落影模型——布林通道+MACD - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

input:P(26,20,100,8);
input:S(12,5,40,4);
input:M(9,2,60,6);

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

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

diff := EMA(CLOSE,S) - EMA(CLOSE,P);
dea := EMA(diff,M);
macd := 2*(diff-dea);

//开多仓条件：
BOPEON1:=cross(diff,dea) and c>upper and c>o AND HOLDING=0 AND time>091400 AND time<150000;

//平多仓条件：
BLIQCON:=holding>0 and cross(dea,diff);

//开空仓条件：
SOPCON1:=cross(dea,diff) and c<lower and c<o AND HOLDING=0 AND time>091400 AND time<150000;

//平空仓条件：
SLIQCON:=holding<0 and cross(diff,dea);

buy(BOPEON1,1,market);
sell(BLIQCON,holding,market);
buyshort(SOPCON1,1,market);
sellshort(SLIQCON,holding,market);

//收盘前平仓
sell(time>151000 and holding>0,holding,market);
sellshort(time>151000 and holding<0,holding,market);

可用现金:CASH(0),LINETHICK0;
持仓:HOLDING,LINETHICK0;
资产:ASSET,LINETHICK0;

主题：落影模型——布林通道+MACD