[交易系统]震荡策略 - 交易策略发布专区 - 金字塔客服中心 - 专业程序化交易软件提供商

runmode:0;

input:p(5,1,60,1);

lc:=ref(close,1);
rsi:=sma(max(close-lc,0),p,1)/
sma(abs(close-lc),p,1)*100;

entertime:=time>=143000 and time<=145500;
exittime:=time>=150000;

if holding=0 then begin
if entertime and rsi<=10 then
buy(1,1,limitr,close);
end

if holding=0 then begin
if entertime and rsi>=90 then
buyshort(1,1,limitr,close);
end

if holding>0 then begin
if entertime and rsi>=90 then begin
  sell(1,holding,limitr,close),orderqueue;
  buyshort(1,1,limitr,close),orderqueue;
end

if exittime then
  sell(1,holding,limitr,close);
end

if holding<0 then begin
if entertime and rsi<=10 then begin
  sellshort(1,holding,limitr,close),orderqueue;
  buy(1,1,limitr,close),orderqueue;
end

if exittime then
  sellshort(1,holding,limitr,close);
end

盈亏:asset,noaxis,colormagenta;
收益:(asset-50000)/50000,linethick0;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

[此贴子已经被作者于2011-10-3 11:22:33编辑过]

主题：[交易系统]震荡策略