河西区做网站的公司,南京网站设南京网站设计计,网站建设流程视频,视频网站 如何做seo策略名称#xff1a;均线选股策略策略说明#xff1a;对沪深300全市场扫描买入条件#xff1a;1 短均线大于长均线2 最近N个交易日短均线大于长均线的次数满足某个阈值3 当前交易日的长均线值处于某个高位出场条件#xff1a;止损#xff1a;价格跌破入场价的一定百分比止…策略名称均线选股策略策略说明对沪深300全市场扫描买入条件1 短均线大于长均线2 最近N个交易日短均线大于长均线的次数满足某个阈值3 当前交易日的长均线值处于某个高位出场条件止损价格跌破入场价的一定百分比止盈价格高出入场价的一定百分比回测曲线(由Auto-Trader提供回测报告)2017-3-17 10:59:44 上传下载附件 (64.98 KB)策略代码function MATrading(ShareNum,Freq,N1,N2)global s;%获取账户句柄targetList traderGetTargetList(); %获取交易标的句柄HandleList traderGetHandleList();pctloss0.05;pctprofit0.2;pctclose0.02;lags25;for j1:length(targetList) [time,open,high,low,close,volume,turnover,openinterest] traderGetKData(targetList(j).Market,targetList(j).Code,day,Freq, -lags, 0,false,FWard); if length(close)MAl(end); asum( MAs(end-N11:end-1) MAl(end-N11:end-1) ); opencon2(a0); opencon3(MAl(end)/MAl(end-1))0.995; opencon4close(end-1)0.9*max(high(end-10:end-1)); %% 开仓 if mp0 opencon1 opencon2 opencon3 opencon4 OrderIDtraderDirectBuy(HandleList(1),targetList(j).Market,targetList(j).Code,ShareNum,0,market,1); s(j).openpricetraderOrderFilledPrice(HandleList(1),OrderID); end %% 平仓条件 closecon1close(end)(1pctprofit)*(s(j).openprice); b(max(high(end-N11:end))-min(low(end-N11:end)))/mean(close(end-N1:end)); closecon3b0 closecon1 closecon2 closecon3 traderPositionTo(HandleList(1),targetList(j).Market,targetList(j).Code,0,0,market,1); s(j).openprice0; endend更多免费策略代码下载请登录DigQuant社区-策略资源下载~
