{交易系统公式:草船借箭 (英华选股1) 缺省周期:日线
参数描述: N(5,15,7,1)N1(5,15,13,1)P1(6,7,6,1)
多头买入:次周期开盘价 多头卖出:次周期开盘价 }
Var1:=EMA(EMA(EMA(C ,N),N),N);
VAR2:=(Var1-REF(Var1,1))/REF(Var1,1);
VAR3:=MA(VAR2,N1);
VAR4:=CROSS(VAR2,VAR3) AND VAR2<-0.003;
var15:=SUM(VOL ,5 )/CAPITAL>0.40 OR SUM(VOL ,4 )/CAPITAL>0.35 OR
SUM(VOL ,3 )/CAPITAL>0.30 OR SUM(VOL ,2 )/CAPITAL>0.25 OR
SUM(VOL ,1 )/CAPITAL>0.175 AND CLOSE*0.95
VAR5:=CROSS(VAR3,VAR2) AND BARSSINCE(CLOSE )>9 AND VAR2>0.002
OR var15;
VAR6:=BARSLAST(VAR4 );
VAR7:=BARSLAST(VAR5 );
VAR8:=VAR6-VAR7;
VAR9:=BARSSINCE(VAR4 );
VAR10:=BARSSINCE(VAR5);
VAR12:=REF(VAR8,1)>0 OR VAR9=0;
VAR13:=REF(VAR8,1)<0 OR VAR10=0;
VAR14:=VAR2<-0.007 AND VAR2>=REF(VAR2,1) OR VAR12;
{多头买入} ENTERLONG: VAR4 AND VAR14;
{多头卖出} EXITLONG:VAR5 AND VAR13 OR EMA(WINNER(CLOSE*(100-P1)/100)*100,10)>85*60;