等级: 新手上路
- 注册:
- 2021-9-6
- 曾用名:
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//可交易最大手数,总资金3.6%- -100W
TN :=MAX (1, MIN(TN1, TN2) ) ;
unit:(50000*0.01)/(MULTIPLIER*atr);
ma30:ma(c,30);
ma450:ma(c,450);
t1:=ma(c,30);
t2:=hhv(h,30);
t3:=llv(l,30);
t4:=(t2-t1)/t1;
t5:=(t1-t3)/t1;
t6:=ref(t4,1)>0.03;
t7:=ref(t5,1)>0.03;
gl:=t6 and t7;
CYC:=ENTERBARS+1,NOAXIS;//开仓至今的周期数
出场MA:MA(CLOSE,IF(HOLDING<>0,IF(CYC>=40,10,41-CYC),30));
//记录建仓的atr
variable:entry=0;
//入场条件:
开多条件:=c>ma30 and c>ma450 ;
开空条件:=c<ma30 and c<ma450 ;
平多条件:=C<MA30 or c<出场MA ;
平空条件:=c>MA30 or c>出场MA;
//建立头寸
if 开多条件 and holding=0 then
begin
buy(1,1,marketr);
entry:=atr;
end
if 开空条件 and holding=0 then
begin
buyshort(1,1,marketr);
entry:=atr;
end
if 平多条件 and holding>0 then
begin
SELL(1, holding,marketr);
end
if 平空条件 and holding<0 then
begin
SELLSHORT(1, holding,marketr);
end
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;//输出当前资产,但不影响坐标最高最低值 |
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