真正在处理中
VARIABLE:flag=0;
ma5:MA(CLOSE,5);
ma10:MA(CLOSE,10);
ma20:MA(CLOSE,20);
BB:MA5>MA10 AND MA10>MA20;
cond:ALL(MA5>MA10 AND MA10>MA20,3) and C<O ;
IF cond=1 And holding=0 and flag=0 then BEGIN
buy(1,1,MARKET);
end
IF AvGENTERPRICE-C>30 THEN BEGIN
SELL(1,HOLDING,MARKET);
END
cond1:all(MA5>MA10 AND MA10>MA20,ENTERBARS+2);
IF C-AvGENTERPRICE>30 THEN BEGIN
SELL(1,HOLDING,MARKET);
if cond1=1 then flag:=1;//统计上次开仓到当前位置是不是一直满足对头排列。是的话说明是同一个多头排列。但是存在止盈时,已经是下一个多头排列的区域
END
if not(MA5>MA10 AND MA10>MA20)=0 then flag:=0;
注: