Sar的一个策略
// 定义变量NumericSeries sarValue; // 用于存储SAR指标的值Numeric Lots = 1; // 交易手数,可根据需求修改// 计算SAR指标sarValue = SAR();// 交易信号判断// 当价格上穿SAR指标,平空仓并开多仓If(MarketPosition == -1 And Close[1] <= sarValue[1] And Close > sarValue){ BuyToCover(Lots, Open); Buy(Lots, Open);}// 当价格下穿SAR指标,平多仓并开空仓Else If(MarketPosition == 1 And Close[1] >= sarValue[1] And Close < sarValue){ Sell(Lots, Open); SellShort(Lots, Open);}// 如果没有持仓,当价格上穿SAR指标开多仓Else If(MarketPosition == 0 And Close[1] <= sarValue[1] And Close > sarValue){ Buy(Lots, Open);}// 如果没有持仓,当价格下穿SAR指标开空仓Else If(MarketPosition == 0 And Close[1] >= sarValue[1] And Close < sarValue){ SellShort(Lots, Open);}