日期:DATE;
KXGD:ABS(HIGH-LOW)*MINDIFF,COLORWHITE;
VARIABLE:DT:=0,KT:=0;
INPUT:DZY(6,1,200,1),KZY(12,1,200,1);
CW:HOLDING,LINETHICK0,COLORWHITE;
MA5_YY:=STKINDI('','MA.MA1',0,4,0);
MA10_YY:=STKINDI('','MA.MA2',0,4,0);
MA20_YY:=STKINDI('','MA.MA3',0,4,0);
DTPL:MA5_YY>MA10_YY AND MA10_YY>MA20_YY,COLORWHITE;
KTPL:MA5_YY<MA10_YY AND MA10_YY<MA20_YY,COLORWHITE;
BUYCOND1:=DTPL ;
BUYSHORTCOND1:=KTPL;
SELLCOND1:= DTPL=0;
SELLSHORTCOND1:= KTPL=0;
SS:=2;
TKK:=TIME>0200 AND TIME<2230;
TPP:=TIME>0200 AND TIME<2300;
IF TIME>2255 AND TIME<2300 AND DT=0 AND KT=0 THEN
BEGIN
DT:=IF(DTPL,1,0);
KT:=IF(KTPL,1,0);
SELL(HOLDING>0,HOLDING,MARKET);
SELLSHORT(HOLDING<0,HOLDING,MARKET);
END
DT:=IF(DT=1 AND DTPL,1,0);
KT:=IF(KT=1 AND KTPL,1,0);
IF CLOSE-AvGENTERPRICE>=DZY*10*MINDIFF AND HOLDING>0 AND DT=0 AND SS=2 AND TPP THEN
BEGIN
DT:=IF(DTPL,1,0);
SELL(HOLDING>0,1,MARKET);
END
DT:=IF(DT=1 AND DTPL,1,0);
IF TPP AND HOLDING<>0 THEN
BEGIN
SELLSHORT(SELLSHORTCOND1 AND HOLDING<0,HOLDING,MARKET);
SELL(SELLCOND1 AND HOLDING>0,HOLDING,MARKET);
END
IF TKK AND DT=0 THEN
BEGIN
BUY(BUYCOND1 AND HOLDING=0,SS,MARKET);
END
老师模型加上主动止盈,在指定时间不能平仓(小道指一分钟5月3号早上4点)
[此贴子已经被作者于2019/5/6 12:38:20编辑过]
运行在什么周期下?走完k线模式还是固定轮询?
[此贴子已经被作者于2019/5/6 12:48:50编辑过]
你在k线图上直接定位到对应的位置,看下哪个条件不成立的。
注:
把每个条件在对应的位置直接输出出来看下。例如:cond_1:TIME>2255 AND TIME<2300;