  
等级: 管理员
- 注册:
- 2021-5-10
- 曾用名:
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INPUT:MA1Length(5), MA2Length(10), RSILength(14), OverBoughtLevel(70), OverSoldLevel(30);
MA1 := MA(CLOSE, MA1Length);
MA2 := MA(CLOSE, MA2Length);
LC:=REF(CLOSE,1);
RSI:=SMA(MAX(CLOSE-LC,0),RSILength,1)/SMA(ABS(CLOSE-LC),RSILength,1)*100;
// 全局变量定义
GLOBALVARIABLE:PositionCount = 0;
// 交易条件判断
If Cross(MA1, MA2) and RSI < OverSoldLevel Then Begin
// 平空仓并做多
SellShort(1, 0, MARKET);
Buy(1, 1, MARKET);
PositionCount := 1;
End
If Cross(MA2, MA1) and RSI > OverBoughtLevel Then Begin
// 平多仓并做空
Sell(1, 1, MARKET);
BuyShort(1, 0, MARKET);
PositionCount := 1;
End
// 盈利加仓条件
If holding = 1 and ENTERBARS > 0 and CLOSE > ENTERPRICE * 1.05 Then Begin
// 盈利 5%后加仓 1 手
Buy(1, 1, MARKET);
PositionCount := PositionCount + 1;
End
If holding = -1 and ENTERBARS > 0 and CLOSE < ENTERPRICE * 0.95 Then Begin
// 亏损 5%后加仓 1 手(此处可根据风险偏好调整)
BuyShort(1, 1, MARKET);
PositionCount := PositionCount + 1;
End
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