
等级: 新手上路
- 注册:
- 2022-8-21
- 曾用名:
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INPUT:P(26,20,100,8);
INPUT:B2(2,0.1,10,1);
INPUT:S(12,5,40,4);
INPUT:B1(26,5,300,30);
INPUT:N2(10,1,120,12);
INPUT:N3(20,1,200,20);
INPUT:N4(60,1,200,20);
INPUT:ss(1,1,10000,1);
MA2:MA(C,N2);
MA3:MA(C,N3);
MA4:MA(C,N4);
MID := MA(CLOSE,B1);
UPPER:= MID + B2*STD(CLOSE,B1);
LOWER:= MID - B2*STD(CLOSE,B1),COLORRED;
DIFF := EMA(CLOSE,S) - EMA(CLOSE,P);
手数:=SS;
VARIABLE:VMIN = 090000;//用于隔夜高开或低开时间差
IF (ABS(O-REF(C,1))>=20*MINDIFF AND TIME>090000 AND TIME<090400) THEN VMIN := 091500;
//开多仓条件:
BOPEON1:=C>UPPER AND DIFF>0 AND C>O AND C>MA4 AND HOLDING=0 AND TIME>VMIN AND TIME<150000;
//平多仓条件:
BLIQCON:=HOLDING>0 AND CROSS(MA3,MA2);
//开空仓条件:
SOPCON1:=C<LOWER AND DIFF<0 AND C<O AND C<MA4 AND HOLDING=0 AND TIME>VMIN AND TIME<150000;
//平空仓条件:
SLIQCON:=HOLDING<0 AND CROSS(MA2,MA3);
BUY(BOPEON1,手数,MARKET);
SELL(BLIQCON,HOLDING,MARKET);
BUYSHORT(SOPCON1,手数,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);
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;//输出当前资产,但不影响坐标最高最低值
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