[PEL] 复制代码
INPUT:N(9,1,100,10),P1(3,2,50,1),P2(3,2,50,1),P3(5,1,20,1);
RSV:= (CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
FASTK:=SMA(RSV,P1,1);
K:SMA(FASTK,P2,1);
D:SMA(K,P3,1);
INPUT:M(26,5,300,1),N(2,0.1,10,1);
MID : MA(CLOSE,M);
UPPER: MID + N*STD(CLOSE,M);
LOWER: MID - N*STD(CLOSE,M);
SLOWJC:CROSS(K,D);
SLOWSC:CROSS(D,K);
kd:l<=LOWER;
pd:SLOWSC or h>=UPPER;
kk:h>=UPPER;
pk:SLOWJC or l<=LOWER;
sellshort(pk,holding,market);
buy(kd and holding=0,1,market);
sell(pd,holding,market);
buyshort(kk and holding=0,1,market);