主题：公布一个实盘稳定盈利的股指策略

感谢猎豹大周

runmode:0;
input:V1(1,1,100,1);
 input:f1(0.4);
 input:f2(0.07);
 input:f3(0.18);
 input:m(0.9);
 input:x(3,1,10,1);
 
variable:up=0;
 variable:bsetup=0;
 variable:senter=0;
 variable:benter=0;
 variable:bbreak=0;
 variable:sbreak=0;
 variable:ltoday=0;
 variable:h0=999999;
 variable:sn=0;
 variable:div=0;
 variable:rf=false;
 
i:=m*(callstock(stklabel,vtopen,6,0)/100);
 
if barpos=1 then begin
 sn:=0;
 div:=max(x,1);//xdiv
 end
 
hh:ref(h0,1),noaxis;

 cc:=ref(close,1);
 ll:=ref(ltoday,1);
 
if date>ref(date,1) then begin
 sn:=sn+1;
 
up:=hh+f1*(cc-ll);
 senter:=((1+f2)/2)*(hh+cc)-f2*ll;
 benter:=((1+f2)/2)*(ll+cc)-f2*hh;
 bsetup:=ll-f1*(hh-cc);
 bbreak:=up+f3*(up-bsetup);
 sbreak:=bsetup-f3*(up-bsetup);
 
h0:=high;
 ltoday:=low;
 
rf:=hh-cc>=0.2{rangemin};
 end
 
if high>h0 then h0:=high;
 if low<ltoday then ltoday:=low;
 
if time>=opentime(1) and time<closetime(0)-500 and sn>=2 and rf then begin
 if h0>=up and holding>=0 then begin
 if low<=senter+(h0-up)/div then begin
 sell(1,v1,thisclose);
 buyshort(1,v1,thisclose);
 end
end
 
if ltoday<=bsetup and holding<=0 then begin
 if high>=benter-(bsetup-ltoday)/div then begin
 if high>=benter-(bsetup-ltoday)/div then begin
 sellshort(1,v1,thisclose);
 buy(1,v1,thisclose);
 end
 end
 end
 
if holding<0 then begin
 if high-enterprice>=i then
 sellshort(1,v1,thisclose);
 end
 
if holding>0 then begin
 if enterprice-low>=i then
 sell(1,v1,thisclose);
 end
 
if holding=0 then begin
 if high>=bbreak then
 buy(1,v1);
 end
 
if holding=0 then begin
 if low<=sbreak then
 buyshort(1,v1);
 end
 end
 
if time>=closetime(0)-500 then begin
 if holding<0 then
 sellshort(1,v1);
 
if holding>0 then
 sell(1,v1);
end
资产:asset,noaxis,coloryellow,linethick2;