编写好的模型,为什么主图没有交易信号呢??
LC: = REF(CLOSE,1);
手数: =1;
VARIABLE:LOSSNUM = 0;
CS:=1;//限定一天最多亏损次
RSI1:=SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
IF (RSI1<20 AND HOLDING = 0 AND LOSSNUM <CS) THEN BEGIN LOSSNUM = LOSSNUM+1;
BUY(1,手数,MARKET);
END
IF (RSI1>80 AND HOLDING = 0 AND LOSSNUM <CS) THEN BEGIN LOSSNUM = LOSSNUM+1;
BUYSHORT(1,手数,MARKET);
END
IF OPENPROFIT/(AVGENTERPRICE*holding*MULTIPLIER*0.1)>=0.18 AND HOLDING=1 THEN BEGIN
SELL(1,手数,MARKET);
END
IF OPENPROFIT/(AVGENTERPRICE*holding*MULTIPLIER*0.1)>=0.18 AND HOLDING=-1 THEN BEGIN
SELLSHORT(1,手数,MARKET);
END
IF TIME>=151000 THEN BEGIN
收盘平多:SELL(1,手数,MARKET);
收盘平空:SELLSHORT(1,手数,MARKET);
END