請老師幫忙編寫一下:
ma(c,5)金叉ma(C,60),建立2N手數多頭倉位;當C跌破ma(C,60)時,平多倉N手;
當ma(c,5)死叉ma(C,60),建立2N手數空頭倉位;當C上穿ma(C,60)時,平空倉N手;
謝謝老師了!~
ma5:=ma(c,5);
ma60:=ma(c,60);
if cross(ma5,ma60) then buy(holding=0,2*n,market);
if holding>0 and cross(ma60,c) then sell(1,n,market);
if cross(ma60,ma5) then buyshort(holding=0,2*n,market);
if holding<0 and cross(c,ma60) then sellshort(1,n,market);