[PEL] 复制代码
//该策略适用图表程序化交易
//该策略适用日线周期、分钟周期
INPUT:N1(3,1,100,1),N2(5,1,100,1),SS(1,1,100,1);
N3:=N1+N2;
N4:=N2+N3;
HL:=(H+L)/2; //定义中线
Y:=SMA(REF(HL,N3),N4,1); //鄂部线
R:=SMA(REF(HL,N2),N3,1); //牙齿线
G:=SMA(REF(HL,N1),N2,1); //唇吻线
SG_H:=BARSLAST(REF(H,2)=HHV(H,5))+2;
XG_L:=BARSLAST(REF(L,2)=LLV(L,5))+2;
TOP:=REF(H,SG_H);
BOTTOM:=REF(L,XG_L);
MAX_YRG:MAX(MAX(Y,R),G);
MIN_YRG:MIN(MIN(Y,R),G);
TOP_FX:VALUEWHEN(H>=MAX_YRG,TOP); //上形线
BOTTOM_FX:VALUEWHEN(L<=MIN_YRG,BOTTOM); //下形线
IF C>=TOP_FX AND TOP_FX>MAX_YRG THEN BEGIN //平空开多交易
SELLSHORT(HOLDING<0,HOLDING,MARKETR);
BUY(HOLDING=0,SS,MARKETR);
END
IF C<=BOTTOM_FX AND BOTTOM_FX<MIN_YRG THEN BEGIN //平多开空交易
SELL(HOLDING>0,HOLDING,MARKETR);
BUYSHORT(HOLDING=0,SS,MARKETR);
END
SELL(C<Y AND HOLDING>0,HOLDING,MARKETR); //平多交易
SELLSHORT(C>Y AND HOLDING<0,HOLDING,MARKETR); //平空交易