是不是写错了,贴上去说:limitr 控制符只能用在交易系统控制语句中
input:k(0.7,0.1,1,0.1);
dist1:=barslast(day>ref(day,1))+1;
dist2:=ref(dist1,dist1);
predayhigh:=ref(hhv(high,dist2),dist1);
predaylow:=ref(llv(low,dist2),dist1);
predayclose:=ref(close,dist1);
predayrange:=max(predayhigh-predayclose,predayclose-predaylow);
dayopen:=ref(open,dist1-1);
upperband:=dayopen+k*predayrange;
lowerband:=dayopen-k*predayrange;
if holding=0 then begin
if high>=upperband then
buy(1,volunit,limitr,max(open,upperband));
end
if holding=0 then begin
if low<=lowerband then
buyshort(1,volunit,limitr,min(open,lowerband));
end
if holding>0 then begin
if low<=lowerband then begin
sell(1,holding,limitr,min(open,lowerband));
buyshort(1,volunit,limitr,min(open,lowerband));
end
if time>=closetime(0) then
sell(1,holding,limitr,close);
end
if holding<0 then begin
if high>=upperband then begin
sellshort(1,holding,limitr,max(open,upperband));
buy(1,volunit,limitr,max(open,upperband));
end
if time>=closetime(0) then
sellshort(1,holding,limitr,close);
end
资产:asset,noaxis,colorred,linethick2;
点击复制上述代码粘贴到公示管理器
源码解析:
输出INPUT:K(0.7,0.1,1,0.1)
DIST1赋值:上次日>昨日日距今天数+1
DIST2赋值:DIST1日前的DIST1
PREDAYHIGH赋值:DIST1日前的DIST2日内最高价的最高值
PREDAYLOW赋值:DIST1日前的DIST2日内最低价的最低值
PREDAYCLOSE赋值:DIST1日前的收盘价
PREDAYRANGE赋值:PREDAYHIGH-PREDAYCLOSE和PREDAYCLOSE-PREDAYLOW的较大值
DAYOPEN赋值:DIST1-1日前的开盘价
UPPERBAND赋值:DAYOPEN+K*PREDAYRANGE
LOWERBAND赋值:DAYOPEN-K*PREDAYRANGE
逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 最高价>=UPPERBAND THEN BUY(1,VOLUNIT,LIMITR,开盘价和UPPERBAND的较大值)
ENDIF HOLDING=0 THEN BEGIN 逻辑判断 最低价<=LOWERBAND THEN BUYSHORT(1,VOLUNIT,LIMITR,开盘价和LOWERBAND的较小值)
ENDIF HOLDING>0 THEN BEGIN 逻辑判断 最低价<=LOWERBAND THEN BEGIN SELL(1,HOLDING,LIMITR,开盘价和LOWERBAND的较小值)
BUYSHORT(1,VOLUNIT,LIMITR,开盘价和LOWERBAND的较小值)
END 逻辑判断 时间>=CLOSETIME(0) THEN SELL(1,HOLDING,LIMITR,收盘价)
ENDIF HOLDING<0 THEN BEGIN 逻辑判断 最高价>=UPPERBAND THEN BEGIN SELLSHORT(1,HOLDING,LIMITR,开盘价和UPPERBAND的较大值)
BUY(1,VOLUNIT,LIMITR,开盘价和UPPERBAND的较大值)
END 逻辑判断 时间>=CLOSETIME(0) THEN SELLSHORT(1,HOLDING,LIMITR,收盘价)
输出END资产:ASSET,NOAXIS,画红色,线宽为2
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