理念是:在开盘价的1.002倍之下出现死叉时,如果5日均量大于10日均量方可平仓,但此处不满足,仍然平仓了,是什么原因。代码:76-79行。
你上面图几分几秒你也不说
如果是这个信号
那么是这句平的,跟你说的1.002没有关系
逆解交叉点值那行,分母EFast-ESLow,如果遇到二者相等时,分母为0,会不会逻辑错误,该怎么克服。
//------------------------------------------------------------------------------------------------------------
// 简称: L_DualMoveing
// 入场: 1、以5、10周期均线金叉为入场点,点位为逆解点值和开盘价的较大的点位;
// 2、如果前一根K线盘中死叉,但收盘未死叉,出现假死叉,则开盘补回仓位;
// 3、如果前一根K线均线空头排列,当根K线成交量大于5周期均量,且价格向上突破前一根K线10周期均线价格时,盘中开仓。
// 出场: 1、以近20周期最低点*0.998为止损;
// 2、如果死叉点小于等于开仓点位*1.002,需5、10周期均量线金叉,可平仓;
// 3、如果死叉点大于开仓点位*1.002,平仓;
// 4、如果出现前一根K线盘中金叉、收盘未金叉,开盘平仓。
// 5、如果前一根K线均线多头排列,当根K线成交量大于5周期均量,且价格向下突破前一根K线10周期均线价格时,盘中平仓。
//--------------------------------------------------------------------------------------------------------------
Params
Numeric EFast(5); //短均线周期参数
Numeric ESlow(10); //长均线周期参数
Numeric StopLength(5); //止损统计周期数
Numeric PostionLots(1);//头寸
Vars
Series<Numeric> MAEFast; //短均线
Series<Numeric> MAESlow; //长均线
Series<Numeric> MAVOLEFast; //短均量
Series<Numeric> MAVOLESlow; //长均量
Series<Numeric> Opint1; // 逆解交叉点值
Series<Numeric> AvgTR;
Series<Numeric> PreProtectStopPrice; //保护性止损价初值
Series<Numeric> ProtectStopPrice; //保护性止损价
Series<Numeric> PreTrailStopPrice; //跟踪性止损价初值
Series<Numeric> TrailStopPrice; //跟踪性止损价
Series<Numeric> PreMyEntryPrice; // 开仓价格初赋值
Series<Numeric> MyEntryPrice; // 开仓价格
Series<stringString> CROSSdown; // 开仓价格
Events
OnBar(ArrayRef<Integer> indexs)
{
MAEFast = Average(Close, EFast); //短均线
MAESlow = Average(Close, ESlow); //长均线
MAVOLEFast = Average(Vol,EFast); //短均量
MAVOLESlow = Average(Vol,ESlow);//长均量
Opint1 = ((ESlow - 1) * Average(Close[1], ESlow - 1) * EFast - (EFast - 1) * Average(Close[1], EFast - 1) * ESlow) / (ESlow - EFast); //逆解交叉点值
PreProtectStopPrice = Lowest(Low[1],StopLength) * 0.998;
TrailStopPrice = Highest(High[1],StopLength) * 1.002;
PreMyEntryPrice = Max(Open,opint1);
Range[0:DataSourceSize() - 1]
{
PlotNumeric("MAEFast", MAEFast);
PlotNumeric("MAESlow", MAESlow);
}
If(MarketPosition <> 1 and MAEFast[1]<MAESlow[1] and High >= Opint1) //金叉
{
Buy(PostionLots, Max(Open, Opint1)); //金叉开多单
ProtectStopPrice = PreProtectStopPrice;
MyEntryPrice = PreMyEntryPrice;
}
If(MarketPosition <> 1 And Low[1] <= Opint1[1] And Close[1] >= Opint1[1] And High >= Opint1) //过滤假死叉(考虑收盘价最低的情况)
{
Buy(PostionLots, Max(Open, Opint1));
ProtectStopPrice = PreProtectStopPrice;
MyEntryPrice = PreMyEntryPrice;
}
If(MarketPosition == 1 And BarsSinceEntry > 0)
{
If(Low <= ProtectStopPrice)
{
Sell(PostionLots, ProtectStopPrice); //止损
}
If(Low > ProtectStopPrice And MAEFast[1] > MAESlow[1] And Low < Opint1) //死叉
{
If(Opint1 <= MyEntryPrice * 1.002 And MAVOLEFast > MAVOLESlow)
{
Sell(PostionLots, Min(Open, Opint1));
PlotString("横盘死叉",CROSSdown,high,blue);
}
If(Opint1 > MyEntryPrice * 1.002)
{
Sell(PostionLots, Min(Open, Opint1));
}
}
If(High[1] >= Opint1[1] And Close[1] < Opint1[1] And Low <= Opint1) //过滤假金叉
{
Sell(PostionLots, Min(Open, opint1));
}
}
}
//------------------------------------------------------------------------
// 编译版本 2025/3/28 202727
// 版权所有 winter110
// 更改声明 TradeBlazer Software保留对TradeBlazer平台