帮忙添加一个平仓,谢谢! [文华财经]
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咨询内容:
K:=2;
N:=BARSLAST(WEEKDAY<REF(WEEKDAY,1))+1;
MID := MA(CLOSE,26);
UPPER:= MID + K*STD(CLOSE,26);
LOWER:= MID - K*STD(CLOSE,26);
//系统空单
ENTERLONG:CROSS(CLOSE,LOWER)&&C<REF(LLV(L,N),N);
ENTERLONG,SK;
C<=SKPRICE-40*MINPRICE||C>=SKPRICE+10*MINPRICE,BP;
//系统多单
EXITLONG:CROSS(CLOSE,UPPER)&&C>REF(HHV(H,N),N);
EXITLONG,BK;
C>=BKPRICE+40*MINPRICE||C<=BKPRICE-10*MINPRICE,SP;
ISLASTKLINE,CLOSEOUT;
AUTOFILTER;
帮忙添加一个平仓方式
多单时候macd死叉平仓
空单时候macd金叉平仓
谢谢!
来源:程序化99
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文华技术人员:
参考:
K:=2;
N:=BARSLAST(WEEKDAY<REF(WEEKDAY,1))+1;
MID := MA(CLOSE,26);
UPPER:= MID + K*STD(CLOSE,26);
LOWER:= MID - K*STD(CLOSE,26);
DIFF :=EMA(CLOSE,12) - EMA(CLOSE,26);
DEA :=EMA(DIFF,9);
//系统空单
ENTERLONG:CROSS(CLOSE,LOWER)&&C<REF(LLV(L,N),N);
ENTERLONG,SK;
C<=SKPRICE-40*MINPRICE||C>=SKPRICE+10*MINPRICE||CROSS(DIFF,DEA),BP;
//系统多单
EXITLONG:CROSS(CLOSE,UPPER)&&C>REF(HHV(H,N),N);
EXITLONG,BK;
C>=BKPRICE+40*MINPRICE||C<=BKPRICE-10*MINPRICE||CROSSDOWN(DIFF,DEA),SP;
ISLASTKLINE,CLOSEOUT;
AUTOFILTER;
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