admin 发表于 2017-6-18 12:49:58

[交易指標例子]DualMA 双均线交易系统

<p>//------------------------------------------------------------------------</p><p>// 简称: DualMA</p><p>// 名称:双均线交易系统</p><p>// 类别: 交易指令</p><p>// 类型: 用户应用</p><p>//------------------------------------------------------------------------</p><p>Params</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>Numeric FastLength(3); &nbsp;//短周期</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>Numeric SlowLength(10); &nbsp;//长周期</p><p><span class="Apple-tab-span" style="white-space:pre">                </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span>Numeric StopPoint(30); &nbsp;//止损点</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>Numeric WinPoint(100); &nbsp; //止赢点</p><p><span class="Apple-tab-span" style="white-space:pre">        </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span>Numeric FlostStopStartPoint(50); &nbsp; //浮动止损启动条件</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>Numeric FlostStopPoint(20); &nbsp; //浮动止损点</p><p><span class="Apple-tab-span" style="white-space:pre">        </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span>Numeric TradeUint(5); //每次交易手数</p><p><span class="Apple-tab-span" style="white-space:pre">        </span></p><p>Vars</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>NumericSeries AvgValue1;&nbsp;</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>NumericSeries AvgValue2;</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>BoolSeries bCrossOver(false);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>BoolSeries bCrossDn(False);</p><p>Begin</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>AvgValue1 = AverageFC(CLOSE,FastLength);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>AvgValue2 = AverageFC(CLOSE,SlowLength);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>PlotNumeric("MA1",AvgValue1);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>PlotNumeric("MA2",AvgValue2);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span></p><p><span class="Apple-tab-span" style="white-space:pre">                </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span>bCrossOver = CrossOver(AvgValue1,AvgValue2);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>bCrossDn &nbsp; = CrossUnder(AvgValue1,AvgValue2);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span>//均线交叉时开仓</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>if(bCrossOver)</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>{</p><p><span class="Apple-tab-span" style="white-space:pre">                </span>if(MarketPosition != 1)</p><p><span class="Apple-tab-span" style="white-space:pre">                        </span>Buy(TradeUint,Open);</p><p><span class="Apple-tab-span" style="white-space:pre">                </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span>}</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>Else if(bCrossDn)</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>{</p><p><span class="Apple-tab-span" style="white-space:pre">                </span>if(MarketPosition != -1)</p><p><span class="Apple-tab-span" style="white-space:pre">                        </span>SellShort(TradeUint,Open);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>}</p><p><span class="Apple-tab-span" style="white-space:pre">        </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span>//止盈止损</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>SetWinPoint(WinPoint);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>//止损点</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>SetStopPoint(StopPoint);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>//浮动止损</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>SetFloatStopPoint(FlostStopStartPoint,FlostStopPoint);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span></p><p><span class="Apple-tab-span" style="white-space:pre">        </span>PlotNumeric("Assets",Available+PositionProfit+Margin);</p><p><span class="Apple-tab-span" style="white-space:pre">        </span>SetOwnAxis("Assets");</p><p>End</p><div><br></div><div><br></div><div></div><p></p>
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