 
等级: 超级版主
- 注册:
- 2021-5-18
- 曾用名:
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//@Version=5
// 双均线动态仓位策略
// 参数设置
FastLength:=5;
SlowLength:=20;
DefaultLots:=1;
variable:CurrentLots:=DefaultLots;
// 计算双均线
MA_Fast := MA(CLOSE, FastLength);
MA_Slow := MA(CLOSE, SlowLength);
// 生成交易信号
CrossOver := CROSS(MA_Fast, MA_Slow); // 金叉
CrossUnder := CROSS(MA_Slow,MA_Fast ); // 死叉
IF CrossOver THEN BEGIN
SELLSHORT(HOLDING < 0, holding, MARKETr); // 平空
if numprofit(1)>0 then CurrentLots:=1;
if numprofit(1)<0 then CurrentLots:=CurrentLots*2;
BUY(HOLDING = 0, CurrentLots, MARKETr); // 开多
END
IF CrossUnder THEN BEGIN
SELL(HOLDING > 0, 0, MARKETr); // 平多
if numprofit(1)>0 then CurrentLots:=1;
if numprofit(1)<0 then CurrentLots:=CurrentLots*2;
BUYSHORT(HOLDING = 0, CurrentLots, MARKETr); // 开空
END
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