当短期均线向上突破中期均线和长期均线(金叉做多)时开多头仓位,当短期均线向下穿越中期均线时暂时平多头仓位,再度向上穿越中期均线时再开多头仓位。当短期均线向下穿越中期均线和长期均线时(死叉做空)开空头仓位,当短期均线向上穿越中期均线时暂时平空头仓位,再度向下穿越时再开回空头仓位。(只有当三均线都呈现多头和空头仓位时才开多头仓位或者空头仓位,短期和中期均线的暂时反向穿越只平仓再度恢复原乡方向时再开回)
多谢多谢大佬啊啊啊
INPUT:N1(5,1,100,1),N2(10,1,100,1),N3(20,1,100,1);
ma1:ma(c,N1);
ma2:ma(c,N2);
ma3:ma(c,N3);
kd1:cross(ma1,ma2) and cross(ma1,ma3);
kd2:cross(ma1,ma2) and ma1>ma3;
pd1:cross(ma2,ma1) and ma1>ma3;
kk1:cross(ma2,ma1) and cross(ma3,ma1);
kk2:cross(ma2,ma1) and ma1<ma3;
pk1:cross(ma1,ma2) and ma1<ma3;
开多1:buy(holding=0 and kd1,1,market);
开多2:buy(holding=0 and kd2,1,market);
平多:sell(holding>0 and pd1,holding,market);
开空1:buyshort(holding=0 and kk1,1,market);
开空2:buyshort(holding=0 and kk2,1,market);
平空:sellshort(holding<0 and pk1,holding,market);
以上供参考。