[PEL] 复制代码 input:n1(20,1,1000,1),n2(30,1,1000,1),n3(60,1,1000,1);
input:ss(1,1,100,1);
ma1:"ma.ma1#day"(n1);//调用日线n1周期均线
ma2:ma(c,n2);
ma3:ma(c,n3);
majc:cross(ma2,ma3);
masc:cross(ma3,ma2);
variable:maxprofit=0;//有仓位时最大获利幅度
//开仓
if majc and c>ma1 and holding=0 then
begin
buy(1,ss,market);
maxprofit:=0;
end
if masc and c<ma1 and holding=0 then
begin
buyshort(1,ss,market);
maxprofit:=0;
end
//平仓
sell(masc,0,market);
sellshort(majc,0,market);
//判断当前持仓状态下的最大盈利
win:=0;
win2:=0;
if holding > 0 and enterbars > 0 then
begin
win:=(c-enterprice);
if win>maxprofit then //记录最大盈利
maxprofit:=win;
win2:=(maxprofit-win); //最大盈利后的回调
end
if holding < 0 and enterbars > 0 then
begin
win:=(enterprice-c);
if win > maxprofit then //记录最大盈利
maxprofit:=win;
win2:=(maxprofit-win); //最大盈利后的回调
end
多回调止赢:sell(win2 >= 30*mindiff and maxprofit > 100*mindiff, 0,market);
空回调止赢:sellshort(win2 >= 30*mindiff and maxprofit > 100*mindiff, 0,market); |