这是一个自适应均线的策略,求教其中一个价格怎么写?谢谢大家
这是一个自适应均线的策略,求教其中的买开价,买平价,卖开价,买平价应该写什么?才不会偷价,更符合实盘,就是公式里打问号那里,谢谢你们。Params Numeric EffRatioLength(10); //自适应周期 Numeric FastAvgLength(2); //短周期 Numeric SlowAvgLength(30); //长周期 Numeric Length(20,5,40,1); Numeric Percent(0.1);Vars Series<Numeric> AMA; Numeric Filter; Events OnBar(ArrayRef<Integer> indexs) { AMA = AdaptiveMovAvg((High + Low + Close)/3,EffRatioLength,FastAvgLength,SlowAvgLength); PlotNumeric(\"AdpMa\",AMA); Filter = Percent*StandardDev(AMA - AMA[1],Length,2); If( MarketPosition <> 1 And (((AMA[1] - AMA[2]) > Filter) Or ((AMA[1] - AMA[3]) > Filter) Or ((AMA[1] - AMA[4]) > Filter))) { Buy(1, ?); } If(MarketPosition == 1 And BarsSinceEntry >= 1 And (((AMA[2] - AMA[1]) > Filter) Or ((AMA[3] - AMA[1]) > Filter) Or ((AMA[4] - AMA[1]) > Filter))) { Sell(1, ? ); } If( MarketPosition <> -1 And (((AMA[2] - AMA[1]) > Filter) Or ((AMA[3] - AMA[1]) > Filter) Or ((AMA[4] - AMA[1]) > Filter))) { SellShort(1, ? ); } If(MarketPosition == -1 And BarsSinceEntry >= 1 And (((AMA[1] - AMA[2]) > Filter) Or ((AMA[1] - AMA[3]) > Filter) Or ((AMA[1] - AMA[4]) > Filter))) { BuyToCover(1, ? ); } }