
等级: 新手上路
- 注册:
- 2025-3-13
- 曾用名:
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// 定义5日均线
mA5:ma(CLOSE,5);
// 定义10日均线
MA10:MA(CLOSE,10);
// 定义MACD的DIFF线
DIFF:EMA(CLOSE,12)-EMA(CLOSE,26);
// 定义MACD的DEA线
DEA:EMA(DIFF,9);
//止损比例,这里设置为0.02,即2%
STOP_LOSS_RATIO = 0.02;
// 止盈比例,这里设置为0.03,即3%
TAKE_PROFIT_RATIO = 0.03;
// 平空单
SELLSHORT((MA5>MA10) AND (DIFF>DEA) AND HOLDING<0,HOLDING,MARKET);
// 开多单,增加一定的过滤条件,避免信号频繁闪烁
if (MA5>MA10) AND (DIFF>DEA) AND HOLDING=0 AND (CLOSE > MA5) AND (CLOSE > MA10):
BUY(1,MARKET);
// 记录开仓价格用于止损止盈计算
OPEN_PRICE = CLOSE;
// 平多单
SELL((MA5<MA10) AND (DIFF<DEA) AND HOLDING>0,HOLDING,MARKET);
// 开空单,增加一定的过滤条件,避免信号频繁闪烁
if (MA5<MA10) AND (DIFF<DEA) AND HOLDING=0 AND (CLOSE < MA5) AND (CLOSE < MA10):
BUYSHORT(1,MARKET);
# 记录开仓价格用于止损止盈计算
OPEN_PRICE = CLOSE;
// 多单止损止盈
if HOLDING > 0:
STOP_LOSS_PRICE = OPEN_PRICE * (1 - STOP_LOSS_RATIO);
TAKE_PROFIT_PRICE = OPEN_PRICE * (1 + TAKE_PROFIT_RATIO);
if CLOSE <= STOP_LOSS_PRICE:
SELL(HOLDING,MARKET);
elif CLOSE >= TAKE_PROFIT_PRICE:
SELL(HOLDING,MARKET);
// 空单止损止盈
if HOLDING < 0:
STOP_LOSS_PRICE = OPEN_PRICE * (1 + STOP_LOSS_RATIO);
TAKE_PROFIT_PRICE = OPEN_PRICE * (1 - TAKE_PROFIT_RATIO);
if CLOSE >= STOP_LOSS_PRICE:
SELLSHORT(-HOLDING,MARKET);
elif CLOSE <= TAKE_PROFIT_PRICE:
SELLSHORT(-HOLDING,MARKET); |
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