【就市论市】新的程序化交易公式(09.09.08)

仅用了一晚上加一早晨,新的程序化交易模型就写好了,真有成就感。记录一下:

MA1:=MA(CLOSE,M1);
MA2:=MA(CLOSE,M2);
MA3:=MA(CLOSE,M3);

MA1>MA2&&CROSS(LOW,MA1)&&CROSS(CLOSE,MA3),BK;
MA2>MA1&&CROSS(LOW,MA2)&&CROSS(CLOSE,MA3),BK;

MA1>MA2&&CROSS(LOW,MA1)&&CLOSE>MA3,BK;
MA2>MA1&&CROSS(LOW,MA2)&&CLOSE>MA3,BK;

MA1>MA2&&LOW>MA1&&CROSS(CLOSE,MA3),BK;
MA2>MA1&&LOW>MA2&&CROSS(CLOSE,MA3),BK;

MA1>MA2&&CROSS(MA1,OPEN)&&CROSS(MA1,CLOSE),SP;
MA1>MA2&&CROSS(MA1,OPEN)&&CLOSE<MA1,SP;
MA1>MA2&&CROSS(MA1,CLOSE)&&OPEN<MA1,SP;

MA2>MA1&&CROSS(MA2,OPEN)&&CROSS(MA2,CLOSE),SP;
MA2>MA1&&CROSS(MA2,OPEN)&&CLOSE<MA2,SP;
MA2>MA1&&CROSS(MA2,CLOSE)&&OPEN<MA2,SP;

MA1<MA2&&CROSS(MA1,HIGH)&&CROSS(MA3,CLOSE),SK;
MA2<MA1&&CROSS(MA2,HIGH)&&CROSS(MA3,CLOSE),SK;

MA1<MA2&&CROSS(MA1,HIGH)&&CLOSE<MA3,SK;
MA2<MA1&&CROSS(MA2,HIGH)&&CLOSE<MA3,SK;

MA1<MA2&&HIGH<MA1&&CROSS(MA3,CLOSE),SK;
MA2<MA1&&HIGH<MA2&&CROSS(MA3,CLOSE),SK;

MA1<MA2&&CROSS(OPEN,MA1)&&CROSS(CLOSE,MA1),BP;
MA1<MA2&&CROSS(CLOSE,MA1)&&OPEN>MA1,BP;
MA1<MA2&&CROSS(OPEN,MA1)&&CLOSE>MA1,BP;

MA2<MA1&&CROSS(OPEN,MA2)&&CROSS(CLOSE,MA2),BP;
MA2<MA1&&CROSS(CLOSE,MA2)&&OPEN>MA2,BP;
MA2<MA1&&CROSS(OPEN,MA2)&&CLOSE>MA2,BP;

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