均线和形态高低点突破系统-同花顺指标公式量化策略代码

同花顺指标公式量化地址

http://quant.10jqka.com.cn/view/backtest/indexstrategy

N:=BARSLAST(DATE<>REF(DATE,1))+1;
LOTS:=ROUND(400000/CLOSE/100)*100;

AVGLENGTH:=5;
AVGDISPLACE:=5;
VALIDBARS2:=5;
VALIDBARS1:=5;
VALIDBARS3:=5;
TRAILSBARS:=5;

MA1:=MA(CLOSE,AVGLENGTH);
DMA1:=REF(MA1,AVGDISPLACE);

CONCROSSOVER:=CROSS(CLOSE,DMA1);
CONCROSSUNDER:=CROSS(DMA1,CLOSE);

BARSLASTCRSUND:=BARSLAST(CONCROSSUNDER=1);

BARSSECCRSOVR:=BARSLAST(CONCROSSOVER=1);
BARSFSTCRSOVR:=BARSSECCRSOVR+REF(BARSLAST(CONCROSSOVER=1),BARSSECCRSOVR);

BARSLASTCRSOVR:=BARSLAST(CONCROSSOVER=1);

BARSSECCRSUND:=BARSLAST(CONCROSSUNDER=1);
BARSFSTCRSUND:=BARSSECCRSUND+REF(BARSLAST(CONCROSSUNDER=1),BARSSECCRSUND);

TJ:=CONCROSSOVER AND (BARSLASTCRSUND-BARSSECCRSOVR)<=VALIDBARS2 AND BARSFSTCRSOVR-BARSLASTCRSUND<=VALIDBARS1;
TJ1:=CONCROSSUNDER AND (BARSLASTCRSOVR-BARSSECCRSUND)<=VALIDBARS2 AND BARSFSTCRSUND-BARSLASTCRSOVR<=VALIDBARS1;

REVERSALPRICE:=REF(DMA1,1)-0.01;
TRAILSTOPPRICE:=LLV(REF(LOW,1),TRAILSBARS);
REVERSALPRICE1:=REF(DMA1,1)+0.01;
TRAILSTOPPRICE1:=HHV(REF(H,1),TRAILSBARS);

BUYSIG:=TJ AND 0<=VALIDBARS3 AND VOL>0;
SELLSIG:=VOL>0 AND LOW<=MAX(REVERSALPRICE,TRAILSTOPPRICE);

IF (BUYSIG AND HOLDING=0){
    BUY(LOTS);
}
IF (SELLSIG AND AVHOLDING>0){
    SELL(AVHOLDING);
}