等级: 免费版
- 注册:
- 2022-9-28
- 曾用名:
|
variable:maxprofit:=0,P1:=0,P2:=0;//óD2Öλê±×î′ó»ñàû·ù¶è //ÆÕí¨¿a2Ö
input:m1(11,1,100,10),m2(1,1,100,10),m3(20,1,100,10),m4(40,1,100,10);
bbi:(ma(close,m1)+ma(close,m2)+ma(close,m3)+ma(close,m4))/4;
input:ss(1,1,100,1);//¿a2ÖêÖêy;
cz:=abs(bbi-ref(bbi,1));
up:=bbi>ref(bbi,1);
down:=bbi<ref(bbi,1);
ƽ¿Õ¿a¶àX:=up and ref(up,1) and c>bbi and cz>ref(cz,1);
ƽ¶à¿a¿ÕX:=down and ref(down,1) and c<bbi and cz>ref(cz,1) ;
ƽ¿Õ¿a¶à:=REF(ƽ¿Õ¿a¶àX,1);
ƽ¶à¿a¿Õ:=REF(ƽ¶à¿a¿ÕX,1);
if ƽ¿Õ¿a¶à then begin
sellshort(holding<0,HOLDING,LIMITR,O);
buy(holding=0,ss,LIMITR,O);
if holding=0 then maxprofit:=0;
end
if ƽ¶à¿a¿Õ then
begin
sell(holding>0,HOLDING,LIMITR,O);
buyshort(holding=0,SS,LIMITR,O);
if holding=0 then maxprofit:=0;
end
IF P1<>0 AND h>=P1 AND HOLDING=0 AND NUMPROFIT(1)>0 and c>bbi THEN Ö1óˉoó¿a¶à:BUY(1,SS,MARKETR);
IF P2<>0 AND L<=P2 AND HOLDING=0 AND NUMPROFIT(1)>0 and c<bbi THEN Ö1óˉoó¿a¿Õ:BUYSHORT(1,SS,MARKETR);
//ÅD¶Ïμ±Ç°3Ö2Ö×′ì¬ÏÂμÄ×î′óóˉàû
win:=0; win2:=0;
if holding > 0 and enterbars >= 0 then
begin
P2:=0;
win:=(h-enterprice); //¼Ç¼×î′óóˉàûμãêy
if win>maxprofit then BEGIN maxprofit:=win; P1:=H;END
win2:=(maxprofit-win)/maxprofit*100; //×î′óóˉàûoóμÄ»Øμ÷·ù¶è
end
if holding < 0 and enterbars >= 0 then
begin
P1:=0;
win:=(enterprice-l); //¼Ç¼×î′óóˉàûμãêy
if win > maxprofit then BEGIN maxprofit:=win;P2:=L; END
win2:=(maxprofit-win)/maxprofit*100; //×î′óóˉàûoóμÄ»Øμ÷·ù¶è
end
¸¡¶ˉóˉ¿÷μãêy:win;
×î′óóˉàû:maxprofit;
¸¡¶ˉóˉ¿÷·ù¶è:100*win/AVGENTERPRICE;
//3öÏÖ¸¡¶ˉ¿÷Ëe±èèç0.5£¥ƽ2Ö
¶àÖ1Ëe:sell(¸¡¶ˉóˉ¿÷·ù¶è < -0.5,0,marketr);
if win2 >= 5 and win > 0 then
begin
¶àÖ1ó®:sell(1, 0,marketr);
end
//3öÏÖ¸¡¶ˉ¿÷Ëe±èèç0.5£¥ƽ2Ö
¿ÕÖ1Ëe:sellshort(¸¡¶ˉóˉ¿÷·ù¶è < -0.5,0,marketr);
IF win2 >=5 and win > 0 THEN
BEGIN
¿ÕÖ1ó®:sellshort(1, 0,marketr);
END
if holding=0 then maxprofit:=0;
3Ö2Ö:holding;
|
|