1,交易-》图表程序化交易里 用走完一根k模式
2,引用多少周期布林mid?例子里引用5分钟周期的mid,如果是其他周期可以根据stkindi函数说明自己改下
input:p(26,20,88,6),s(12,5,15,1),m(9,2,15,1);
DIFF: EMA(CLOSE,S) - EMA(CLOSE,P);
DEA: EMA(DIFF,M);
MACD: 2*(DIFF-DEA), COLORSTICK;
ma3:ma(c,3);
mid:=stkindi('','boll.mid',0,2);//引用5分钟周期的mid,如果是其他周期可以根据stkindi函数说明自己改下
//建立多头进场条件
Long:=CROSS(DIFF,DEA);
if Long then
begin
sellshort(holding<0,holding,THISCLOSE);
buy(Long,1,THISCLOSE);
end
//建立空头进场条件
Short:=cross(DEA,DIFF);
if Short then
begin
sell(holding>0,holding,THISCLOSE);
BUYSHORT(short,1,THISCLOSE);
end
//50个价位止损
if enterprice-l>=50*mindiff then sell(holding>0,holding,market);
if h-enterprice>=50*mindiff then sellshort(holding<0,holding,market);
//mid>ma3时100个价位止盈
if mid>ma3 then begin
if h-enterprice>=100*mindiff then sell(holding>0,holding,market);
if ENTERPRICE-l>=100*mindiff then sellshort(holding<0,holding,market);
end
//mid<ma3时50个价位止盈
if mid<ma3 then begin
if h-enterprice>=50*mindiff then sell(holding>0,holding,market);
if ENTERPRICE-l>=50*mindiff then sellshort(holding<0,holding,market);
end
持仓:holding,linethick0;
资金:asset,noaxis;
可用现金:cash(0),linethick0;
不是的,这两个价格解释,一般有两个部分 组成:实际交易和模拟测评
thisclose实际交易是对手加下单,模拟测评按照当前k线收盘价计算
market实际交易是市价下单,模拟测评按照次周期开盘价计算
你的理解只是后半部分,而且理解的也不对。这仅仅指的是下单价位,而不是什么立即下单,走完k线下单
if enterprice-l>=50*mindiff then sell(holding>0,holding,market);
if h-enterprice>=50*mindiff then sellshort(holding<0,holding,market);
//mid>ma3时100个价位止盈
if mid>ma3 then begin
if h-enterprice>=100*mindiff then sell(holding>0,holding,market);
if ENTERPRICE-l>=100*mindiff then sellshort(holding<0,holding,market);
end
//mid<ma3时50个价位止盈
if mid<ma3 then begin
if h-enterprice>=50*mindiff then sell(holding>0,holding,market);
if ENTERPRICE-l>=50*mindiff then sellshort(holding<0,holding,market);