编写交易模型的常用组件2(文华财经)
4、如何在模型中限制开平仓时间?

MA5:=MA(CLOSE,5); {定义5周期的简单移动平均线}


MA10:=MA(CLOSE,10); {定义10周期的简单移动平均线}
TIME>=0905&&CROSS(MA5,MA10),BK;{在9点05分后出现5周期线金*10周期线后买开}
CROSS(TIME,1457),BP;{当时间到14点58分时自动发出买平指令}
TIME>=0905&&CROSS(MA10,MA5),SK;{在9点05分后出现5周期线死*10周期线后卖开}
CROSS(TIME,1457),SP;{当时间到14点58分时自动发出卖平指令}

5、KDJ模型雏形

RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;{定义RSV}
K:=SMA(RSV,M1,1); {定义
K}
D:=SMA(K,M2,1); {定义
D}
J:=3*K-2*D; {定义
J}
J<30&&CROSS(K,D),BPK;{J值小于30并且K、D金*,买平并买开
}
J>70&&CROSS(D,K),SPK; {J值大于70并且K、D死*,卖平并卖开}

6、MACD模型雏形

DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);{定义DIFF}
DEA := EMA(DIFF,M);{定义DEA}
(DIFF<0)&&(DEA<0)&&(CROSS(DIFF,DEA)),BPK;{DIFF小于0并且DEA小于0并且DIFF上穿DEA,买平并买开}
(DIFF>0)&&(DEA>0)&&(CROSS(DEA,DIFF)),SPK;{DIFF大于0并且DEA大于0并且DIFF下穿DEA,卖平并卖开}

返回