龙听期货论坛 » 量化策略·公式·源码库 » 文华30%资金开仓模型[文华财经公式]

龙听 发表于 2018-11-30 13:27

文华30%资金开仓模型[文华财经公式]

[code]
SETDEALPERCENT(30);
DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA := EMA(DIFF,M);
CROSS(DIFF,DEA),BPK;
CROSS(DEA,DIFF),SPK;
AUTOFILTER;
[/code]

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