Name
麦语言网格策略
Author
a8269917
Strategy Arguments
Argument | Default | Description |
---|---|---|
ktkc | 10 | 空头起始仓位 |
dtkc | false | 多头起始仓位 |
y | 0.02 | 盈利减仓距离 |
s | 0.02 | 亏损加仓距离 |
jia | true | 亏损加仓数量 |
jian | true | 盈利减仓数量 |
Source (MyLanguage)
VARIABLE:V1:1;
IF dtkc>0 AND BKVOL=0 THEN BEGIN 1,BK(dtkc);V1:C;INFO(1,V1);END
IF ktkc>0 AND SKVOL=0 THEN BEGIN 1,SK(ktkc);V1:C;INFO(1,V1);END
IF BKVOL>0 AND C>V1/(1-y) THEN BEGIN 1,SP(jian);V1:C;INFO(1,V1);END
IF BKVOL>0 AND C<V1*(1-s) THEN BEGIN 1,BK(jia);V1:C;INFO(1,V1);END
IF SKVOL>0 AND C<V1/(1+y) THEN BEGIN 1,BP(jian);V1:C;INFO(1,V1);END
IF SKVOL>0 AND C>V1*(1+s) THEN BEGIN 1,SK(jia);V1:C;INFO(1,V1);END
MULTSIG(0,0,60,0);
TRADE_AGAIN(1000);
Detail
https://www.fmz.com/strategy/142701
Last Modified
2019-06-21 23:07:47