请教:把dkx 指标改写成交易系统,谢谢,就是简单的金叉买,死叉平多,开空
input:m(10,2,250,1);
MID:=(3*CLOSE+LOW+OPEN+HIGH)/6;
DKX:(20*MID+19*REF(MID,1)+18*REF(MID,2)+17*REF(MID,3)+
16*REF(MID,4)+15*REF(MID,5)+14*REF(MID,6)+
13*REF(MID,7)+12*REF(MID,8)+11*REF(MID,9)+
10*REF(MID,10)+9*REF(MID,11)+8*REF(MID,12)+
7*REF(MID,13)+6*REF(MID,14)+5*REF(MID,15)+
4*REF(MID,16)+3*REF(MID,17)+2*REF(MID,18)+REF(MID,20))/210;
MADKX:MA(DKX,M);
请更具体的说明下。金叉的话,是谁和谁的金叉?dkx和收盘价?
在上面代码基础上添加以下交易代码即可:
jc:cross(DKX,MADKX);
sc:cross(MADKX,DKX);
if jc then
begin
sellshort(holding>0,holding,market);
buy(holding=0,1,market);
end
if sc then
begin
sell(holding<0,holding,market);
buyshort(holding=0,1,market);
end