,1,100,1);
tr1 := sum(max(max(high - low,abs(high-ref(close,1))),abs(low - ref(close, 1))),p); hd := high - ref(high, 1); ld := ref(low, 1) - low; dmp := sum(if(hd>0 and hd>ld,hd,0),p); dmm := sum(if(ld>0 and ld>hd,ld,0),p); pdi := ma(dmp*100/tr1,18); mdi := ma(dmm*100/tr1,18); pm := pdi-mdi; mp := mdi-pdi;
h20 := ref(hhv(high,n),1); l20 := ref(llv(low,n),1);
//当最高价突破20周期内的最高点时,前20个周期内出现PM或MP小于-20,则以h>h20作为买入信号; if h>h20 and barslast(pm<-20)<=20 or barslast(mp<-20)<=20 then begin sellshort(holding<0,0,thisclose); buy(holding=0,1,thisclose); end
//当最低价突破20周期内的最低点时,前20个周期内出现PM或MP小于-20,则以l<l20作为卖出信号; if l<l20 and barslast(pm<-20)<=20 or barslast(mp<-20)<=20 then begin sell(holding>0,0,thisclose); buyshort(holding=0,1,thisclose); end
//账户信息: 资产:ASSET,NOAXIS,COLORRED,LINETHICK2; 可用现金:CASH(0),PRECISION0,NOAXIS,LINETHICK0; 持仓:HOLDING,LINETHICK0; 胜率:PERCENTWIN,LINETHICK0; 交易次数:TOTALTRADE,LINETHICK0;
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-- 作者:jinzhe
-- 发布时间:2013/12/27 16:38:14
--
RUNMODE:0;
INPUT : n(20,1,100,1); INPUT : p(14,1,100,1);
tr1 := sum(max(max(high - low,abs(high-ref(close,1))),abs(low - ref(close, 1))),p); hd := high - ref(high, 1); ld := ref(low, 1) - low; dmp := sum(if(hd>0 and hd>ld,hd,0),p); dmm := sum(if(ld>0 and ld>hd,ld,0),p); pdi := ma(dmp*100/tr1,18); mdi := ma(dmm*100/tr1,18); pm := pdi-mdi; mp := mdi-pdi;
h20 := ref(hhv(high,n),1); l20 := ref(llv(low,n),1);
//当最高价突破20周期内的最高点时,前20个周期内出现PM或MP小于-20,则以h>h20作为买入信号; if h>h20 and (barslast(pm<-20)<=20 or barslast(mp<-20)<=20) then begin sellshort(holding<0,0,thisclose); buy(holding=0,1,thisclose); end
//当最低价突破20周期内的最低点时,前20个周期内出现PM或MP小于-20,则以l<l20作为卖出信号; if l<l20 and (barslast(pm<-20)<=20 or barslast(mp<-20)<=20) then begin sell(holding>0,0,thisclose); buyshort(holding=0,1,thisclose); end
//账户信息: 资产:ASSET,NOAXIS,COLORRED,LINETHICK2; 可用现金:CASH(0),PRECISION0,NOAXIS,LINETHICK0; 持仓:HOLDING,LINETHICK0; 胜率:PERCENTWIN,LINETHICK0; 交易次数:TOTALTRADE,LINETHICK0;
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