[PEL] 复制代码
duokong: = 1; //多空开关,1代表只做多,-1代表只做空,0代表多空都可以
手数:=1; //自行调整
{周期参数: 0:分笔成交、1:1分钟、2:5分钟、3:15分钟、4:30分钟、5:60分钟
6:日、7:周}
zhouqi: = 2;
J:=C;
升:=J>REF(J,1);
跌:=J<REF(J,1);
JB:=(J-REF(J,1))/REF(J,1)*100;
VOLUME:=V*(JB)*ABS(JB);
V2:=(VOLUME+REF(VOLUME,1))/2;
S:=IF(C>REF(C,1),V,0);
D:=IF(C<REF(C,1),V,0);
T:=HHV(S,5)/HHV(D,5);
A1:(EMA(CLOSE,1)-EMA(CLOSE,64)),COLORWHITE,LINETHICK1;
M:=(H-L)/2 + L;
AM:(EMA(M,1)-EMA(CLOSE,64)),COLORLIRED,DOTLINE;
AH:(EMA(H,4)-EMA(CLOSE,64)),COLORGRAY,LINETHICK1;
AL:(EMA(L,4)-EMA(CLOSE,64)),COLORGRAY,LINETHICK1;
A32:=EMA(C,32);
A64:=EMA(C,64);
角64:=ATAN((A64/REF(A64,9)-1)*100)*180/3.1415926;
A:=SMA(HHV(H,16),64,2),COLORGRAY;
B:=SMA(LLV(L,16),64,2),COLORYELLOW;
M:=(A-B)/2;
{多头 上2级日 60级多头 C<AL 本5分钟级MACD16A B1波底严禁顶背离开机}
开多条件1:= A1>AM AND T>1.6;
开多条件2:= V2>REF(V2,1) AND A32>A64 AND A32>REF(A32,1);
开多条件3:= LLV(C,3)<AL;
多头止损条件1:= C < REF(L,1);
多头平仓: = A1<AM OR (C>(ENTERPRICE+0.5*M) AND V2<REF(V2,1));
多头止盈条件1:= C>(ENTERPRICE+M) AND (A1<AM OR V2<REF(V2,1));
{空头}
开空条件1:= A1<AM AND T<1.6;
开空条件2:= V2<REF(V2,1) AND A32<A64 AND A32<=REF(A32,1);;
开空条件3:= HHV(C,3)>AH;
空头止损条件1:= C >REF(L,1);
空头平仓: = A1>AM OR (C<(ENTERPRICE-0.5*M) AND V2>REF(V2,1));
空头止盈条件1:= C<(ENTERPRICE-M) AND (A1>AM OR V2>REF(V2,1));
//交易条件:
开多条件:=开多条件2 AND 开多条件1 AND 开多条件3 and duokong>=0;
开空条件:=开空条件2 AND 开空条件1 AND 开空条件3 and duokong<=0;
//and 开仓时间;
平空条件:=(空头止盈条件1 or 空头平仓) and holding<=0,nodraw;
平多条件:=(多头止盈条件1 or 多头平仓) and holding>=0,nodraw;
//交易系统
//收盘平多:sell(平仓时间 and holding>0, 0, thisclose);
//收盘平空:sellshort(平仓时间 and holding<0,0,thisclose);
平空:sellshort(平空条件 and holding<0, 手数,limitr,c);
平多:sell(平多条件 and holding>0,手数,limitr,c);
开空:buyshort(开空条件 and holding=0,手数,limitr,c);
开多:buy(开多条件 and holding=0, 手数,limitr,c);
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;//输出当前资产,但不影响坐标最高最低值