龙听期货论坛 » 量化策略·公式·源码库 » 利用"两种不同的Rsi计算方法（RSI_With_RSI）"设计进出量化策略程式码

龙听 发表于 2024-1-6 11:20

利用"两种不同的Rsi计算方法（RSI_With_RSI）"设计进出量化策略程式码

链接地址：[url=http://www.qhlt.cn/thread-149735-1-1.html]http://www.qhlt.cn/thread-149735-1-1.html[/url]；

RSI_With_RSI (Strategy)[code]
Input:slowrsilen(17),quickrsilen(5),slowmalen(40),quickmalen(10),rsibuylevel(60),rsiselllevel(40);
var:oktotrade(False),slowrsi(0),quickrsi(0),slowma(0),quickma(0),slowrsitrenddir(0);

slowrsi = RSI(close,slowrsilen);
quickrsi = RSI(close,quickrsilen);
slowma = Average(close,slowmalen);
quickma = Average(close,quickmalen);

if slowrsi crosses above rsibuylevel then slowrsitrenddir = 1
else if slowrsi crosses below rsiselllevel then slowrsitrenddir = -1;

once(currentbar = 1*slowrsilen) oktotrade =True;

if oktotrade then begin
{entries}
if slowrsi crosses above rsibuylevel and Close > slowma then buy("srsi le") next bar at market;
if quickrsi crosses above rsibuylevel and Close > quickma and slowrsitrenddir = -1 then buy("qrsi le") next bar at market;
{exits}
if slowrsi crosses below rsiselllevel or Close < slowma then sell("srsi lx") from entry("srsi le") next bar at market;
if quickrsi crosses below rsiselllevel or Close < quickma then sell("qrsi lx") from entry("qrsi le") next bar at market;

end;
[/code]

龙听 发表于 2024-1-6 11:21

运行效果：
[img]http://p.algo2.net/2024/0106/cd03151610edf.png[/img]
[img]http://p.algo2.net/2024/0106/fa9231c2addf1.png[/img]
[img]http://p.algo2.net/2024/0106/81ceed2f03fc4.png[/img]
[img]http://p.algo2.net/2024/0106/d454a4303bd4a.png[/img]
[img]http://p.algo2.net/2024/0106/6624975d3e50c.png[/img]
[img]http://p.algo2.net/2024/0106/f2c715b73870e.png[/img]

疙疙瘩 发表于 2024-7-8 14:02

不错

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