主题：[分享]系统出市组合参考工具MAE MFE比率（海龟）

VARIABLE: MAE=0，MFE=0;

INPUT:DAYLONG(40,4,400,4);//DAYLONG个周期后平仓

//简单模型

UP:HHV(H,40);
LONG:=REF(UP,1);

IF HOLDING＜＞0 THEN
BEGIN
IF ENTERBARS＞=DAYLONG AND HOLDING＞0 THEN SELL(1,1,thisclose);
END

ELSE THEN
BEGIN
IF H＞=LONG AND HOLDING=0 THEN BUY(1,1,STOPR,LONG);
END

//开始取MAE和MFE

IF REF(HOLDING,1)=0 THEN GOTO DONE;
PP:=OPENPROFIT,LINETHICK0;
浮动盈亏:PP,LINETHICK0;

IF PP＞0 AND HOLDING＜＞0 THEN
BEGIN
IF PP＞MAE THEN MAE:=PP;
END

ELSE THEN
BEGIN
IF PP＜MFE THEN MFE:=PP;
END

IF EXITBARS=0 THEN
BEGIN
MAE:=0;
MFE:=0;
END
SMAE:=SUM(AA,0),LINETHICK0;
SMFE:=SUM(BB,0),LINETHICK0;
RATIO:=ABS(SMAE/SMFE),LINETHICK0;
MAE/MFE比率:RATIO,NODRAW,COLORRED;
//TT:TOTALTRADE,LINETHICK0;
//SS:SUM(RATIO,0),LINETHICK0;
//ARATIO:SS/TT,LINETHICK0;