同时满足一下出场条件:1、持仓后,在持仓价回撤5个点止损出场;
2、持仓后,MACD一旦与K线背离,金(死)叉就出场;
3、持仓后,MACD一旦处于正负6以上,金(死)叉就出场;
4、持仓盈利达到35个点以上时,从高(低)点回撤10个点就出场;
5、尾盘全部平仓;
请用新交易系统编写
谢谢啦,高手
AA:STKINDI('','MACD.DIFF',0,1),NOAXIS;
nn:barslast(date<>ref(date,1))+1,NOAXIS;
hhh:valuewhen(time<=093000,hhv(h,nn)),NOAXIS;
cond1:CROSS(C,hhh),NOAXIS;
cond2:CROSS(AA,C),NOAXIS;
开多:BUY(cond1,1,market);
if holding >0 and c<enterprice-5*mindiff then sell(1,holding,market);
if holding >0 then
begin
平仓:SELL(cond2,HOLDING,MARKET);
end
if holding >0 and STKINDI('' ,'macd' , 0, 1)>6 then
BEGIN
平仓2:sell(1,HOLDING,market);
END
if time>145800 then
begin
清多:sell(1,0,mkt);
清空:sellshort(1,0,mkt);
end