标题：以下金字塔波段王双向开仓策略源码更改为只开多单，只开空单两个策略，谢谢

1楼

代人发贴 发表于：2020/11/10 15:03:15

以下金字塔波段王双向开仓策略源码更改为只开多单，只开空单两个策略，谢谢

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);

CROSS(C,G),BPK;

CROSS(G,C),SPK;

2楼

FireScript 发表于：2020/11/10 15:07:22

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);

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