[PEL] 复制代码
n:=84;
TYP:=(HIGH+LOW+CLOSE)/3;
CCI:(TYP-MA(TYP,N))/(0.015*AVEDEV(TYP,N));
CCI_30S:STKINDI('','CCI.CCI',0,22,30);//调用30秒周期的CCI值
TR1:=EMA(EMA(EMA(CLOSE,P1),P1),P1);
TR2:=EMA(EMA(EMA(CLOSE,P2),P2),P2);
均线斜率2:SLOPE(EMA(EMA(EMA(CLOSE,P2),P2),P2),2),COLORYELLOW;
M:EMA(EMA(CLOSE,P),P);
S:=SLOPE(EMA(EMA(CLOSE,P),P),2);
均线斜率:SLOPE(EMA(EMA(CLOSE,P),P),2),COLORRED;
CD2000:=(OPENPROFIT >= (2000 * MINDIFF));
PARTLINE((S >= 0),M,255,3,0),COLORRED,LINETHICK3;
PARTLINE((S < 0),M,65280,3,0),COLORGREEN,LINETHICK3;
//30sCCI 大于0 平空开多
平空开多条件:=CCI_30S>0 and (((((CLOSE >= REF(M,1)) AND ((((HIGH + LOW) + CLOSE) / 3) <= REF((((HIGH + LOW) + CLOSE) / 3),1))) AND (均线斜率2 > 0.05) AND (均线斜率 > 0)) AND CCI>=0) AND (MARK <= 0));
//30sCCI 小于0 平空开多
平多开空条件:=CCI_30S<0 and (((((CLOSE <= REF(M,1)) AND ((((HIGH + LOW) + CLOSE) / 3) <= REF((((HIGH + LOW) + CLOSE) / 3),1))) AND (均线斜率2 < -(0.05))AND (均线斜率 < 0)) AND CCI<0) AND (MARK >= 0));
平空开多条件1:=((((((HOLDING = 0) AND (CLOSE >= REF(M,1))) AND ((((HIGH + LOW) + CLOSE) / 3) >= REF((((HIGH + LOW) + CLOSE) / 3),1))) AND (均线斜率2 > 0.05) AND (均线斜率 > 0)) AND CCI>=0) AND (MARK <= 0));
平多开空条件1:=((((((HOLDING = 0) AND (CLOSE <= REF(M,1))) AND ((((HIGH + LOW) + CLOSE) / 3) <= REF((((HIGH + LOW) + CLOSE) / 3),1))) AND (均线斜率2 < -(0.05) AND (均线斜率 < 0))) AND CCI<0) AND (MARK >= 0));