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[原創(chuàng)]三層濾網(wǎng)
 

模型策略源碼：//三層濾網(wǎng) //第一層:上一根15分鐘K線對(duì)應(yīng)的macd值>=0為多頭，<0為空頭. //第二層:上一根5分鐘K線對(duì)應(yīng)的macd 值>=0為多頭,<0 為空頭 //第三層:1分鐘當(dāng)前K線對(duì)應(yīng)macd值>=0為多頭,<0為空頭 //開(kāi)多：三層濾網(wǎng)均為多頭開(kāi)多. //平多:第二，三層濾網(wǎng)為空時(shí)平多 //開(kāi)空:三層濾網(wǎng)均為空頭開(kāi)空 //平空:第二,三層濾網(wǎng)為多頭時(shí)平空 //09:25后才開(kāi)始開(kāi)倉(cāng),14：40后停止開(kāi)新倉(cāng) //15:05后尾盤(pán)強(qiáng)制平倉(cāng) //level1 macd15:"macd.macd1##min15",linethick0; //level2 www.kzuj.com.cn macd5:"macd.macd1##min5",linethick0; //level3 www.cxh99.om macd:"macd.macd1",linethick0; long:=macd15>=0 and macd5>=0 and macd>=0; longend:=macd5<0 and macd<0; short:=macd15<0 and macd5<0 and macd<0; shortend:=macd5>=0 and macd>=0; t1:=time>=092500 and time<=144000; t2:=time>=150500; //www.kzuj.com.cn if holding>0 and longend then sell(1,1,thisclose); if holding<0 and shortend then sellshort(1,1,thisclose); if holding=0 and t1 then begin buy(long,1,thisclose); buyshort(short,1,thisclose); end if t2 then begin sell(holding>0,1,thisclose); sellshort(holding<0,1,thisclose); end
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