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标题:落影模型——布林通道+MACD

1楼
luoying 发表于:2010/9/10 13:27:21

input:P(26,20,100,8);
input:S(12,5,40,4);
input:M(9,2,60,6);

input:B1(26,5,300,30);
input:B2(2,0.1,10,1);


MID := MA(CLOSE,B1);
UPPER:= MID + B2*STD(CLOSE,B1);
LOWER:= MID - B2*STD(CLOSE,B1),colorred;

diff := EMA(CLOSE,S) - EMA(CLOSE,P);
dea  := EMA(diff,M);
macd := 2*(diff-dea);

//开多仓条件:
BOPEON1:=cross(diff,dea) and c>upper and c>o AND HOLDING=0 AND time>091400 AND time<150000;

//平多仓条件:
BLIQCON:=holding>0 and cross(dea,diff);

//开空仓条件:
SOPCON1:=cross(dea,diff) and c<lower and c<o AND HOLDING=0 AND time>091400 AND time<150000;

//平空仓条件:
SLIQCON:=holding<0 and cross(diff,dea);


buy(BOPEON1,1,market);
sell(BLIQCON,holding,market);
buyshort(SOPCON1,1,market);
sellshort(SLIQCON,holding,market);

//收盘前平仓
sell(time>151000 and holding>0,holding,market);
sellshort(time>151000 and holding<0,holding,market);

可用现金:CASH(0),LINETHICK0;
持仓:HOLDING,LINETHICK0;
资产:ASSET,LINETHICK0;

2楼
newbasic 发表于:2010/9/10 13:34:55

一楼

3楼
dyh2339 发表于:2010/9/10 13:38:48

我来了,努力学习

4楼
fly 发表于:2010/9/10 13:58:34
顶~~~!
5楼
董小球 发表于:2010/9/10 14:27:04
5楼
共5 条记录, 每页显示 10 条, 页签: [1]


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