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小米 发表于 2018-10-26 09:47
参数与变量都没有给啊
Params
Numeric TimeFrame(60); // 目标时间周期参数,参数说明参见MtBar
Numeric BarsBack(1); // 目标时间周期BAR偏移参数,说明见MtBar函数
Numeric Length(20);
Numeric Offset(2);
Vars
NumericSeries MA1;
NumericSeries mtBarCnt;
NumericSeries mtClose;
Numeric refCurBar;
Numeric refOpen;
Numeric refHigh;
Numeric refLow;
Numeric refClose;
Numeric refVol;
Numeric refOpenInt;
Numeric UpLine; //上轨
Numeric DownLine; //下轨
Numeric MidLine; //中间线
Numeric Band;
Numeric SumValue(0);
Numeric VarPSValue;
Begin
mtBarCnt = MtBar(TimeFrame,BarsBack,refCurBar,refOpen,refHigh,refLow,refClose,refVol,refOpenInt);//mtBarCnt表示的是从当前小周期的Bar到对应的大周期的Bar需要回溯的BAR数
mtClose = refClose;
//获得大周期的20日平均值
SumValue = MtSummation(mtClose,mtBarCnt,Length);//取大周期的收盘价之和
MidLine = SumValue/Length;
//Band = StandardDev(Close,Length,2);
//求20日标准差
VarPSValue = MtVvv(mtClose, mtBarCnt, Length, 2);
If (VarPSValue > 0)
{
Band = Sqrt(VarPSValue);
}Else
{
Band = 0;
}
UpLine = MidLine + Offset * Band;
DownLine = MidLine - Offset * Band;
PlotNumeric("UpLine",UpLine);
PlotNumeric("DownLine",DownLine);
PlotNumeric("MidLine",MidLine);
// 集合竞价和小节休息过滤
If(!CallAuctionFilter()) Return;
//FileAppend("f:\\a.log","//Low:"+Text(Low)+"//High:"+Text(High)+"//DownLine:"+Text(DownLine)+"//UpLine:"+Text(UpLine));
//FileAppend("f:\\a.log","33333333 //close[1]:"+Text(close[1])+"//MidLine:"+Text(MidLine));
//如果碰boll中轨,开空,平多
If(close[1]>=MidLine && MarketPosition!=-1)
{
FileAppend("f:\\a.log","//close[1]:"+Text(close[1])+"//MidLine:"+Text(MidLine));
//commentary("max="+text(maxbarsback)+"currentbar="+text(currentbar));
SellShort(1,0);//平掉所有多仓,当前价开空
//A_SendOrder(Enum_Sell,Enum_Entry,1,close);
}
/*
If(close[1]<DownLine)
{
Buy(1,0); //平掉所有空仓,当前价开多
}*/
End |
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