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INPUT:TOPVALUE(70,65,95,1),BOTTOMVALUE(30,5,35,1);RUNMODE:0;VARIABLE:MAXPROFIT=0;WIN_NOW:=0;WIN_BACK:=0;//用于计算盈利的中间变量VAR5:=LLV(LOW,26);VAR6:=HHV(HIGH,34);VAR7:=EMA((CLOSE-VAR5)/(VAR6-VAR5)*4,4)*25;BUY("dqs.H1#MIN60">"dqs.H2#MIN60"
AND "hm.VAR7#MIN5"<BOTTOMVALUE AND HOLDING=0,50%,THISCLOSE);SELL("dqs.H1#MIN60"<"dqs.H2#MIN60"
AND HOLDING>0,HOLDING,MARKET);BUYSHORT("dqs.H1#MIN60"<"dqs.H2#MIN60"
AND "hm.VAR7#MIN5">TOPVALUE AND HOLDING=0,50%,THISCLOSE);SELLSHORT("dqs.H1#MIN60">"dqs.H2#MIN60"
AND HOLDING<0,HOLDING,MARKET);//回撤止盈IF ENTERBARS>0 THEN BEGIN WIN_NOW:=(C-ENTERPRICE)/ENTERPRICE*100; IF WIN_NOW>MAXPROFIT THEN MAXPROFIT:=WIN_NOW; WIN_BACK:=(MAXPROFIT-WIN_NOW)/MAXPROFIT*100;SELL(WIN_BACK>25 AND WIN_NOW>10 AND HOLDING>0,HOLDING,MARKET);//止盈多头SELLSHORT(WIN_BACK>25 AND WIN_NOW>10 AND HOLDING<0,HOLDING,MARKET);//止盈空头END持仓:holding,linethick0;资产:asset,noaxis;可用现金:cash(0),linethick0; |
最近写的一份简单的系统（命名为560系统），作为备份，以后再完善
原文：http://www.cnblogs.com/TivonStone/p/3540683.html