在趋势中不断加仓的螺纹钢期货模型,(源代码) MA1:MA(CLOSE,30); MA2:MA(CLOSE,60); MA3:MA(CLOSE,120); //MA1上穿MA2 且MA2走平或大于前值, //开仓10,MA2上穿MA3 且MA3走平或大于前值,加仓20 CROSS(MA1,MA2) AND MA2>=REF(MA2,1),BK(1); CROSS(MA1,MA2) AND MA2>=REF(MA2,1),BP(1); CROSS(MA2,MA3) AND MA3>=REF(MA3,1),BK(1); CROSS(MA2,MA3) AND MA3>=REF(MA3,1),BP(1); CROSS(MA2,MA1) AND MA2<> CROSS(MA2,MA1) AND MA2<> CROSS(MA3,MA2) AND MA3<> CROSS(MA3,MA2) AND MA3<> 最终收益,数据, 资金曲线, |
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