主题：[交易系统]克罗均线策略

runmode:0;
 
input:n1(4,1,100,1);
input:n2(9,1,100,1);
input:n3(18,1,100,1);
 
ma1:=ma(close,n1);
ma2:=ma(close,n2);
ma3:=ma(close,n3);

if holding=0 then begin
     if close>ma1 and ma1>ma2 and ma2>ma3 then
         buy(1,1,limitr,close);
end
 
//if holding=0 then begin
//     if close<ma1 and ma1<ma2 and ma2<ma3 then
//         buyshort(1,1,limitr,close);
//end

if holding>0 then begin
     if ma1<ma2 then
         sell(1,holding,limitr,close);
end
 
//if holding<0 then begin
//     if ma1>ma2 then
//         sellshort(1,holding,limitr,close);
//end
 
资产:asset,noaxis,colormagenta;
次数:totaltrade,linethick0;
收益:(asset-30000)/30000,linethick0;
胜率:percentwin,linethick0;
出击:totaltrade/(count(date<>ref(date,1),0)+1),linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;