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);? //快線值
slow_ma=averagefc(close,slowlength);? //慢線值
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? //當金叉時開始累加long_flag,也就是累加bar的數(shù)量
else short_flag=short_flag+1;? //當死叉時開始累加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;
特別說明:
將您的多頭進場的對應的空頭進場也一起編寫了,多頭策略與空頭策略是對稱的;并且策略沒有考慮到加倉的情況
?
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);? //快線值
slow_ma=averagefc(close,slowlength);? //慢線值
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? //當金叉時開始累加long_flag,也就是累加bar的數(shù)量
else short_flag=short_flag+1;? //當死叉時開始累加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;
特別說明:
將您的多頭進場的對應的空頭進場也一起編寫了,多頭策略與空頭策略是對稱的;并且策略沒有考慮到加倉的情況