[PEL] 复制代码
INPUT:VOL_Z(10000,1,100000,1); //成交量数值
INPUT:HL1(1,1,100,1),HL2(2,1,100,1),HL3(3,1,100,1); //止盈回落
INPUT:ZS(6,1,100,1);
EMA20:EMA(C,20);
CONKD:H>REF(H,1) AND REF(C,1)>REF(EMA20,1) AND REF(C>O,1)=1 AND REF(VOL,1)>VOL_Z;
CONKK:L<REF(L,1) AND REF(C,1)<REF(EMA20,1) AND REF(C<O,1)=1 AND REF(VOL,1)>VOL_Z;
//移动止盈
IF HOLDING>0 AND ENTERBARS>0 AND HHV(H,ENTERBARS)-AVGENTERPRICE>5*MINDIFF AND HHV(H,ENTERBARS)-L>HL1*MINDIFF THEN
SELL(1,HOLDING,MARKETR);
IF HOLDING>0 AND ENTERBARS>0 AND HHV(H,ENTERBARS)-AVGENTERPRICE>6*MINDIFF AND HHV(H,ENTERBARS)-L>HL2*MINDIFF THEN
SELL(1,HOLDING,MARKETR);
IF HOLDING>0 AND ENTERBARS>0 AND HHV(H,ENTERBARS)-AVGENTERPRICE>75*MINDIFF AND HHV(H,ENTERBARS)-L>HL3*MINDIFF THEN
SELL(1,HOLDING,MARKETR);
IF HOLDING>0 AND ENTERBARS>0 AND AVGENTERPRICE-LLV(L,ENTERBARS)>5*MINDIFF AND H-LLV(L,ENTERBARS)>HL1*MINDIFF THEN
SELLSHORT(1,HOLDING,MARKETR);
IF HOLDING>0 AND ENTERBARS>0 AND HHV(H,ENTERBARS)-AVGENTERPRICE>6*MINDIFF AND HHV(H,ENTERBARS)-L>HL2*MINDIFF THEN
SELL(1,HOLDING,MARKETR);
IF HOLDING>0 AND ENTERBARS>0 AND HHV(H,ENTERBARS)-AVGENTERPRICE>7*MINDIFF AND HHV(H,ENTERBARS)-L>HL3*MINDIFF THEN
SELL(1,HOLDING,MARKETR);
//固定止损
IF HOLDING>0 AND ENTERBARS>0 AND AVGENTERPRICE-L>ZS*MINDIFF THEN
SELL(1,HOLDING,MARKETR);
IF HOLDING<0 AND ENTERBARS>0 AND H-AVGENTERPRICE>ZS*MINDIFF THEN
SELLSHORT(1,HOLDING,MARKETR);
//开仓
IF CONKD THEN
BUY(HOLDING=0,1,MARKETR);
IF CONKK THEN
BUYSHORT(HOLDING=0,1,MARKETR);