S3:=20;//方向参数
MA2:(EMA(C,S2)+MA(C,S2))/2;
MA3:(EMA(C,S3)+MA(C,S3))/2;
CROSSUP(MA2,MA3),BPK;//10均上穿20均开多单
//CROSSDOWN(MA2,MA3),SP;//10均下穿20均平多单
CROSSDOWN(MA2,MA3),SPK;//10均下穿20均开空单
//CROSSUP(MA2,MA3),BP;//10均上穿20均平空单
SETDEALPERCENT(40);
AUTOFILTER;
//CHECKSIG_MIN(BK,'A',0,'C',0);//出信号立即下多单,K线走完复核
//CHECKSIG_MIN(SK,'A',0,'C',0);//出信号立即下空单,K线走完复核
//CHECKSIG_MIN(BP,'A',0,'C',0);//出信号立即平空单,K线走完复核
//CHECKSIG_MIN(SP,'A',0,'C',0);//出信号立即平多单,K线走完复核
CHECKSIG_MIN(BPK,'A',0,'C',0);//出信号立即反手,K线走完复核
CHECKSIG_MIN(SPK,'A',0,'C',0);//出信号立即反手,K线走完复核
老师,我用双均线回测数据,用固定40%的仓位交易,但是连续回撤太大,我想加入赢冲输缩的概念,不知道怎么写,能帮我优化一下思路吗?
S3:=20;//方向参数
MA2:(EMA(C,S2)+MA(C,S2))/2;
MA3:(EMA(C,S3)+MA(C,S3))/2;
CROSSUP(MA2,MA3),BPK;//10均上穿20均开多单
//CROSSDOWN(MA2,MA3),SP;//10均下穿20均平多单
CROSSDOWN(MA2,MA3),SPK;//10均下穿20均开空单
//CROSSUP(MA2,MA3),BP;//10均上穿20均平空单
SETDEALPERCENT(40);
AUTOFILTER;
//CHECKSIG_MIN(BK,'A',0,'C',0);//出信号立即下多单,K线走完复核
//CHECKSIG_MIN(SK,'A',0,'C',0);//出信号立即下空单,K线走完复核
//CHECKSIG_MIN(BP,'A',0,'C',0);//出信号立即平空单,K线走完复核
//CHECKSIG_MIN(SP,'A',0,'C',0);//出信号立即平多单,K线走完复核
CHECKSIG_MIN(BPK,'A',0,'C',0);//出信号立即反手,K线走完复核
CHECKSIG_MIN(SPK,'A',0,'C',0);//出信号立即反手,K线走完复核
T2:=1040000;
T3:=1120000;
T4:=1240000;
T5:=1400000;
T6:=1600000;
T7:=1840000;
T8:=2000000;
SS:=MONEYTOT*0.2/(C*UNIT*MARGIN);
SS1:=200000/(C*UNIT*MARGIN);
SS2:=400000/(C*UNIT*MARGIN);
SS3:=600000/(C*UNIT*MARGIN);
SS4:=800000/(C*UNIT*MARGIN);
SS5:=1000000/(C*UNIT*MARGIN);
SS6:=1200000/(C*UNIT*MARGIN);
SS7:=1400000/(C*UNIT*MARGIN);
SS8:=1400000/(C*UNIT*MARGIN);
S1:=75;//短线参数
S2:=10;//波段参数
S3:=20;//方向参数
短线:=(EMA(C,S1)+MA(C,S1))/2;
MA2:(EMA(C,S2)+MA(C,S2))/2;
MA3:(EMA(C,S3)+MA(C,S3))/2;
//10均上穿20均开多单
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT<T1,BK(SS);
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT>=T1 && MONEYTOT<T2 ,BK(SS1);
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT>=T2 && MONEYTOT<T3 ,BK(SS2);
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT>=T3 && MONEYTOT<T4 ,BK(SS3);
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT>=T4 && MONEYTOT<T5 ,BK(SS4);
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT>=T5 && MONEYTOT<T6 ,BK(SS5);
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT>=T6 && MONEYTOT<T7 ,BK(SS6);
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT>=T7 && MONEYTOT<T8,BK(SS7);
CROSSUP(MA2,MA3) && BKVOL=0 && MONEYTOT>T8,BK(SS);
CROSSDOWN(MA2,MA3),SP(BKVOL);//10均下穿20均平多单
//10均下穿20均开空单
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT<T1,SK(SS);
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT>=T1 && MONEYTOT<T2 ,SK(SS1);
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT>=T2 && MONEYTOT<T3 ,SK(SS2);
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT>=T3 && MONEYTOT<T4 ,SK(SS3);
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT>=T4 && MONEYTOT<T5 ,SK(SS4);
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT>=T5 && MONEYTOT<T6 ,SK(SS5);
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT>=T6 && MONEYTOT<T7 ,SK(SS6);
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT>=T7 && MONEYTOT<T8,SK(SS7);
CROSSDOWN(MA2,MA3) && SKVOL=0 && MONEYTOT>T8,SK(SS);
CROSSUP(MA2,MA3),BP(SKVOL);//10均上穿20均平空单
CHECKSIG_MIN(BK,'A',0,'D',0);//出信号立即下多单,K线走完复核
CHECKSIG_MIN(SK,'A',0,'D',0);//出信号立即下空单,K线走完复核
CHECKSIG_MIN(BP,'A',0,'D',0);//出信号立即平空单,K线走完复核
CHECKSIG_MIN(SP,'A',0,'D',0);//出信号立即平多单,K线走完复核