請(qǐng)教均線(xiàn)金叉后進(jìn)場(chǎng)的問(wèn)題 [MC]
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MC用戶(hù)求助：
input: fastlength(20), slowlength(60);
var: fast_ma(0), slow_ma(0), long_flag(-1), short_flag(-1), long_tf(false);
fast_ma=averagefc(close,fastlength);? //快線(xiàn)值
slow_ma=averagefc(close,slowlength);? //慢線(xiàn)值
if fast_ma cross over slow_ma then begin
long_tf=true;
long_flag=-1;??
end
else if fast_ma cross under slow_ma then begin
long_tf=false;
short_flag=-1;
end;
if long_tf then
long_flag=long_flag+1? //當(dāng)金叉時(shí)開(kāi)始累加long_flag，也就是累加bar的數(shù)量
else short_flag=short_flag+1;? //當(dāng)死叉時(shí)開(kāi)始累加short_flag，也就是累加bar的數(shù)量
if long_tf and long_flag<=8 and absvalue(close-fast_ma)<=minmove*10 point and marketposition<>1 then
buy next bar at market
else if long_tf and long_flag>8 and absvalue(close-slow_ma)<=minmove*10 point and marketposition<>1 then
buy next bar at market;
if long_tf=false and short_flag<=8 and absvalue(close-fast_ma)<=minmove*10 point and marketposition<>-1 then
sellshort next bar at market
else if long_tf=false and short_flag>8 and absvalue(close-slow_ma)<=minmove*10 point and marketposition<>-1 then
sellshort next bar at market;
特別說(shuō)明：
將您的多頭進(jìn)場(chǎng)的對(duì)應(yīng)的空頭進(jìn)場(chǎng)也一起編寫(xiě)了，多頭策略與空頭策略是對(duì)稱(chēng)的；并且策略沒(méi)有考慮到加倉(cāng)的情況
?
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MC回復(fù)討論一：
input: fastlength(20), slowlength(60);
var: fast_ma(0), slow_ma(0), long_flag(-1), short_flag(-1), long_tf(false);
fast_ma=averagefc(close,fastlength);? //快線(xiàn)值
slow_ma=averagefc(close,slowlength);? //慢線(xiàn)值
if fast_ma cross over slow_ma then begin
long_tf=true;
long_flag=-1;??
end
else if fast_ma cross under slow_ma then begin
long_tf=false;
short_flag=-1;
end;
if long_tf then
long_flag=long_flag+1? //當(dāng)金叉時(shí)開(kāi)始累加long_flag，也就是累加bar的數(shù)量
else short_flag=short_flag+1;? //當(dāng)死叉時(shí)開(kāi)始累加short_flag，也就是累加bar的數(shù)量
if long_tf and long_flag<=8 and absvalue(close-fast_ma)<=minmove*10 point and marketposition<>1 then
buy next bar at market
else if long_tf and long_flag>8 and absvalue(close-slow_ma)<=minmove*10 point and marketposition<>1 then
buy next bar at market;
if long_tf=false and short_flag<=8 and absvalue(close-fast_ma)<=minmove*10 point and marketposition<>-1 then
sellshort next bar at market
else if long_tf=false and short_flag>8 and absvalue(close-slow_ma)<=minmove*10 point and marketposition<>-1 then
sellshort next bar at market;
特別說(shuō)明：
將您的多頭進(jìn)場(chǎng)的對(duì)應(yīng)的空頭進(jìn)場(chǎng)也一起編寫(xiě)了，多頭策略與空頭策略是對(duì)稱(chēng)的；并且策略沒(méi)有考慮到加倉(cāng)的情況
有思路，想編寫(xiě)各種指標(biāo)公式，程序化交易模型，選股公式，預(yù)警公式的朋友
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