跨周期模型
模型AA
MID:MA(CLOSE,36);//中轨
TMP2:=STD(CLOSE,36);
TOP:MID+2*TMP2;//上轨
BOTTOM:MID-2*TMP2;//下轨
N1:BARSLAST(CROSS(C,MID+45*MINPRICE))+1,NODRAW;
N2:BARSLAST(CROSSDOWN(C,MID-45*MINPRICE))+1,NODRAW;
加载模型
T1:TIME>=0900&&TIME<=0930;
T2:TIME>=1620||TIME<=0100;
#IMPORT[MIN,5,AA] AS VAR
M1:=VAR.N1;//5MIN的价格高于中轨40个点
M2:=VAR.N2;//5MIN的价格低于中轨40个点
MID:=MA(CLOSE,36);//中轨
M1<M2&&C<MID-10*MINPRICE&&T1+T2=0,SK;
M1>M2&&C>MID+10*MINPRICE&&T1+T2=0,BK;
ZY:=35;//止损点35个点
ZF:=80;//止盈点80个点
C<BKPRICE-ZY*MINPRICE&&T1=0,SP;
C>BKPRICE+ZF*MINPRICE&&T1=0,SP;
C>SKPRICE+ZY*MINPRICE&&T1=0,BP;
C<SKPRICE-ZF*MINPRICE&&T1=0,BP;
T2&&BKVOL>0,SP;
T2&&SKVOL>0,BP;
AUTOFILTER;
BKHIGH-BKPRICE>=60*MINPRICE&&C<BKHIGH-20*MINPRICE&&BKVOL>0,CLOSEOUT;
SKPRICE-SKLOW>=60*MINPRICE&&C>SKLOW+20*MINPRICE&&SKVOL>0,CLOSEOUT;
CHECKSIG(CLOSEOUT,'A',0,'C',0,10);