-- 信号乱出
手数:= 1;
持仓量:= ABS(HOLDING);
DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);
DEA := EMA(DIFF,9);
MACD:=2*(DIFF-DEA);
MA1:MA(C,MA1ZQ);
MA2:MA(C,MA2ZQ);
JCZQ:=BARSLAST(CROSS(MA1,MA2))+1;
SCZQ:=BARSLAST(CROSS(MA2,MA1))+1;
MACDTJD:=COUNT(DIFF>0 , JCZQ) >0;
MACDTJK:=COUNT(DIFF<0 , SCZQ) >0;
JCZQ2:=BARSLAST(CROSS(MA1,MA2) AND MACDTJK)+1;
SCZQ2:=BARSLAST(CROSS(MA2,MA1) AND MACDTJD)+1;
UP1:=HHV(REF(C,1),JCZQ);
DN1:=LLV(REF(C,1),SCZQ);
//此处可以用于显示上下轨道
UP:REF(UP1,SCZQ2);
DN:REF(DN1,JCZQ2);
//交易条件:
开多条件:=High>=UP and REF(DIFF,1)>0 ;
开空条件:=Low<=DN and REF(DIFF,1)<0 ;
平多条件:=REF(DIFF,1)<0;
平空条件:=REF(DIFF,1)>0;
平空:sellshort(平空条件 and holding<0 and ENTERBARS>1, 持仓量,MARKET);
平多:sell(平多条件 and holding>0 and ENTERBARS>1,持仓量,MARKET);
开空:buyshort(开空条件 and HOLDING>=0,手数,limitr,DN);
开多:buy(开多条件 and HOLDING<=0, 手数,limitr,UP);
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