主题：[交易系统]克罗均线策略

以下内容为程序代码:

1 runmode:0;
2
3 input:n1(4,1,100,1);
4 input:n2(9,1,100,1);
5 input:n3(18,1,100,1);
6
7 ma1:=ma(close,n1);
8 ma2:=ma(close,n2);
9 ma3:=ma(close,n3);
10
11 if holding=0 then begin
12     if close＞ma1 and ma1＞ma2 and ma2＞ma3 then
13         buy(1,1,limitr,close);
14 end
15
16 if holding=0 then begin
17     if close＜ma1 and ma1＜ma2 and ma2＜ma3 then
18         buyshort(1,1,limitr,close);
19 end
20
21 if holding＞0 then begin
22     if ma1＜ma2 then
23         sell(1,holding,limitr,close);
24 end
25
26 if holding＜0 then begin
27     if ma1＞ma2 then
28         sellshort(1,holding,limitr,close);
29 end
30
31 资产:asset,noaxis,colormagenta;
32 次数:totaltrade,linethick0;
33 收益:(asset-40000)/40000,linethick0;
34 胜率:percentwin,linethick0;
35 出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
36 连亏:maxseqloss,linethick0;
37 连赢:maxseqwin,linethick0;
38
39