等级: 免费版
- 注册:
- 2023-9-8
- 曾用名:
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INPUT:m(10,5,200,5),Q1(25,20,200,5),Q2(25,20,200,5);
VARIABLE: zz:=0;
VARIABLE: ss:=1;
VARIABLE: cc1:=0,cc2:=0;
ma10:ma(c,m);
//TMO:CLOSETIME(0)-4200;
//VALUEWHEN(TODAYBAR<=X,HHV(H,TODAYBAR));
T1:TODAYBAR();
T6:callstock('',vtopen,6,0) ;
tm1:=todaybar>=0 and time<=CLOSETIME(0)-4200;
//tm2:=time=190000;
tm2:=time>=CLOSETIME(0)-4200;
//tm2:=time=CLOSETIME(0);
c1:callstock('',vtclose,2,0);
o1:callstock('',vtopen,2,0) ;
if time=141500 then cc1:=c;
if time=011500 then cc2:=c;
T7:CC1;
T8:cc2;
//tm2:=time>=013000;
//kd1:c>o and TODAYBAR<=1 ;
//kk1:c<o and TODAYBAR<=1 ;
T9:=time >141500 ;
T10:t7>t8;
T11:t7<t8;
kd1:c>o and TODAYBAR<=1 and T9 and t10;
kk1:c<o and TODAYBAR<=1 and T9 and t11;
KD:=t6>ma10 and kd1; //开多条件
PD:= tm2; //平多条件
KK:=t6<ma10 and kk1; //开空条件
PK:= tm2; //平空条件
if pK AND HOLDING<0 then BEGIN
SELLshort( 1,ss,MARKETr);
end
if pd AND HOLDING>0 then BEGIN
SELL( 1,ss,MARKETr);
end
if KD and HOLDING=0 then BEGIN
BUY( 1,ss,MARKETr);
end
if Kk and HOLDING=0 then BEGIN
BUYshort( 1,ss,MARKETr);
end
回测没有任何交易明细
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