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?來源:程序化99
?參考
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K:=2;
N:=BARSLAST(WEEKDAY<REF(WEEKDAY,1))+1;
MID :=? MA(CLOSE,26);
UPPER:= MID + K*STD(CLOSE,26);
LOWER:= MID - K*STD(CLOSE,26);
//系統空單
ENTERLONG:CROSS(CLOSE,LOWER)&&C<REF(LLV(L,N),N);
ENTERLONG,SPK;
C<=SKPRICE-40*MINPRICE||C>=SKPRICE+10*MINPRICE,BP;
//系統多單
EXITLONG:CROSS(CLOSE,UPPER)&&C>REF(HHV(H,N),N);
EXITLONG,BPK;
C>=BKPRICE+40*MINPRICE||C<=BKPRICE-10*MINPRICE,SP;
AUTOFILTER;