
等级: 新手上路
- 注册:
- 2023-1-30
- 曾用名:
|
M:=60;
K:=2;
TR1 : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR : =MA(TR1,14);
INPUT:SS(1,1,100,1);
MID:EMA(CLOSE,M),COLORMAGENTA,LINETHICK3;;//布林中轨
UPPER:MID + K*ATR,COLORCYAN;//布林上轨
LOWER:MID - K*ATR,COLORGREEN;//布林下轨
DAYOPEN:=STKINDI('','MarxYY.POPEN',0,6,0);
HHV20:=ref(HHV(H,20),1);
LLV20:=ref(LLV(L,20),1);
HHV10:=ref(HHV(H,10),1);
LLV10:=ref(LLV(L,10),1);
手数:=ss;
//交易条件
开多条件:=H>=HHV20 and H>=UPPER and H>DAYOPEN and (STKINDI('','MarxYY.PYINGX',0,6,0) OR STKINDI('','MarxYY.ALLYANG',0,6,0));//开多平空条件
开空条件:=L<=LLV20 and L<=LOWER and L<DAYOPEN and (STKINDI('','MarxYY.PYANGX',0,6,0) OR STKINDI('','MarxYY.ALLYING',0,6,0));//开多平空条件
平多条件:=L<=LOWER and L<=LLV20 and HOLDING>0 and L<DAYOPEN and (STKINDI('','MarxYY.PYANGX',0,6,0) OR STKINDI('','MarxYY.ALLYING',0,6,0));
平空条件:=H>=UPPER and H>=HHV20 and H>DAYOPEN and (STKINDI('','MarxYY.PYINGX',0,6,0) OR STKINDI('','MarxYY.ALLYANG',0,6,0));
//交易系统
平空:SELLSHORT(平空条件 AND HOLDING<0,手数,MARKETR,HHV20);
平多:SELL(平多条件 AND HOLDING>0,手数,MARKETR,LLV20);
开多:BUY(开多条件 AND HOLDING=0,手数,MARKETR,HHV20),TFILTER;
开空:BUYSHORT(开空条件 AND HOLDING=0,手数,MARKETR,LLV20),TFILTER;
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORYELLOW;
|
|