参考:
模型1:
TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR10 := MA(TR,10),COLORYELLOW;
ATR50 := MA(TR,50),COLORYELLOW;
ATR := MA(TR,26);
ATR10>=ATR50*1.25,BK;
C<BKHIGH-3*3*ATR,SP;
AUTOFILTER;
模型2:
TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR10 := MA(TR,10),COLORYELLOW;
ATR50 := MA(TR,50),COLORYELLOW;
ATR := MA(TR,26);
REF(C,5)-C<=3*ATR,BK;
C-REF(C,5)>=3*ATR,SP;
AUTOFILTER;
模型3:
TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR10 := MA(TR,10),COLORYELLOW;
ATR50 := MA(TR,50),COLORYELLOW;
ATR := MA(TR,26);
C-MA(C,40)>=2*ATR&&REF(C,8)-REF(C,1)<=2*ATR&&C-L>0.8*ATR,BK;
BKHIGH-3*ATR,SP
AUTOFILTER;
思路1、2参考:
STEP1:=2/100;
MVALUE1:=20/100;
SARLINE:=SAR(4,STEP1,MVALUE1),CIRCLEDOT;
MA5:MA(C,5);
MA10:MA(C,10);
C>HV(H,20)&&SARLINE>0&&CROSS(C,MA5),BK(1);
BKVOL>0&&CROSS(C,MA10),BK(1);
CROSSDOWN(SARLINE,0),SP(BKVOL);
C<LV(L,20)&&SARLINE<0&&CROSSDOWN(C,MA5),SK(1);
SKVOL>0&&CROSSDOWN(C,MA10),SK(1);
CROSS(SARLINE,0),BP(SKVOL);
思路3-6,需要用跨周期模型来实现,
思路3、4参考:
1、新建一个被引用指标,保存并命名为T
STEP1:=2/100;
MVALUE1:=20/100;
SARLINE:SAR(4,STEP1,MVALUE1),CIRCLEDOT;
TJ1:=SARLINE>0&&(1-SCALE)*V>0.51;
TJ2:=SARLINE<0&&SCALE*V>0.51;
TJ3:=SARLINE>0;
TJ4:=SARLINE<0;
MA5:MA(C,5);
MA10:MA(C,10);
2、跨周期主模型,可随意命名
#IMPORT[DAY,1,T] AS VAR
VAR.TJ1&&CROSS(C,SETTLE),BK;
C<LV(L,DAYBARPOS),SP;
BKHIGH>BKPRICE&&C<(BKHIGH-BKPRICE)*0.5,SP;
VAR.TJ2&&CROSSDOWN(C,SETTLE),SK;
C>HV(H,DAYBARPOS),BP;
SKLOW<SKPRICE&&C<(SKPRICE-SKLOW)*0.5,BP;
CLOSEMINUTE<=1,CLOSEOUT;
CLOSEKLINE(1,10);
AUTOFILTER;
思路5、6参考:
#IMPORT[DAY,1,T] AS VAR
VAR.TJ3&&(CROSS(C,VAR.MA5)||CROSS(C,VAR.MA10)),BK;
C<LV(L,DAYBARPOS),SP;
BKHIGH>BKPRICE&&C<(BKHIGH-BKPRICE)*0.5,SP;
VAR.TJ4&&(CROSSDOWN(C,VAR.MA5)||CROSSDOWN(C,VAR.MA10)),SK;
C>HV(H,DAYBARPOS),BP;
SKLOW<SKPRICE&&C<(SKPRICE-SKLOW)*0.5,BP;
CLOSEMINUTE<=1,CLOSEOUT;
CLOSEKLINE(1,10);
AUTOFILTER;
用CHECKSIG函数设置平仓信号立即下单,如下:
CHECKSIG(BP,'A',0,'C',0,0);//出信号立即下单,不复核
CHECKSIG(SP,'A',0,'C',0,0);//出信号立即下单,不复核

