2021-11-12 17:09 上傳

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?來源: www.kzuj.com.cn

INPUT:S(5,1,100,1),P(10,1,100,1),M(5,1,100,1);

DIFF:EMA(CLOSE,S) - EMA(CLOSE,P);
DEA:EMA(DIFF,M);
MACD:2*(DIFF-DEA);

MA5:MA(C,5);
MA10:MA(C,10);

CONPKKD:=MACD>0 AND CROSS(DIFF,0);   //平空開多
CONPDKK:=MACD<0 AND CROSS(0,DIFF);   //平多開空

DTZS:=HOLDING>0 AND (AVGENTERPRICE-C)/AVGENTERPRICE>0.05;  //多頭止損條件
KTZS:=HOLDING<0 AND (C-AVGENTERPRICE)/AVGENTERPRICE>0.05;  //空頭止損條件

DTZY:=HOLDING>0 AND CROSS(MA10,MA5);     //多頭止盈條件
KTZY:=HOLDING<0 AND CROSS(MA5,MA10);     //空頭止盈條件

IF DTZS OR KTZS THEN BEGIN
   多頭止損:SELL(HOLDING>0,HOLDING,MARKET);
   空頭止損:SELLSHORT(HOLDING<0,HOLDING,MARKET);
   END
   
IF DTZY OR KTZY THEN BEGIN 
   多頭止盈:SELL(HOLDING>0,HOLDING,MARKET);
   空頭止盈:SELLSHORT(HOLDING<0,HOLDING,MARKET);
   END 
   
IF CONPKKD THEN BEGIN 
	SELLSHORT(HOLDING<0,HOLDING,MARKET);
	BUY(HOLDING=0,1,MARKET);
    END
   
IF CONPDKK THEN BEGIN 
	SELL(HOLDING>0,HOLDING,MARKET);
	BUYSHORT(HOLDING=0,1,MARKET);
    END