[PEL] 复制代码
input:ss(20,1,10000,1);
VARIABLE:mark:=0;
DS:=NEWHBARS(O,8);
DN:=IF(DS=BARPOS,2,DS);
DM:=REF(DN,DN)+DN;
HH:=IF(BARPOS<4,CLOSE,REF(HIGH,DM));
KD:=CLOSE>LLV(HH,DS);
KS:=NEWLBARS(O,8);
KN:=IF(KS=BARPOS,2,KS);
KM:REF(KN,KN)+KN;
LL:=IF(BARPOS<4,CLOSE,REF(LOW,KM));
KK:=CLOSE<HHV(LL,KS);
TD:=BARSLAST(KD)+8;
TK:=BARSLAST(KK)+8;
A:REF(IF(TD<TK,HHV(LL,TD),LLV(HH,TK)),1);
B:C-A;
多空线:A,COLOR0000FF,LINETHICK2;
PARTLINE(CLOSE<多空线,多空线,COLORGREEN),LINETHICK2;
PARTLINE(CLOSE>多空线,多空线,COLORRED),LINETHICK2;
if B>0 then
begin
sellshort(1,holding,THISCLOSE);
if mark>=0 then
begin
buy(holding=0 and mark>=0,ss,THISCLOSE); ;
mark:=0;
end
end
if B<0 then
begin
sell(1,HOLDING,THISCLOSE);
if mark<=0 then
begin
buyshort(holding=0,ss,THISCLOSE);
mark:=0;
end
end
止盈条件:NUMPROFIT(1)<0 ;
if 止盈条件=1 and c-ENTERPRICE>=20 and holding>0 then
begin
多头止盈:SELL(1,ss,MARKET);
mark:=-1;
end
if 止盈条件=1 and ENTERPRICE-c>=20 and holding<0 then
begin
空头止盈:SELLSHORT(1,ss,MARKET);
mark:=1;
end