请教老师,我的思路是,5分钟周期,开盘后向上动力不足,反转跌破开盘价做空,如果再次反转超过当日开盘到现在的最高价,平空反多。 反义亦然。
A:=VALUEWHEN(TIME=092000,CLOSE);
B:=VALUEWHEN(DATE<>REF(DATE,1),OPEN);
ZG:HHV(HIGH,TODAYBAR);
ZD:LLV(LOW,TODAYBAR);
KD:=A<B AND CROSS(CLOSE,B) AND TIME<144500;
PDKK:=CROSS(ZD,CLOSE) OR TIME>=144500;
KK:=A>B AND CROSS(B,CLOSE) AND TIME<14450;
PKKD:=CROSS(CLOSE,ZG) OR TIME>=144500;
BUY(KD AND HOLDING=0,1,MARKET);
SELL(PDKK AND HOLDING>0,HOLDING,MARKET);
BUYSHORT(KK AND HOLDING=0,1,MARKET);
SELLSHORT(PKKD AND HOLDING<0,HOLDING,MARKET);
但是信号出不来 请老师指导一下 谢谢~~