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Params
Numeric FastLength(6);
Numeric SlowLength(18);
numeric bollingerlengths(18);
Numeric offset(1.318);
Numeric Length1(6);
Numeric Length2(18);
Numeric Length3(36);
Vars
NumericSeries AvgValue1;
NumericSeries AvgValue2;
NumericSeries midline(0);
NumericSeries band(0);
NumericSeries upband(0);
NumericSeries Vol1;
NumericSeries Vol2;
NumericSeries vol3;
Begin
AvgValue1 = AverageFC(Close,FastLength);
AvgValue2 = AverageFC(Close,SlowLength);
midline=AverageFC(Close,bollingerlengths);
band=StandardDev(Close,bollingerlengths,2);
upband=midline+band*offset;
Vol1=AverageFC(Vol, Length1);
vol2=AverageFC(Vol, Length2);
vol3=AverageFC(Vol, Length3);
PlotNumeric("MA1",AvgValue1);
PlotNumeric("MA2",AvgValue2);
PlotNumeric("upband",upband);
// 集合竞价和小节休息过滤
If(!CallAuctionFilter()) Return;
If(MarketPosition <>1 And AvgValue1[1] > AvgValue2[1]And Close>=upband And Vol1>vol2 )
{
Buy(1,Open);
}
If(MarketPosition==1 and BarsSinceEntry>0 And AvgValue1[1] < AvgValue2[1])
{
Sell(1,min(Open,midline));
}
//PlotNumeric("PL",Portfolio_TotalProfit);
End
问题1:一般设置偏移,手续费,滑点多少为宜?
问题2:像这个交易系统,我需要加哪一些过滤条件增加稳定性?
问题3:收盘前清仓需要怎样写?
请大家指教。别路过!!!! |
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