[PEL] 复制代码
dqsj:=1211220;//21年12月20日
ss:=if(date>dqsj,1,1);
diff:=ema(close,12)-ema(close,26)*ss;
dea:=ema(diff,9);
//输出的图标 请自行调整,这里选择图标1 和2
drawicon(diff>dea,1*ss,1);
drawicon(diff<dea,1*ss,2);
rsv:=(close-llv(low,12))/(hhv(high,12)-llv(low,12))*100;
k:=sma(rsv,3,1);
d:=sma(k,3,1);
drawicon(k>d,2*ss,1);
drawicon(k<d,2*ss,2);
lc:=ref(close,1);
rsi1:=(sma(max(close-lc,0),9,1))/(sma(abs(close-lc),9,1))*100;
rsi2:=(sma(max(close-lc,0),26,1))/(sma(abs(close-lc),26,1))*100;
drawicon(rsi1>rsi2,3*ss,1);
drawicon(rsi1<rsi2,3*ss,2);
lwr1:=sma(rsv,3,1);
lwr2:=sma(lwr1,3,1);
drawicon(lwr1>lwr2,4*ss,1);
drawicon(lwr1<lwr2,4*ss,2);
bbi:=(ma(close,3)+ma(close,9)+ma(close,12)+ma(close,26))/4;
drawicon(close>bbi,5*ss,1);
drawicon(close<bbi,5*ss,2);
mtm:=close-ref(close,1)*ss;
mms:=100*ema(ema(mtm,9),9)/ema(ema(abs(mtm),9),3);
mmm:=100*ema(ema(mtm,26),12)/ema(ema(abs(mtm),26),12);
drawicon(mms>mmm,6*ss,1);
drawicon(mms<mmm,6*ss,2);
bkprice:=hhv(h,enterbars+1);
skprice:=llv(l,enterbars+1);
//q是参数 请自行补充全定义
q:=5;
sell(c>=bkprice+q*mindiff && holding>0,holding,market);
sellshort(c<=skprice-q*mindiff && holding<0,holding,market);
sell(c<=bkprice-q*mindiff && holding>0,holding,market);
sellshort(c>=skprice+q*mindiff && holding<0,holding,market);
//q1是参数 请自行补充全定义
q1:=1;
if cross(diff>dea && k>d && rsi1>rsi2 && lwr1>lwr2 && close>bbi && mms>mmm,0.5) and holding=0 then buy(1,1,limitr,c-q1*mindiff);
if cross(diff<dea && k<d && rsi1<rsi2 && lwr1<lwr2 && close<bbi && mms<mmm,0.5) and holding=0 then buyshort(1,1,limitr,c+q1*mindiff);
//收盘前2分钟平仓,在小周期上比较有效
if remainingtime(closetime(0))<=60 then
begin
收盘平多:sell(1,holding,market);
收盘平空:sellshort(1,holding,market);
end