//------------------------------------------------------------------------
// 简称: L_CrossCycleDualEmaMa
// 名称: 跨周期混合双均线多头策略
// 类别: 策略应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
    Numeric LengthFast0(5);//5分钟短周期参数
    Numeric LengthSlow0(20);//5分钟长周期参数
    Numeric LengthFast1(5);//日线短周期参数
    Numeric LengthSlow1(10);//日线长周期参数
    Numeric MinPositionLots(1);
    
Vars
    Series<Numeric> EMAFast0;
    Series<Numeric> MASlow0;
    Series<Numeric> MAFast1;
    Series<Numeric> MASlow1;
    Series<Numeric> FundPositionLots;  
    
Events
    
    OnInit()
    {
        Range[0:DataCount - 1]
        {
            AddDataFlag(Enum_Data_RolloverBackWard());   //设置后复权
            AddDataFlag(Enum_Data_RolloverRealPrice());  //真实价格
            AddDataFlag(Enum_Data_AutoSwapPosition());  //自动换仓
            AddDataFlag(Enum_Data_IgnoreSwapSignalCalc());  //忽略换仓信号计算
        } 
        
    }
   
    OnBar(ArrayRef<Integer> indexs)
    {
        EMAFast0 = Average(Close, LengthFast0);
        MASlow0 = XAverage(Close, LengthSlow0);
        
    
        Data1.MAFast1 = Data1.Average(Data1.Close, LengthFast1);
        Data1.MASlow1 = Data1.Average(Data1.Close, LengthSlow1);
        
        PlotNumeric("EMAFast0",EMAFast0);
        PlotNumeric("MASlow0",MASlow0);  
        Data1.PlotNumeric("Data1.MAFast1",Data1.MAFast1);
        Data1.PlotNumeric("Data1.MASlow1",Data1.MASlow1);
    
        If(MarketPosition <> 1 And Data1.MAFast1[1] >= Data1.MASlow1[1] And EMAFast0[2] < MASlow0[2] And EMAFast0[2] >= MASlow0[1])
        {
            FundPositionLots = 2 * MinPositionLots;
            Buy(FundPositionLots, Open);
        }
    
        If(MarketPosition <> 1 And Data1.MAFast1[1] < Data1.MASlow1[1] And EMAFast0[2] < MASlow0[2] And EMAFast0[2] >= MASlow0[1])
        {
            FundPositionLots = MinPositionLots;
            Buy(FundPositionLots, Open);
        }
    
       If(MarketPosition == 1 And EMAFast0[2] >= MASlow0[2] And EMAFast0[2] < MASlow0[1])
        {
            Sell(FundPositionLots, Open);
        }
    }

//------------------------------------------------------------------------
// 编译版本    2025/11/6 190428
// 版权所有    winter110
// 更改声明    TradeBlazer Software保留对TradeBlazer平台
//            每一版本的TradeBlazer策略修改和重写的权利
//------------------------------------------------------------------------