关于跨周期 - 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

您好，我想在这个模型中把跨周期的思路加进去，就按照上面的思路进行修改，当MA5大于MA20的时候，才开始持续准备开多头的仓位；反之，当MA5小于MA20的时候，才开始持续准备开空头的仓位。

input:inb(20,1,500,1),outb(10,1,500,1),risk(0,0,10,0.1);

//和风版海龟源码

variable:times=0,i=0;

rn:=ema(ref(tr,1),20);

A:=valuewhen(holding=0,rn);

rh:=ref(h,1);

rl:=ref(l,1);

h1:hhv(rh,inb);

h2:hhv(rh,outb),linedot;

l1:llv(rl,inb);

l2:llv(rl,outb),linedot;

lotst:asset*risk*0.01/(n*2*multiplier),linethick0;

lots:=if(risk=0,1,lotst); //如果risk取0，表示固定开1手

tbc:=h＜＞l;//判断是否停板

partline(holding＞0,enterprice-2*n);

if barpos＜inb+1 then exit;

if holding=0 and tbc then //不是停板才可以交易

begin

if h＞h1 then //开多

begin

buyp:=max(o,h1);

buy(1,lots,limitr,buyp);

times:=1;

while h＞enterprice+n*0.5 and times＜4 do

begin

buyp:=max(o,enterprice+n*0.5);

buy(1,lots,limitr,buyp);

times:=times+1;

end;//连续开仓

end;//开多结束

else if l＜l1 then //开空

begin

sellp:=min(o,l1);

buyshort(1,lots,limitr,sellp);

times:=1;

while l＜enterprice-n*0.5 and times＜4 do

begin

sellp:=min(o,enterprice-n*0.5);

buyshort(1,lots,limitr,sellp);

times:=times+1;

end;//连续开仓

end;

end;//holding=0

if holding＞0 and tbc then //已有多仓

begin

exitlongp:=max(enterprice-2*n,l2);

if l＜exitlongp and enterbars＜＞0 then //出场

begin

exitp:=min(o,exitlongp);

sell(1,0,limitr,exitp);

times:=0;

end;//出场

else

begin

while h＞enterprice+n*0.5 and times＜4 do //开多

begin

buyp:=max(o,enterprice+n*0.5);

buy(1,lots,limitr,buyp);

times:=times+1;

end;//连续开仓

end;//else

end;//holding＞0

if holding＜0 and tbc then //已有空仓

begin

exitlongp:=min(enterprice+2*n,h2);

if h＞exitlongp and enterbars＜＞0 then //出场

begin

exitp:=max(o,exitlongp);

sellshort(1,0,limitr,exitp);

times:=0;

end;//出场

else

begin

while l＜enterprice-n*0.5 and times＜4 do //开多

begin

sellp:=min(o,enterprice-n*0.5);

buyshort(1,lots,limitr,sellp);

times:=times+1;

end;//连续开仓

end;//else

end;//holding＜0

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