咨詢內(nèi)容:請(qǐng)教老師,我的思路是,5分鐘周期,開盤后向上動(dòng)力不足,反轉(zhuǎn)跌破開盤價(jià)做空,如果再次反轉(zhuǎn)超過當(dāng)日開盤到現(xiàn)在的最高價(jià),平空反多。 反義亦然。 A:=VALUEWHEN(TIME=092000,CLOSE);B:=VALUEWHEN(DATE<>REF(DATE,1),OPEN);ZG:HHV(HIGH,TODAYBAR);ZD:LLV(LOW,TODAYBAR); KD:=A<B AND CROSS(CLOSE,B) AND TIME<144500;PDKK:=CROSS(ZD,CLOSE) OR TIME>=144500;KK:=A>B AND CROSS(B,CLOSE) AND TIME<14450;PKKD:=CROSS(CLOSE,ZG) OR TIME>=144500; BUY(KD AND HOLDING=0,1,MARKET);SELL(PDKK AND HOLDING>0,HOLDING,MARKET);BUYSHORT(KK AND HOLDING=0,1,MARKET);SELLSHORT(PKKD AND HOLDING<0,HOLDING,MARKET);