
等级: 新手上路
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- 2022-8-30
- 曾用名:
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楼主 |
发表于 2023-5-18 15:33
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//定义参数
INPUT:N1(7,1,100,1),N2(21,1,120,1);
X:= (H+L+O+C)*0.25;
xh_short : FORCAST(X,N1);//为X的N周期线性回归预测值
xh_long : FORCAST(X,N2);//为X的N周期线性回归预测值
//KD:= REF (CROSS(xh_short,xh_long) ,1); //开多条件
KD:= CROSS(xh_short,xh_long); //开多条件
//KK:= REF (CROSS(xh_long,xh_short) ,1); //开空条件
//PD:= ; //平多条件
//PK:=; //平空条件
//平空:SELLSHORT(PK,1,THISCLOSE); //平空信号
//开多:BUY(KD AND HOLDING=0,1,THISCLOSE); //开多信号
开多:= BUY(KD AND HOLDING = 0,1,MARKETr),ORDERQUEUE;
SELL(HOLDING > 0 OR tholding > 0,1,limitr,AVGENTERPRICE+2*MINDIFF),ORDERQUEUE;
IF (HOLDING > 0 AND ( AVGENTERPRICE - CLOSE > 3*MINDIFF) ) THEN
BEGIN
SELL(1,1,MARKET),ORDERQUEUE;
END |
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