龙听期货论坛's Archiver

龙听 发表于 2022-11-3 14:54

【Momentum SE】

[code]
[IntrabarOrderGeneration = false]
inputs:        Price( Close ), Length( 12 ) ;
variables: var0( 0 ), var1( 0 ) ;

var0 = Momentum( Price, Length ) ;
var1 = Momentum( var0, 1 ) ;                       

condition1 = var0 < 0 and var1 < 0 ;
if condition1 then
        Sell Short ( "MomSE" ) next bar at Low - 1 point stop ;
[/code]

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