//本模型为简单Ma模型!!!
//定义参数
INPUT:N1(5,1,100,10),N2(10,1,120,10),N3(10,1,1000,10);
//绘制二条均线
MA1:MA(C,N1);
MA2:MA(C,N2);
variable:maxprofit=0;//有仓位时最大获利幅度
//准备下单条件,以MA1上穿MA2作为开多条件,以MA2下破MA1作为平多条件。
COND1:=CROSS(MA1,MA2);
COND2:=CROSS(MA2,MA1);
//下单做多
IF HOLDING=0 THEN BEGIN
BUY(COND1,2,MARKET);
maxprofit:=0;
END
//平多反手做空
IF HOLDING>0 THEN BEGIN
win:=0;
win2:=0;
if holding > 0 and enterbars > 0 then
begin
win:=c-enterprice; //记录最大盈利
if win > maxprofit then
maxprofit:=win;
win2:=maxprofit-win; //最大盈利后的回调幅度
end
SELL(win <= -N3,0); //止损
SELL(win >= N3 and win2 >= N3 and openprofit > 0, 0); //追踪止盈
BUYSHORT(HOLDING=0,2,MARKET);
maxprofit:=0;
END
//平空反手做多
IF HOLDING<0 THEN BEGIN
win:=0;
win2:=0;
if holding < 0 and enterbars > 0 then
begin
win:=enterprice-c; //记录最大盈利
if win > maxprofit then
maxprofit:=win;
win2:=maxprofit-win; //最大盈利后的回调幅度
end
SELLshort(win <= -N3 and holding<0,0); //止损
SELLshort(win >= N3 and win2 >= N3 and openprofit > 0 and holding<0, 0); //追踪止盈
BUY(HOLDING=0,2,MARKET);
maxprofit:=0;
END
//其他
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;
编译通过,如果用户碰到了什么实际应用上的问题,请讲出来