ref_hh:ref(hhv(HIGH,TODAYBAR),TODAYbar);
ref_close:ref(close,TODAYBAR);
if (CROSS(H,REF_CLOSE)=1 or CROSS(H,ref_hh)=1 ) then BEGIN
SELLSHORT(HOLDING<0,HOLDING,MARKET);
buy(HOLDING=0,1,MARKET);
end
if (CROSS(REF_CLOSE,H)=1 or CROSS(ref_hh,H)=1 ) then BEGIN
SELL(HOLDING>0,HOLDING,MARKET);
buySHORT(HOLDING=0,1,MARKET);
end
向上突破昨日收盘价(开多平空),向下突破昨日收盘价(开空平多);单独这2句怎么编写? |
CROSS(H,REF_CLOSE)=1 or CROSS(H,ref_hh)=1 不就是这个条件吗?
建议你自己理解代码后修改,如果有不疑问的地方,我们在帮你解答。。最低价是low,一段周期范围内的最低价用LLV(low,x).