主题：求助

几分钟K线

请具体量化说明:60日均线属上升趋势

//以下为图表程序化交易,可参考该帖http://www.weistock.com/bbs/dispbbs.asp?boardid=4&Id=332自行尝试改为后台

 

ma60:ma(close,60);

//建立多头进场条件
long:=h>ma60 AND ma60>ref(ma60,1);
 
if  (long and not(islastbar)) or (long and islastbar and dynainfo(207)>opentime(1)) then
 begin
 sellshort(holding < 0, 0, market);
 buy(holding = 0, 1, market);
 end
 

//建立空头进场条件
short:=l<ma60 AND ma60<ref(ma60,1);

if (short and not(islastbar)) or (short and islastbar and dynainfo(207)>opentime(1)) then
 begin
 sell(holding > 0, 0, market);
 buyshort(holding = 0, 1, market);
 end

if (holding>0 and not(islastbar)) or (holding>0 and islastbar and dynainfo(207)>opentime(1)) then 
sell(l<=ma60 and enterbars>0,0,market);
 
if (holding<0 and not(islastbar)) or (holding<0 and islastbar and dynainfo(207)>opentime(1)) then
sellshort(h>=ma60 and enterbars>0,0,market);

//后台

 

ma60:ma(close,60);

 

//建立多头进场条件
long:=h>ma60 AND ma60>ref(ma60,1);
 
if  long and islastbar and dynainfo(207)>opentime(1) and tholding<=0 then
 begin
 tsellshort(1, 1, mkt);
 tbuy(1, 1, mkt);
 end
 

//建立空头进场条件
short:=l<ma60 AND ma60<ref(ma60,1);

if short and islastbar and dynainfo(207)>opentime(1) and tholding>=0 then
 begin
 tsell(1, 1, mkt);
 tbuyshort(1, 1, mkt);
 end

 

if tholding>0 and islastbar and dynainfo(207)>opentime(1) then
tsell(l<=ma60 and tenterbars>0,1,mkt);
 
if tholding<0 and islastbar and dynainfo(207)>opentime(1) then
tsellshort(h>=ma60 and tenterbars>0,1,mkt);

楼主试了吗?

这个函数的简化版,本人运行过,开平仓是良好的.