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// 以单均线做多回调加仓为例
Params
Numeric Length(60); // 单均线的参数
Vars
NumericSeries AvgValue; // 单均线
NumericSeries HighAfterEntry; // 最近一次开仓之后的盈利峰值时的最高价
NumericSeries LowAfterEntry; // 最近一次开仓之后的盈利峰值时的最低价
NumericSeries n_Down(0); // 回调计数
NumericSeries n_Up(0); // 趋势计数
Begin
AvgValue = AverageFC(Close,Length);
If(MarketPosition != 1 And Close[1] > AvgValue[1])
{
Buy(1,Open);
}
If(MarketPosition == 1 And Close[1] < AvgValue[1])
{
Sell(0,Open);
}
// 开仓之后回调确认、趋势确认之后加仓
If(MarketPosition == 1 And BarsSinceEntry > 0 And n_Up[1] == 4)
{
Buy(1,Open);
}
If(MarketPosition == 1 And BarsSinceLastEntry == 0)
{
HighAfterEntry = High;
LowAfterEntry = Low;
n_Down = 0;
n_Up = 0;
}Else If(MarketPosition == 1 And BarsSinceLastEntry > 0)
{
HighAfterEntry = Max(HighAfterEntry,High);
If(High == HighAfterEntry) LowAfterEntry = Low;
}
// 回调计数
If(MarketPosition == 1 And BarsSinceLastEntry > 0 And High < LowAfterEntry) n_Down = n_Down[1] + 1;
// 趋势确认计数
If(MarketPosition == 1 And BarsSinceLastEntry > 0 And n_Down >= 4 And High > High[1]) n_Up = n_Up[1] + 1;
End |
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