跨周期模型 (文华财经)

首先建立被引用指标，命名为CC，粘贴下面源码：

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;

K:=SMA(RSV,3,1);

D:=SMA(K,3,1);

J:=3*K-2*D;

JC:=CROSS(K,D);

SC:=CROSSDOWN(K,D);

N1:=K>D AND BARSLAST(JC)<9 AND VALUEWHEN(JC,BARSLAST(SC))>=6;

N2:=K>D AND BARSLAST(JC)<4 AND VALUEWHEN(JC,BARSLAST(SC))>=6;

P1:=K<D AND BARSLAST(SC)<9 AND VALUEWHEN(SC,BARSLAST(JC))>=6;

P2:=K<D AND BARSLAST(SC)<4 AND VALUEWHEN(SC,BARSLAST(JC))>=6;

然后建立主模型，加载到30分钟周期：

//定义变量

#IMPORT[WEEK,1,CC] AS VAR1

#IMPORT[DAY,1,CC] AS VAR2

#IMPORT[HOUR,4,CC] AS VAR3

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;

K:=SMA(RSV,3,1);

D:=SMA(K,3,1);

J:=3*K-2*D;

JC:=CROSS(K,D);

SC:=CROSSDOWN(K,D);

KK:=10000/(C*MARGIN*UNIT+FEE);

//做多策略

VAR1.N1 AND VAR2.N1 AND VAR3.N2 AND JC AND BARSLAST(SC)>3,BPK;

//做空策略

VAR1.P1 AND VAR2.P1 AND VAR3.P2 AND SC AND BARSLAST(JC)>3,SPK;

//设置

AUTOFILTER;

T_COMMAND(KK);