Jimmy研究室

用一條移動平均線(9天期)

程式碼:

inputs: Price( Close ), Length( 9 ), ConfirmBars( 1 ),stoppoint(100),profitpoint(500);

variables: var0( 0 ) ;

condition1 = Price > AverageFC( Price, Length ) ;

if condition1 then

       var0 = var0 + 1

else

       var0 = 0 ;

condition1 = CurrentBar > ConfirmBars and var0 = ConfirmBars ;

if condition1 then                      

       Buy ( "MACrossLE" ) next bar at market ;

condition2 = Price < AverageFC( Price, Length ) ;

if condition2 then

       var0 = var0 + 1

else

       var0 = 0 ;

condition2 = CurrentBar > ConfirmBars and var0 = ConfirmBars ;

if condition2 then                      

       Sell Short ( "MACrossSE" ) next bar at market ;

if marketposition<0  then begin

 buytocover next bar entryprice+stoppoint stop;

 buytocover next bar entryprice-profitpoint limit;

       end;

if marketposition>0  then begin

 sell next bar entryprice-stoppoint stop;

 sell next bar entryprice+profitpoint limit;

 end;

績效: 回測2001~2011，一口單!