MA5:=MA(C,5); //5个周期收盘价的简单移动平均
MA10:=MA(C,10);//10个周期收盘价的简单移动平均
MA20:=MA(C,21);//20个周期收盘价的简单移动平均
(C>=O AND CROSS(MA5,MA10)) || (C<O AND CROSS(MA10,MA20)),BPK;//当MA10上穿MA20时,发出买入开仓交易指令
(C>=0 AND CROSS(MA10,MA5)) || (C<0 AND CROSS(MA20,MA10)),SPK;//当MA1
上面的公式该怎么改才能用新交易系统啊?
|| 是或者?
[此贴子已经被作者于2015/4/28 15:46:40编辑过]
MA5:=MA(C,5); //5个周期收盘价的简单移动平均
MA10:=MA(C,10);//10个周期收盘价的简单移动平均
MA20:=MA(C,21);//20个周期收盘价的简单移动平均
pk:=(C>=O AND CROSS(MA5,MA10)) or (C<O AND CROSS(MA10,MA20));
pd:=(C>=0 AND CROSS(MA10,MA5)) or (C<0 AND CROSS(MA20,MA10));
if pk then begin
sellshort(holding<0,holding,market);
buy(holding,1,market);
end
if pd then begin
sell(holding>0,holding,market);
buyshort(holding=0,1,market);
end
谢谢!麻烦老师能不能帮我把这段代码改成后台交易的?
MA5:=MA(C,5); //5个周期收盘价的简单移动平均
MA10:=MA(C,10);//10个周期收盘价的简单移动平均
MA20:=MA(C,21);//20个周期收盘价的简单移动平均
pk:=(C>=O AND CROSS(MA5,MA10)) or (C<O AND CROSS(MA10,MA20));
pd:=(C>=0 AND CROSS(MA10,MA5)) or (C<0 AND CROSS(MA20,MA10));
if pk then begin
sellshort(holding<0,holding,market);
buy(holding,1,market);
end
if pd then begin
sell(holding>0,holding,market);
buyshort(holding=0,1,market);
end
MA5:=MA(C,5); //5个周期收盘价的简单移动平均
MA10:=MA(C,10);//10个周期收盘价的简单移动平均
MA20:=MA(C,21);//20个周期收盘价的简单移动平均
pk:=(C>=O AND CROSS(MA5,MA10)) or (C<O AND CROSS(MA10,MA20));
pd:=(C>=0 AND CROSS(MA10,MA5)) or (C<0 AND CROSS(MA20,MA10));
if pk then begin
tsellshort(tholding<0,0,mkt);
tbuy(tholding=0,1,mkt);
end
if pd then begin
tsell(tholding>0,0,mkt);
tbuyshort(tholding=0,1,mkt);
end