/* 策略名称: HSIBANDSTRATEGY */
//参数设置
BIASPERIOD1:=6;
BIASPERIOD2:=12;
STOPLOSS:=25;
TAKEPROFIT:=30;
//计算基础指标
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;
JVALUE := J;
DIFF := EMA(CLOSE,12) – EMA(CLOSE,26);
DEA := EMA(DIFF,9);
MACDHIST:=2*(DIFF-DEA),COLORSTICK;
CURRENTBANDMACD := MACDHIST;
BIAS1 := (CLOSE – MA(CLOSE,BIASPERIOD1))/MA(CLOSE,BIASPERIOD1)*100;
BIAS2 := (CLOSE – MA(CLOSE,BIASPERIOD2))/MA(CLOSE,BIASPERIOD2)*100;
//交易时间判断
ISTRADINGTIME :=
(TIME >= 0932 AND TIME <= 1145) OR
(TIME >= 1302 AND TIME <= 1545) OR
(TIME >= 2140 AND TIME <= 2345);
//=== 多单信号条件 ===
CONDITIONLONG1 :=
CROSS(BIAS1,BIAS2) AND
BIAS1 > 0 AND
BIAS2 > REF(BIAS2,1) AND
MACDHIST > REF(MACDHIST,1);
CONDITIONLONG2 :=
BARSLAST(CROSS(BIAS1,BIAS2)) <= 3 AND
CLOSE < OPEN AND
BIAS1 > REF(BIAS1,1) AND
BIAS2 > REF(BIAS2,1) AND
MACDHIST > REF(MACDHIST,1);
//=== 空单信号条件 ===
CONDITIONSHORT1 :=
CROSS(BIAS1,BIAS2) AND
BIAS1 < 0 AND
BIAS2 < REF(BIAS2,1) AND
MACDHIST < REF(MACDHIST,1);
CONDITIONSHORT2 :=
BARSLAST(CROSSDOWN(BIAS1,BIAS2)) <= 3 AND
CLOSE > OPEN AND
BIAS1 < REF(BIAS1,1) AND
BIAS2 < REF(BIAS2,1) AND
MACDHIST < REF(MACDHIST,1);
//=== 多单信号生成 ===
ISTRADINGTIME AND (CONDITIONLONG1 OR CONDITIONLONG2) ,BK;
C<BKPRICE-STOPLOSS*MINPRICE,SP;
C>BKPRICE+TAKEPROFIT*MINPRICE,SP;
//=== 空单信号生成 ===
ISTRADINGTIME AND (CONDITIONSHORT1 OR CONDITIONSHORT2) ,SK;
C>SKPRICE+STOPLOSS*MINPRICE,BP;
C<SKPRICE-TAKEPROFIT*MINPRICE,BP;
AUTOFILTER;
