//有不懂的,对照函数列表好好看看.
//请您逐字逐句的看看每一句的区别.---之前工作人员帮您写了个策略的,您肯定是没仔细看,这个策略犯了很多低级错误,希望下次发帖,不要再出现.
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 and time>093000 and time<145800; //开多
entershortcond:=l<=dnband and time>093000 and time<145800; //开空
if enterlongcond and centraline>=ref(centraline,1) then
begin
sellshort(holding<0 and enterbars>0,0,limit,c+2*mindiff);
buy(holding=0,1,limit,c+2*mindiff);
end
if entershortcond and centraline<=ref(centraline,1) then
begin
sell(holding>0 and enterbars>0,0,limit,c-2*mindiff);
buyshort(holding=0,1,limit,c-2*mindiff);
end
//仓位止损
if ref(c,1)<=centraline and holding>0 then sell(1,0,thisclose);
if ref(c,1)>=centraline and holding<0 then sellshort(1,0,thisclose);
//收盘前平仓
if time>=145800 then begin
sellshort(holding<0,0,thisclose);
sell(holding>0,0,thisclose);
end