等级: 免费版
- 注册:
- 2021-6-13
- 曾用名:
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//该策略适用图表程序化交易
//该策略适用日线周期、分钟周期
INPUT:N1(30,1,500,1),N2(150,1,1000,1),N3(1,1,100,1),SS(1,1,100,1);
//中间变量
VAR2:=MA(C,N2);
VAR3:=MA(VAR2,N1);
VAR4:=IF((H+L)<=(REF(H,1)+REF(L,1)),0,MAX(ABS(H-REF(H,1)),ABS(L-REF(L,1))));
VAR5:=IF((H+L)>=(REF(H,1)+REF(L,1)),0,MAX(ABS(H-REF(H,1)),ABS(L-REF(L,1))));
VAR6:=SUM(VAR4,N1)/(SUM(VAR4,N1)+SUM(VAR5,N1));
VAR7:=SUM(VAR5,N1)/(SUM(VAR4,N1)+SUM(VAR5,N1));
VAR8:=VAR6-VAR7;
VAR9:=MA(VAR8,2*N1);
VAR10:=MA(VAR9,N1);
//开平仓条件
CONKD:=BARPOS>N2 AND C>VAR2 AND VAR2>VAR3 AND VAR8>0 AND VAR9>VAR10;
CONKK:=BARPOS>N2 AND C<VAR2 AND VAR2<VAR3 AND VAR8<0 AND VAR9<VAR10;
CONPD:C<VAR2 AND C>ENTERPRICE*(1+0.03*N3);
CONPK:C>VAR2 AND C<ENTERPRICE*(1-0.03*N3);
//止损条件
DTZS:=C<ENTERPRICE*(1-0.03*N3);
KTZS:=C>ENTERPRICE*(1+0.03*N3);
//交易系统
SELL(HOLDING>0 AND CONPD,HOLDING,MARKET);
SELLSHORT(HOLDING<0 AND CONPK,HOLDING,MARKET);
BUY(HOLDING=0 AND CONKD,SS,MARKET);
BUYSHORT(HOLDING=0 AND CONKK,SS,MARKET);
SELL(HOLDING>0 AND DTZS,HOLDING,MARKET);
SELLSHORT(HOLDING<0 AND KTZS,HOLDING,MARKET);
{
KD:=; //开多条件
PD:=; //平多条件
KK:=; //开空条件
PK:=; //平空条件
平空:SELLSHORT(PK,1,THISCLOSE); //平空信号
开多:BUY(KD AND HOLDING=0,1,THISCLOSE); //开多信号
平多:SELL(PD,1,THISCLOSE); //平多信号
开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE); //开空信号 |
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