 
等级: 超级版主
- 注册:
- 2021-5-18
- 曾用名:
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H30:REF(HHV(H,30),1);
L30:REF(LLV(L,30),1);
RSV:=(CLOSE-LLV(LOW,89))/(HHV(HIGH,89)-LLV(LOW,89))*100;
K:=SMA(RSV,9,1);
D:=SMA(K,12,1);
J:=3*K-2*D;
LC:=REF(CLOSE,1); //取前一根K线的收盘价
VID:=SUM(VOL,2)/((HHV(HIGH,2)-LLV(LOW,2))*100); //2周期成交量相加,除以2周期最高价和最低价的差值乘以100
RC:=(CLOSE-LC)*VID;//收盘价与LC的差值,乘以VID
LONG:=SUM(RC,0); //将所有K线上RC的数值求和
LONGMA1:=SMA(LONG,10,1); //LONG的10个周期内的扩展指数加权移动平均
LONGMA2:=SMA(LONG,20,1); //LONG的20个周期内的扩展指数加权移动平均
LON:LONGMA1-LONGMA2; //LONGMA1与LONGMA2做差
LONGMA:MA(LON,10); //LON的N个周期均值
LONGT:LON,COLORSTICK;
EMA10:EMA(C,10);
EMA15:EMA(C,15);
EMA30:EMA(C,30);
EMA45:EMA(C,45);
EMA60:EMA(C,60);
KCTM1 := TIME >= 090500 AND TIME <= 111500;
KCTM2 := TIME >= 131500 AND TIME <= 144500;
KCTM3 := TIME >= 210500 AND TIME <= 233000;
TM:=KCTM1 OR KCTM2 OR KCTM3;
PCTM1 := TIME = 112800;
PCTM2 := TIME = 145800;
PCTM3 := TIME = 022800;
TM2:=PCTM1 OR PCTM2 OR PCTM3 ;
//开仓条件
KD:=EMA15>EMA30 AND EMA30>EMA45 AND TM AND LOW <=EMA45+3 AND LON>-1 AND HIGH>EMA60 ;
KK:=EMA15<EMA30 AND EMA30<EMA45 AND TM AND HIGH>=EMA45-3 AND LON<1 AND LOW<EMA60 ;
//平仓条件
PD1 := TM2 ;
PD2 := HIGH>=H30;
PD3 := CLOSE >= ENTERPRICE + 27;
PD4 := CLOSE <= ENTERPRICE - 20;
PD5 := HIGH < EMA60-5 ;
PK1 := TM2;
PK2 := LOW<=L30;
PK3 := CLOSE <= ENTERPRICE - 25;
PK4 := CLOSE >= ENTERPRICE + 20;
PK5 := LOW > EMA60+5 ;
// 开多指令
开多: BUY(kd AND HOLDING = 0, N1, marketr) ;
// 平多指令
平多1: SELL(PD1 AND ENTERBARS > 0, HOLDING, marketr);
平多2: SELL(PD2 AND ENTERBARS > 0, HOLDING, marketr);
平多3: SELL(PD3 AND ENTERBARS > 0, HOLDING, marketr);
平多4: SELL(PD4 AND ENTERBARS > 0, HOLDING, marketr);
平多5: SELL(PD5 AND ENTERBARS > 0, HOLDING, marketr);
// 开空指令
开空: BUYSHORT(kk AND HOLDING = 0,N1,marketr);
// 平空指令
平空1: SELLSHORT(PK1 AND ENTERBARS > 0, HOLDING, marketr);
平空2: SELLSHORT(PK2 AND ENTERBARS > 0, HOLDING, marketr);
平空3: SELLSHORT(PK3 AND ENTERBARS > 0, HOLDING, marketr);
平空4: SELLSHORT(PK4 AND ENTERBARS > 0, HOLDING, marketr);
平空5: SELLSHORT(PK5 AND ENTERBARS > 0, HOLDING, marketr);
{
enterbars
}
另外实际运行时候选固定轮询就可以了 |
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