[转载]分形通道突破+考夫曼自适应移动均线+鳄鱼(金字塔)
分形通道突破[code]runmode:0;
sfx:=ref(high,1)ref(high,3);
xfx:= ref(low,1)>ref(low,2) and ref(low,2)
upperband:=valuewhen(sfx,ref(high,2));
lowerband:=valuewhen(xfx,ref(low,2));
exittime:=time>=150000;
if holding=0 then begin
if high>=upperband then
buy(1,1,limitr,max(open,upperband));
end
if holding=0 then begin
if low<=lowerband then
buyshort(1,1,limitr,min(open,lowerband));
end
if holding>0 then begin
if time>=150000 then
sell(1,holding,limitr,close);
end
if holding<0 then begin
if time>=150000 then
sellshort(1,holding,limitr,close);
end
盈亏:asset-50000,noaxis,colorred,linethick2;
[/code]
考夫曼自适应移动均线系统
[code]
runmode:0;
input:length1(10,5,60,5);
input:length2(5,5,60,5);
ama:=md(close,length1);
ama1:=ema(ama,length2);
entrylongcond:=ref(cross(ama,ama1),1);
entryshortcond:=ref(cross(ama1,ama),1);
if holding=0 then begin
if entrylongcond then
buy(1,1,limitr,open);
end
if holding=0 then begin
if entryshortcond then
buyshort(1,1,limitr,open);
end
if holding>0 then begin
if entryshortcond then begin
sell(1,holding,limitr,open);
buyshort(1,1,limitr,open);
end
end
if holding<0 then begin
if entrylongcond then begin
sellshort(1,holding,limitr,open);
buy(1,1,limitr,open);
end
end
盈亏:asset-50000,noaxis,colorred,linethick2;
[/code]
鳄鱼线与分形图
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