标题：[求助]有关均价线的模型AAA

有关均价线的模型

思路：

 

1、收盘价大于分时均价线价买入，收盘价小于分时均价线价卖出；

2、最大亏损12跳；

3、盈利4跳至9跳，如果回调至盈利1跳时平仓；盈利10跳至14跳，如果回调至盈利3跳时平仓；盈利15跳至19跳，如果回调至盈利8跳时平仓；盈利20跳至22跳，如果回调至盈利18跳时平仓；23跳以上跟踪止盈，则最新价从上一次高点回撤3跳，止赢；if c>=enterprice+4 and c<=enterprice+9 and cross(enterprice+1,c) then sell(1,0,market);

if c>=enterprice+10 and c<=enterprice+14 and cross(enterprice+3,c) then sell(1,0,market);

if c>=enterprice+15 and c<=enterprice+19 and cross(enterprice+8,c) then sell(1,0,market);

if c>=enterprice+20 and c<=enterprice+22 and cross(enterprice+18,c) then sell(1,0,market);

if c<=enterprice-4 and c>=enterprice-9 and cross(c,enterprice-1) then sellshort(1,0,market);

if c<=enterprice-10 and c>=enterprice-14 and cross(c,enterprice-3) then sellshort(1,0,market);

if c<=enterprice-15 and c>=enterprice-19 and cross(c,enterprice-8) then sellshort(1,0,market);

if c<=enterprice-20 and c>=enterprice-22 and cross(c,enterprice-18) then sellshort(1,0,market);

if hhv(h,enterbars+1)>enterprice+20 and hhv(h,enterbars+1)+23 and cross(enterprice-2,close) then sell(1,0,market);

if llv(l,enterbars+1)<enterprice-20 and llv(l,enterbars+1)-23 and cross(c,enterprice+2) then sellshort(1,0,market);

if openprofit>=0 and time0>=timetot0(closetime(0))-60*2 then begin

    sell(1,0,market);

    sellshort(1,0,market);

end

 

有关问题在原来的帖子回复，不要再发帖了

是新思路，与原来不一样。着重点是：（用在1分钟、3分钟国债期货上）

5、盈利4跳至9跳，如果回调至盈利1跳时平仓；盈利10跳至14跳，如果回调至盈利3跳时平仓；盈利15跳至19跳，如果回调至盈利8跳时平仓；盈利20跳至22跳，如果回调至盈利18跳时平仓；23跳以上跟踪止盈，则最新价从上一次高点回撤3跳，止赢。

dm:=4*-INTPART(LOG(C));
n1:=barslast(DATE<>REF(DATE,1))+1;

均线:ROUNDS(IF(sum(vol,n1)=0,C,sum(C*vol,n1)/sum(vol,n1)),dm),COLORYELLOW;

if close>均线 then begin

  sellshort(1,0,market);

  buy(holding=0,1,market);

end

 

if close<均线 then begin

  sell(1,0,market);

  buyshort(holding=0,1,market);

end

 

if openprofit<=-12*mindiff*multiplier then begin

   sellshort(1,0,market);

   sell(1,0,market);

end

if c>=enterprice+4*mindiff and c<=enterprice+9*mindiff and c<=hhv(h,enterbars+1)-mindiff then sell(1,0,market);

if c>=enterprice+10*mindiff and c<=enterprice+14*mindiff and c<=hhv(h,enterbars+1)-3*mindiff then sell(1,0,market);

if c>=enterprice+15*mindiff and c<=enterprice+19*mindiff and c<=hhv(h,enterbars+1)-8*mindiff then sell(1,0,market);

if c>=enterprice+20*mindiff and c<=enterprice+22*mindiff and c<=hhv(h,enterbars+1)-18*mindiff then sell(1,0,market);

if c<=enterprice-4*mindiff and c>=enterprice-9*mindiff and c>=llv(l,enterbars+1)+mindiff then sellshort(1,0,market);

if c<=enterprice-10*mindiff and c>=enterprice-14*mindiff and c>=llv(l,enterbars+1)+3*mindiff then sellshort(1,0,market);

if c<=enterprice-15*mindiff and c>=enterprice-19*mindiff and c>=llv(l,enterbars+1)+8*mindiff then sellshort(1,0,market);

if c<=enterprice-20*mindiff and c>=enterprice-22*mindiff and c>=llv(l,enterbars+1)+18*mindiff then sellshort(1,0,market);
if hhv(h,enterbars+1)>=enterprice+23*mindiff and close<=hhv(h,enterbars+1)-3*mindiff then sell(1,0,market);

if llv(l,enterbars+1)<=enterprice-23*mindiff and close>=llv(l,enterbars+1)+3*mindiff then sellshort(1,0,market);

上面的就是分时均价线

谢谢老师！可是：

我是仅在分时均价线：

 

 

这个就是过滤原则的解释吗？

前面的代码做如下修改：

variable:bj=0;
dm:=4*-INTPART(LOG(C));
n1:=todaybar;

均线:ROUNDS(IF(sum(vol,n1)=0,C,sum(C*vol,n1)/sum(vol,n1)),dm),COLORYELLOW;

if close>均线 then begin

  sellshort(1,0,market);

  buy(holding=0 and bj=1,1,market);
  bj:=2;
end

 

if close<均线 then begin

  sell(1,0,market);

  buyshort(holding=0 and bj=2,1,market);
  bj:=1;
end

是的，谢谢老师。8楼的理解太对了。