[量化交易策略]CTA策略集合 趋势2

MA30:MA(C,30);

MA60:MA(C,60);

H1:=HV(H,100);

L1:=LV(L,100);

HH:=BARSLAST(MA30>REF(MA30,1) AND MA60>REF(MA60,1) AND  CROSS(C,H1));

LL:=BARSLAST(MA30<REF(MA30,1) AND MA60<REF(MA60,1)  AND  CROSSDOWN(C,L1));

HH<=100 AND CROSS(MA60,C) AND MA30>MA60 ,BK;

LL<=100 AND CROSS(C,MA60) AND MA30<MA60,SK;

C<BKHIGH-50,SP;//移动止损

C>SKLOW+50,BP;

C>=BKPRICE+200 ,SP;//多止盈

SKPRICE-200>=C,BP;//空止赢

SETSIGPRICETYPE(BPK,LIMIT_ORDER);

SETSIGPRICETYPE(SPK,LIMIT_ORDER);

SETSIGPRICETYPE(BK,LIMIT_ORDER);

SETSIGPRICETYPE(SK,LIMIT_ORDER);

SETSIGPRICETYPE(BP,LIMIT_ORDER);

SETSIGPRICETYPE(SP,LIMIT_ORDER);

CLOSEKLINE(1,30);

AUTOFILTER;