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源码如下:
- /定义参数
- Input:N(81,1,100,10),P1(14,2,40,4),P2(14,2,40,4),P3(36,10,100,2);
- //中间变量
- Variable:ls=0,Gl=0,Dl=0;
- Num:=2;
- Em:Ema(Close,34);//收盘价34期EMA
- Sm:Sma(Close,8,1);//收盘价8期SMA
- Rsv:=(Close-Llv(Low,N))/(Hhv(High,N)-Llv(Low,N))*100;
- K:Sma(RSV,P1,1),NOAXIS;
- D:Sma(K,P2,1),noaxis;
- Tp:=Valuewhen(Cross(k,d),High);//KD交叉时对应高点
- Gj:=Valuewhen(H>=HHV(High,P3),High);//前一轮行情最高价
- Cond4:=Barslast(H>=HHV(High,P3));//前一轮行情高点到现在的周期数
- Dj:=Llv(Low,Cond4);//前一轮行情最低价
- Cond1:=Sm>Em;
- Cond2:=Cross(K,D);//K、D交叉
- Cond3:=Barslast(COND2)<=4 AND High>Tp;//KD交叉以后四个周期内,价格突破
- BuyCond:Cond1 And K>D And Cond3 ;//开仓条件
- //下单语句
- If BuyCond And Holding=0 Then
- Begin
- Buy(1,Num,Market);
- Gl:=Gj;//开仓时前一轮行情高价
- Dl:=Dj;//开仓时前一轮最低价
- ls:=Gl-Dl;//区间幅度
- End
-
- //幅度止损部分
- If Enterprice>=Gl And Close<=Dl+0.618*ls Then Sell(1,Num,Market);
- If Enterprice>=Dl+0.786*ls And Enterprice<=Gl And Close<=Dl+0.5*ls Then Sell(1,Num,Market);
- If Enterprice>=Dl+0.5*ls And Enterprice<=Dl+0.786*ls And Close<=Dl+0.236*ls Then Sell(1,Num,Market);
- If Enterprice>=Dl+0.236*ls And Enterprice<Dl+0.5*ls And Close<=Dl Then Sell(1,Num,Market);
- //幅度止盈部分
- If Close>=Dl+1.272*ls Then Sell(1,Intpart(Num/2),Market);
- If Close>=Dl+1.618*ls Then Sell(1,0,Market);
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