开空策略:
HH1:=IFELSE(H<REF(H,1)&&REF(H,1)<REF(H,2),REF(H,2),0);
LL1:=IFELSE(L>REF(L,1)&&REF(L,1)>REF(L,2),REF(L,2),0);
HH2:=VALUEWHEN(HH1>0,HH1);
LL2:=VALUEWHEN(LL1>0,LL1);
K1:=IFELSE(CLOSE>HH2,-3,IFELSE(CLOSE<LL2,1,0));
K2:=VALUEWHEN(K1<>0,K1);
G:=IFELSE(K2=1,HH2,LL2);
G1:=VALUEWHEN(ISLASTBAR,G);
DRAWNUMBER(L>0,G1,G1,0,COLORCYAN);
W1:=K2;
W2:=OPEN-CLOSE;
HT:=IFELSE(OPEN>CLOSE,OPEN,CLOSE);
LT:=IFELSE(OPEN<CLOSE,OPEN,CLOSE);
if CROSS(C,G) and holding<0 then sellshort(1,holding,market);
if CROSS(G,C) and holding=0 then buyshort(1,holding,market);
开多策略:
HH1:=IFELSE(H<REF(H,1)&&REF(H,1)<REF(H,2),REF(H,2),0);
LL1:=IFELSE(L>REF(L,1)&&REF(L,1)>REF(L,2),REF(L,2),0);
HH2:=VALUEWHEN(HH1>0,HH1);
LL2:=VALUEWHEN(LL1>0,LL1);
K1:=IFELSE(CLOSE>HH2,-3,IFELSE(CLOSE<LL2,1,0));
K2:=VALUEWHEN(K1<>0,K1);
G:=IFELSE(K2=1,HH2,LL2);
G1:=VALUEWHEN(ISLASTBAR,G);
DRAWNUMBER(L>0,G1,G1,0,COLORCYAN);
W1:=K2;
W2:=OPEN-CLOSE;
HT:=IFELSE(OPEN>CLOSE,OPEN,CLOSE);
LT:=IFELSE(OPEN<CLOSE,OPEN,CLOSE);
if CROSS(C,G) and holding=-0 then buy(1,holding,market);
if CROSS(G,C) and holding>0 then sell(1,holding,market);