[原创]落影模型——股指模型自动版 - 交易策略发布专区 - 金字塔客服中心 - 专业程序化交易软件提供商

此模型是股指后台自动交易模型，仅供学习交流！（申请加精，给金币噢！）

input:P(26,20,100,8);
input:S(12,5,40,4);

input:B1(26,5,300,30);
input:B2(2,0.1,10,1);

input:N2(10,1,120,12);
input:N3(20,1,200,20);
input:N4(60,1,200,20);

ma2:=ma(c,n2);
ma3:=ma(c,n3);
ma4:=ma(c,n4);

MID := MA(CLOSE,B1);
UPPER:= MID + B2*STD(CLOSE,B1);
LOWER:= MID - B2*STD(CLOSE,B1),colorred;

diff := EMA(CLOSE,S) - EMA(CLOSE,P);

variable:vmin = 091500;//用于隔夜高开或低开时间差

if (abs(o-ref(c,1))>=20*MINDIFF AND time>090000 and time<090400) then vmin := 093000;

//开多仓条件：
BOPEON:=c>upper and diff>0 and c>o and c>ma4 AND THOLDING=0 AND time>vmin AND time<150000;

//平多仓条件：
bline:=IF(THOLDING>0,HHV(HIGH,TTYPEBAR(1,1))-110*mindiff,l-110*mindiff);//多单移动止损线
//PARTLINE(THOLDING>0, bline, colorrgb(255,0,0)); 这个在后台不显示

BLIQCON:= (THOLDING>0 and cross(ma3,ma2)) or (THOLDING>0 and bline>c);

//开空仓条件：
SOPCON:=c<lower and diff<0 and c<o and c<ma4 AND THOLDING=0 AND time>vmin AND time<150000;

//平空仓条件：
sline:=IF(THOLDING<0,LLV(LOW,TTYPEBAR(1,3))+110*mindiff,h+110*mindiff);//空单移动止损线
//PARTLINE(THOLDING<0, sline, colorrgb(0,255,0)); 这个在后台不显示

SLIQCON:= (THOLDING<0 and cross(ma2,ma3)) or (THOLDING<0 and sline<c);

tsellshort(SLIQCON,THOLDING,LMT,C);
tbuy(BOPEON,1,LMT,C);
tsell(BLIQCON,THOLDING,LMT,C);
tbuyshort(SOPCON,1,LMT,C);

//收盘前平仓
tsell(time>151100 and THOLDING>0,THOLDING,LMT,C-MINDIFF*2);
tsellshort(time>151100 and THOLDING<0,THOLDING,LMT,C+MINDIFF*2);

主题：[原创]落影模型——股指模型自动版