關于加倉減倉問題

比如ma（c，5）和ma（c，10）和ma（c，30）三根線

開多
收盤價高于一根均線就加倉一次

每低于一根線就減倉一次，直到holding=0.

開空

收盤價低于一根均線就加倉一次

每高于一根線就減倉一次，直到holding=0.


 

ma5:ma(c,5);
ma10:ma(c,10);
ma30:ma(c,30);
//開多
if holding<=0 and c>ma5 and c<ma10 and c<ma30,then begin
sellshort(1,3,market);
buy(1,1,market);
end
//多加倉
if holding=1 and c>ma5 and c>ma10 and c<ma30 then buy(1,1,market);
if holding=2 and c>ma5 and c>ma10 and c>ma30 then buy(1,1,market);
if holding=-1 and c>ma5 and c>ma10 and c>ma30 then buy(1,3,market);
//平多加倉
if holding=2 and c>ma5 and c<ma10 and c<ma30 then sell(1,1,market);

//開空
if (holding=3 or holding=0) and c>ma5 and c>ma10 and c<ma30 then BEGIN
sell(1,3,market);
buyshort(1,1,market);
end
//空加倉
if holding=-1 and c>ma5 and c<ma10 and c<ma30 then buyshort(1,1,market);
if holding=-2 and c<ma5 and c<ma10 and c<ma30 then buyshort(1,1,market);
if holding=1 and c<ma5 and c<ma10 and c<ma30 then buyshort(1,3,market);
//平空加倉
if holding=-2 and c>ma5 and c<ma10 and c<ma30 then sellshort(1,1,market);