同花顺压力支撑线交易系统-supermind指标量化策略代码

使用地址

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

同花顺压力支撑线交易系统

LOTS:=ROUND(500000/CLOSE/100,0)*100;
VAR1:=(2*CLOSE+HIGH+LOW+OPEN)/5;
VAR2:=LLV(LOW,34);
VAR3:=HHV(HIGH,34);
SK:=MA((VAR1-VAR2)/(VAR3-VAR2)*100,13);
SD:=MA(SK,3);
VAR4:=IF(CROSS(SK,SD),1,0);
VAR5:=IF(CROSS(SD,SK),1,0);
SELLSIG:=VAR5;
BUYSIG:=VAR4;
IF (BUYSIG AND HOLDING=0){
    BUY(LOTS);
}
IF (SELLSIG AND AVHOLDING>0){
    SELL(AVHOLDING);
}