双均线+收盘过滤加成模型
文华8策略介绍
双均线+收盘过滤加成模型
预览策略代码
LENGTH1:=5;
LENGTH2:=20;
M_HL:=10;
FUND:=20000;
VAR1:=MAX(1,INTPART(FUND/(OPEN*UNIT*0.1)));
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=MA(TR,LENGTH2);
MA1:=MA(CLOSE,LENGTH1);
MA2:=MA(CLOSE,LENGTH2);
N_BUYK:=BARSBK+1;
N_SELLK:=BARSSK+1;
PRICE_BUYK:=REF(CLOSE,N_BUYK);
PRICE_SELLK:=REF(CLOSE,N_SELLK);
PRICE_SELLS:=PRICE_BUYK-2*REF(ATR,N_BUYK);