指标策略编写

于sir

LC:=REF(CLOSE,1); //取前一根K线的收盘价
VID:=SUM(VOL,2)/((HHV(HIGH,2)-LLV(LOW,2))*100); //2周期成交量相加，除以2周期最高价和最低价的差值乘以100
RC:=(CLOSE-LC)*VID;//收盘价与LC的差值，乘以VID
LONG:=SUM(RC,0); //将所有K线上RC的数值求和
LONGMA1:=SMA(LONG,10,1); //LONG的10个周期内的扩展指数加权移动平均
LONGMA2:=SMA(LONG,20,1); //LONG的20个周期内的扩展指数加权移动平均
LON:LONGMA1-LONGMA2; //LONGMA1与LONGMA2做差
LONGMA:MA(LON,15); //LON的N个周期均值
LONGT:LON,COLORSTICK;

老师好，帮忙写个程序化策略。当LON值大于0，开多平空。当LON值小于0，开空平多，谢谢

技术009

[PEL] 复制代码

LC:=REF(CLOSE,1); //取前一根K线的收盘价
VID:=SUM(VOL,2)/((HHV(HIGH,2)-LLV(LOW,2))*100); //2周期成交量相加，除以2周期最高价和最低价的差值乘以100
RC:=(CLOSE-LC)*VID;//收盘价与LC的差值，乘以VID
LONG:=SUM(RC,0); //将所有K线上RC的数值求和
LONGMA1:=SMA(LONG,10,1); //LONG的10个周期内的扩展指数加权移动平均
LONGMA2:=SMA(LONG,20,1); //LONG的20个周期内的扩展指数加权移动平均
LON:LONGMA1-LONGMA2; //LONGMA1与LONGMA2做差
LONGMA:MA(LON,15); //LON的N个周期均值
LONGT:LON,COLORSTICK;

if lon>0 then 
begin 
sellshort(holding<0,holding,market);
buy(holding=0,1,market);
end 

if lon<0 then 
begin 
sell(holding>0,holding,market);
buyshort(holding=0,1,market);
end