[PEL] 复制代码 input:m(50,5,300,30),N(1.25,0.1,10,0.1),d(30,1,100,1),ss(1,1,100,1);
variable:x:=50;
MID:MA(CLOSE,M);
UPPER:MID + N*STD(CLOSE,M);
LOWER:MID - N*STD(CLOSE,M);
HC30:=ref(hhv(c,d),1);
LC30:=ref(LLV(c,d),1);
手数:=ss;
//交易条件
开多平空条件:=c>HC30 and h>ref(upper,1);
开空平多条件:=c<LC30 and L<ref(lower,1);
//交易系统
VBR1:sell(开空平多条件 and holding>0,手数,limitr,c);
VAR1:buy(开多平空条件 and holding=0,手数,limitr,c);
止盈价:VALUEWHEN(HOLDING<>0 and ref(holding,1)=0,2*AVGENTERPRICE-LOWER);
止盈:sell(c>止盈价,holding,market);
这样试下呢。
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