[PEL] 复制代码 A1:MA(CLOSE,5);
A2:MA(CLOSE,10);
A3:MA(CLOSE,20);
A4:MA(CLOSE,30);
DT:=CLOSE>A1 AND A1>A2 AND A2>A3 AND A3>A4;
KT:=CLOSE<A1 AND A1<A2 AND A2<A3 AND A3<A4;
//交易条件
开多条件:=DT;
开空条件:=KT;
if 开多条件 AND HOLDING=0 then
begin
BUY(1,3,MARKET);
mark1:=0;
mark2:=0;
mark3:=0;
end
if 开空条件 AND HOLDING=0 then
begin
BUYSHORT(1,3,MARKET);
mark1:=0;
mark2:=0;
mark3:=0;
end
平空条件:=C>A1 AND A1>A2;
平多条件:=C<A1 AND A1<A2;
平空条件1:=C>A2 AND A1>A3;
平多条件1:=C<A2 AND A1<A3;
平多条件2:=C<A3 AND A1<A4;
平空条件2:=C<A3 AND A1<A4;
VARIABLE:mark1:=0,mark2:=0,mark3:=0;
//-------------------------------------------------
if 平空条件 AND HOLDING<0 and mark1=0 then
begin
平空:SELLSHORT(1,1,MARKET); //平空条件MA1
mark1:=1;
end
if 平空条件1 AND HOLDING<0 and mark2=0 then
begin
平空2:SELLSHORT(1,1,MARKET); //平空条件AMA1
mark2:=1;
end
if 平空条件2 AND HOLDING<0 and mark3=0 then
begin
平空3:SELLSHORT(1,1,MARKET); //平空条件AMA1
mark3:=1;
end
//------------------------------------
if 平多条件 AND HOLDING>0 and mark1=0 then
begin
平多1:SELL(1,1,MARKET);//平多条件MA1
mark1:=1;
end
if 平多条件1 and holding>0 and mark2=0 then
begin
平多2:sell(1,1,market);//平多条件MA20
mark2:=1;
end
if 平多条件2 AND HOLDING>0 and mark3=0 then
begin
平多3:SELL(1,1,MARKET); //平多条件AMA1
mark3:=1;
end
hd:holding;
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