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runmode:0;

pre30dayshigh:=ref(hhv(h,30),1);

pre30dayslow:=ref(llv(l,30),1);

stdrange:=std(c,30); //偏差

centraline:(pre30dayshigh+pre30dayslow)/2; //中轨

uperband:centraline+stdrange; //上轨

dnband:centraline-stdrange; //下轨

enterlongcond:=h>=uperband; //开多
entershortcond:=l<=dnband; //开空

exitlongcond:=ref(c,1)<=centraline; //多头止损
exitshortcond:=ref(c,1)>=centraline; // 空头止损

   if time<1458 and enterlongcond and centraline>=ref(centraline,1) and enterbars>=0 then begin
      sellshort(holding<0,0,limitr,uperband+mindiff);
      buy(holding=0,1,limitr,uperband+mindiff);
      end

   if time<1458 and entershortcond and centraline<=ref(centraline,1) and enterbars>=0 then begin
      sell(holding>0,0,limitr,dnband-mindiff);
      buyshort(holding=0,1,limitr,dnband-mindiff);
      end

//止损
   if exitlongcond then sell(holding>0,0,close);
   if exitshortcond then sellshort(holding<0,0,close);

//退出
   if time>145800 and time<150000 then begin
      sellshort(holding<0,0,close);
      sell(holding>0,0,close);
   end

[此贴子已经被作者于2011-11-4 12:04:21编辑过]

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