日内交易系统： 开平的时间是 9点20 到14点45. 止损10个点。时间》=15点12 全部平仓。
请帮忙写个跨周期：在30分钟 MA5[1]>MA10[1] AND MACD的DIFF[1]>DEA[1] AND CLOSE[1]>MA10[1] 的 情况下，
小周期：CLOSE[1]>BBI[1] AND HIGH>REF(HIGHEST(HIGH,2),1) 做多；反之，做空。
公式A
MA5:=MA(C,5);
MA10:=MA(C,10);
公式B
开仓时间:=time>=092000 and time<=144500;结束时间:=time=151200;
zs:=10;
A1:=STKINDI('','A.MA5',0,4,-1);
A2:=STKINDI('','A.MA10',0,4,-1);
A3:=STKINDI('','MACD.DIFF',0,4,-1);
A4:=STKINDI('','MACD.DEA',0,4,-1);
A5:=CALLSTOCK(STKLABEL,VTCLOSE,4,-1);
IF A1>A2 AND A3>A4 AND A5>A2 AND REF(CLOSE,1)>REF(BBI,1) AND HIGH>REF(HHV(HIGH,2),1) and 开仓时间
THEN BEGIN
BUY(1,1,MARKET);
END
IF A1<A2 AND A3<A4 AND A5<A2 AND REF(CLOSE,1)<REF(BBI,1) AND HIGH<REF(HHV(HIGH,2),1) AND 开仓时间
THEN BEGIN
BUYSHORT(1,1,MARKET);
END
IF 结束时间 then begin
sell(1,0,market);
sellshort(1,0,market);
end
仅供参考
公式A
MA5:=MA(C,5);
MA10:=MA(C,10);
公式B
开仓时间:=time>=092000 and time<=144500;结束时间:=time=151200;
zs:=10;
A1:=STKINDI('','A.MA5',0,4,-1);
A2:=STKINDI('','A.MA10',0,4,-1);
A3:=STKINDI('','MACD.DIFF',0,4,-1);
A4:=STKINDI('','MACD.DEA',0,4,-1);
A5:=CALLSTOCK(STKLABEL,VTCLOSE,4,-1);
if enterprice-close>10 and holding>0 then begin
多止损:sell(1,holding,market);
end
if close-enterprice>10 and holding<0 then begin
空止损:sellshort(1,holding,market);
end
IF A1>A2 AND A3>A4 AND A5>A2 AND REF(CLOSE,1)>REF(BBI,1) AND HIGH>REF(HHV(HIGH,2),1) and 开仓时间
THEN BEGIN
BUY(1,1,MARKET);
END
IF A1<A2 AND A3<A4 AND A5<A2 AND REF(CLOSE,1)<REF(BBI,1) AND HIGH<REF(HHV(HIGH,2),1) AND 开仓时间
THEN BEGIN
BUYSHORT(1,1,MARKET);
END
IF 结束时间 then begin
sell(1,0,market);
sellshort(1,0,market);
end
仅供参考