均线打分策略
策略思路：对两条均线的20组参数循环，满足金叉分数+1
当分数大于12分时，多头入场，
当有仓位时，分数小于8分，则平仓出场
策略源码：
function Strategy1(default_unit,default_exitway,freq)%
targetList = traderGetTargetList();
%获取目标资产信息
HandleList = traderGetHandleList();
%获取账户句柄
global entrybar;
for k=1:length(targetList);
%--------------------仓位、K线、当前bar的提取-----------------------------%
%获取当前仓位
=traderGetAccountPosition(HandleList(1),targetList(k).Market,targetList(k).Code);
%策略中每次取数据的长度
lags=90;
dlags=20;
barnum=traderGetCurrentBar(targetList(k).Market,targetList(k).Code);
%数据长度限制
if(barnum<lags)
continue;
end
if(barnum<dlags)
continue;
end
%获取K线数据
= traderGetKData(targetList(k).Market,targetList(k).Code,'min',freq, 0-lags, 0,false,'FWard');
= traderGetKData(targetList(k).Market,targetList(k).Code,'day',1, 0-dlags, 0,false,'FWard');
if length(close)<lags || length(Dclose)<dlags
continue;
end;
%-------------------------交易逻辑-------------------------------%
%----------入场信号--------------------%
points=0;
for i=1:20
sma=ma(close,i);
lma=ma(close,4*i);
if sma(end)>lma(end)
points=points+1;
end;
end;
buycon=points>12;
sellshortcon=points<8;
if default_exitway==1
sellcon=points<8;
buytocovercon=points>12;
end;
%---------------------------入场操作--------------------------------%
if sellcon && marketposition>0
orderID1=traderPositionTo(HandleList(1),targetList(k).Market,targetList(k).Code,0,0,'market','sell');
if orderID1==0
continue;
end;
end;
if buytocovercon && marketposition<0
orderID2=traderPositionTo(HandleList(1),targetList(k).Market,targetList(k).Code,0,0,'market','sell');
if orderID2==0
continue;
end;
end;
if buycon && marketposition<=0
buyunit=default_unit;
orderID3=traderBuy(HandleList(1),targetList(k).Market,targetList(k).Code,buyunit,0,'market','buy');
if orderID3==0
continue;
end;
entrybar(k)=barnum;
end;
if sellshortcon && marketposition>=0
sellshortunit=default_unit;
orderID4=traderSellShort(HandleList(1),targetList(k).Market,targetList(k).Code,sellshortunit,0,'market','sell');
if orderID4==0
continue;
end;
entrybar(k)=barnum;
end;
end
end
更多免费策略源码下载请登录 DiqQuant社区-策略资源下载，http://www.digquant.com.cn/stra.php
均线打分策略源码下载：http://www.digquant.com.cn/stra.php?mod=model&pid=143
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