以下内容为程序代码:
1 Bollup30:="boll.UPPER#min30(20,1)";
2 Bolldown30:="boll.LOWER#min30(20,1)";
3 Bollmid30:="boll.MID#min30(20,1)";
4
5 Ktc:=(bollup30-bolldown30)/bollmid30*1000;
6 EMA1:=EMA(close,N) ;
7 EMA2:=EMA(CLOSE,P);
8 BPK := cross(EMA1,EMA2) AND close>bolldown30 and ktc>T;
9 SPK := cross(EMA2,EMA1) and close<bollup30 and ktc>t;
10 SELLSHORT(BPK and HOLDING<0,HOLDING,thisclose); //交易系统之平空操作
11 BUY(BPK and HOLDING=0,1,thisclose);//交易系统之开多操作
12 SELL(SPK and HOLDING>0,HOLDING,thisclose); //交易系统之平多操作
13 BUYSHORT(SPK and HOLDING=0,1,thisclose); //交易系统之开空操作
14