- 精华
- 2
- 在线时间
- 2808 小时
- UID
- 4130
- 积分
- 20901
- 帖子
- 6519
- 阅读权限
- 200
- 注册时间
- 2009-4-15
- 最后登录
- 2019-4-12
- 精华
- 2
- UID
- 4130
- 积分
- 20901
- 帖子
- 6519
- 主题
- 17
- 阅读权限
- 200
- 注册时间
- 2009-4-15
- 最后登录
- 2019-4-12
|
- Params
- Numeric Length(14);
- Numeric SlowLength(3);
- Numeric SmoothLength(3);
- Vars
- NumericSeries HighestValue;
- NumericSeries LowestValue;
- NumericSeries KValue;
- Numeric DValue;
- Numeric JValue;
- Begin
- If(Date!=Date[1] && High == Low ) Return;
- HighestValue = HighestFC(High, Length);
- LowestValue = LowestFC(Low, Length);
- KValue = SummationFC(Close - LowestValue,SlowLength)/SummationFC(HighestValue-LowestValue,SlowLength)*100;
- DValue = AverageFC(KValue,SmoothLength);
- JValue = 3*KValue - 2*DValue;
- If(Time<0.1445)
- {
- If(JValue>=90)
- {
- If(JValue>=95 && MarketPosition==0)
- SellShort(1,NextOpen,True);
- Else If(MarketPosition==1)
- Sell(1,Close);
- }
- If(JValue<=0)
- {
- If(JValue<=-5 && MarketPosition==0)
- Buy(1,NextOpen,True);
- Else If(MarketPosition==-1)
- BuyToCover(1,Close);
- }
- }
- If(Time>=0.1445)
- {
- Sell(0,Close);
- BuyToCover(0,Close);
- }
- End
复制代码 |
|