S 12 5 40 4
M 9 26 0 6
N 2 0.1 10 1
K1 0.2 0.1 1 0.1
K2 0.95 0.1 1 0.1
K 2 0.4 10 0.1
P 26 20 200 8
SS 1 1 100 1
M1 9 2 60 6
N1 5 1 100 10
N2 10 1 120 12
N3 20 1 200 20
N4 60 1 200 20
手数:=SS;
DIFF :=EMA(CLOSE,S) - EMA(CLOSE,P);
DEA :=EMA(DIFF,M);
MACD1 :=2*(DIFF-DEA);
MID :=MA(CLOSE,M1);
UPPER:=MID + N*STD(CLOSE,M1);
LOWER:=MID - N*STD(CLOSE,M1);
MID1 :=MA(CLOSE,M1*2.5);
MACD3:=EMA(CLOSE,"MACD.MACD"(26,12,3));
MACD4:=EMA(CLOSE,("MACD.MACD"(26,12,3))*3);
ma1:=ma(c,n1);
ma2:=ma(c,n2);
ma3:=ma(c,n3);
ma4:=ma(c,n4);
var1:=CLOSE<UPPER AND CLOSE>ma3;
var2:=CLOSE<LOWER AND CLOSE<ma3;
STICKLINE(MACD1>0,OPEN,CLOSE,4,0,COLORRED);
STICKLINE(MACD1<0,OPEN,CLOSE,4,0,COLORGREEN);
IF (OPEN-CLOSE)<=4.5 THEN BEGIN
平多仓条件:=MACD1<0 AND CLOSE<ma3;
开空仓条件:=MACD1<0 AND var2;
END
IF (CLOSE-OPEN)<=4.5 THEN BEGIN
平空仓条件:=MACD1>0 AND CLOSE>ma3;
开多仓条件:=MACD1>0 AND var1;
END
//交易系统
IF (OPEN-CLOSE)<=4.5 THEN BEGIN
平多:SELL(平多仓条件 AND HOLDING>0,1,MARKET,C);
开空1:BUYSHORT(开空仓条件 AND HOLDING>=0,1,MARKET,C);
END
IF (CLOSE-OPEN)<=4.5 THEN BEGIN
平空1:SELLSHORT(平空仓条件 AND HOLDING<0,1,MARKET,C);
开多1:BUY(开多仓条件 AND HOLDING<=0,1,MARKET,C);
END
IF TIME>=151400 THEN BEGIN
收盘平多:SELL(1,手数,MARKET);
收盘平空:SELLSHORT(1,手数,MARKET);
END