[量化策略 文华T8]均线多空排列能盈利吗

N1:=26;

TR :=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

ATR :=MA(TR,N1);

ATR1 :=MA(TR,N1)/REF(MA(TR,N1),1)*100*0.5;

//ATR指标

TC:INTPART((MONEYTOT*0.02/(UNIT*ATR))),NODRAW;

MA1:=MA(CLOSE,5);

MA2:=MA(CLOSE,10);

MA3:=MA(CLOSE,20);

MA4:=MA(CLOSE,40);

MA5:=MA(CLOSE,60);

MA1>MA2 AND MA2>MA3 AND MA3>MA4 AND MA4>MA5 ,BK(TC);

MA1<MA2 OR MA2<MA3  OR MA3<MA4  OR MA4<MA5  ,SP(BKVOL);

MA1<MA2 AND MA2<MA3 AND MA3<MA4 AND MA4<MA5,SK(TC);

MA1>MA2 OR MA2>MA3  OR MA3>MA4  OR MA4>MA5 ,BP(SKVOL);

SETSIGPRICETYPE(BPK,LIMIT_ORDER);

SETSIGPRICETYPE(SPK,LIMIT_ORDER);

SETSIGPRICETYPE(BK,LIMIT_ORDER);

SETSIGPRICETYPE(SK,LIMIT_ORDER);

SETSIGPRICETYPE(BP,LIMIT_ORDER);

SETSIGPRICETYPE(SP,LIMIT_ORDER);

TRADE_OTHER(‘AUTO’);