本帖最后由 技术009 于 2021-8-27 13:28 编辑
[PEL] 复制代码 ma20:ma(c,20);
INPUT:ss(1,1,200,1);
ma20:ma(c,20);
ma30:ma(c,30);
kd1:=c>max(ma20,ma30);
kd2:=h>ref(h,1);
kd3:=c>ref(c,1) AND (NOT(ISLASTBAR) OR (ISLASTBAR AND CURRENTTIME>=145930));//历史回测部分,用最终收盘价判断;实际交易中会按照145930之后的价格判断
kd:=ref(kd1,1) and kd2 and kd3;
kk1:=c<min(ma20,ma30);
kk2:=l<ref(l,1);
kk3:=c<ref(c,1) AND (NOT(ISLASTBAR) OR (ISLASTBAR AND CURRENTTIME>=145930));
kk:ref(kk1,1) and kk2 and kk3;
if kd then
begin
sellshort(holding<0,holding,market);
buy(holding=0,ss,market);
end
if kk then
begin
sell(holding>0,holding,market);
buyshort(holding=0,ss,market);
end
持仓:holding;
虚拟资产:ASSET;
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