源代碼解說:(最下方可下載)測試商品:股指(IF),周期:3 min,單邊手續費100,測試時間2010.4.16-11.13,
var:mid(0),dkx(0),madkx(0);input:m(15),n(31),xx(72);
mid=(3*close+low+open+high)/6;//mid對開高低收進行加權計算
dkx=(20*mid+19*mid[1]+18*mid[2]+17*mid[3]+16*mid[4]+15*mid[5]+14*mid[6]+13*mid[7]+12*mid[8]+11*mid[9]+10*mid[10]+9*mid[11]+8*mid[12]+7*mid[13]+6*mid[14]+5*mid[15]+4*mid[16]+3*mid[17]+2*mid[18]+1*mid[20])/210;//多空線計算公式,安裝權重進行加權計算
madkx=Average(dkx,m);value1=Average(dkx,n);value2=Average(dkx,xx);//對多空線進行移動平均計算
if madkx > value1 and marketposition=0 and rsi(close,14)>=70 and close>madkx then buy ("BK")next bar at market;if marketposition=1 then sell ("sp") next bar at value2 stop;//當多空線快線大于慢線時并且持倉為0,此時RSI在超買區進行買入開倉,同時委托長期多空線移動平均出場
if madkx < value1 and marketposition=0 and rsi(close,14)<=30 and close<madkx then sellshort ("SK")next bar at market;if marketposition=-1 then buytocover ("bp")next bar at value2 stop;//當多空線快線小于慢線時并且持倉為0,此時RSI在超賣區進行賣出開倉,同時委托長期多空線移動平均出場 運行范例圖: