//KLINEPRICE
//基本參數(shù)
HSC:=CLOSE;
HSMTR:=MAX(MAX((HSH-HSL),ABS(REF(HSC,1)-HSH)),ABS(REF(HSC,1)-HSL));
HSATR:=MA(HSMTR,15);
HS1:=MA(HSC,15);//15日均線
第二步,日間多空交易,定義的均是1日線,采用的是5分鐘運(yùn)行。用滬深300,999300測(cè)試1月5日當(dāng)天,按道理應(yīng)該是滿足BK,DZ3和DZ4不滿足,也就是開倉(cāng)后就不再交易了。
//日間多空交易
//程序說(shuō)明:短線靠近長(zhǎng)線且粘合,底部上漲突破短線組15均線買入}
//基本參數(shù)
#IMPORT[DAY,1,KLINEPRICE] AS VAR1//調(diào)取自定義1日線周期上CLOSE指標(biāo)中的數(shù)據(jù)
HSC:=VAR1.HSC;
HSATR:=VAR1.HSATR;
HS1:=VAR1.HS1;
//大盤條件:
DA3:=HSC>REF(HSC,1);
DAHS:=HSC>HS1;
DA1ZAZ:=DA3 AND DAHS;
//選股條件:
DYJTJ1:=DA1ZAZ;
//個(gè)股及大盤止損條件:
DZ3:=HSC<REF(HSC,2)+1.5*HSATR;
DZ4:=HSC<REF(HSC,6);
DZ1TZ4:=IF(TIME>1455 AND TIME<1515,DZ3,DZ4);
//賣出條件:
DTCTJ1:=IF(DA1ZAZ,0,DZ1TZ4);
//個(gè)股交易程序:
DYJTJ1=1 AND PANZHENG=0,BPK;
DTCTJ1=1 OR HSC<BKPRICE*(1-0.003),SP;
CHECKSIG_MIN(SP,'B',3,'D',0);
AUTOFILTER;