日内交易策略思路编写求助 - 策略编写求助区 - 金字塔客服中心 - 专业程序化交易软件提供商

input:保证金(0.20,0,10,0.01);
ma30:ma(c,30);
mak:"MA.MA3##day";

开场:round(enterprice*保证金*0.03),LINETHICK0;
ab:=IF(holding>0,HHV(HIGH,TYPEBAR(1,1))-开场,l-开场);
PARTLINE( holding>0, ab, colorrgb(255,0,0));

pd:=(holding>0 and ab>c);

ba:=IF(holding<0,LLV(LOW,TYPEBAR(1,3))+开场,h+开场);
PARTLINE(holding<0, ba, colorrgb(0,255,0));

pk:=(holding<0 and ba<c);

if pd then sell(1,holding,limitr,c);

if pk then sellshort(1,holding,limitr,c);

if cross(ma30,c) and holding>0 then sell(1,1,limitr,c);
if cross(c,ma30) and holding<0 then sellshort(1,1,limitr,c);

if cross(c,ma30) and c>mak and holding=0 then buy(1,1,limitr,c);
if cross(ma30,c) and c<mak and holding=0 then buyshort(1,1,limitr,c);

资产:round(ASSET),NOAXIS;

胜率:ROUNDS(100*PERCENTWIN,1),LINETHICK0;

不知道对不对。参数啥的自己换吧

[此贴子已经被作者于2011-8-22 10:35:05编辑过]

主题：日内交易策略思路编写求助