文华SARLINE资金管理交易模型（本模型仅适用于 K线走完确认信号后下单 ）参数： M [ 5 ]源码：PARAM[N, 1, 100, 4]
PARAM[STEP, 0.01, 0.2, 0.02]
PARAM[MVALUE, 0.01, 1, 0.2]
SARLINE:SAR(N,STEP,MVALUE),CIRCLEDOT;
BKVOL=0 AND REF(SARLINE,1)>0 AND REF(SARLINE,2)<0 AND SARLINE>0,BK(5);
BKVOL=5 AND C>REF(C,BARSBK)+M,BK(2);//
BKVOL=7 AND C>REF(C,BARSBK)+M,BK(2);
BKVOL=9 AND C>REF(C,BARSBK)+M,BK(2);//程序化交易 www.88gs.com
BKVOL=5 AND ISLASTBK AND SARLINE<0,SP(5);
BKVOL=7 AND ISLASTBK AND SARLINE<0,SP(7);
BKVOL=9 AND ISLASTBK AND SARLINE<0,SP(9);
BKVOL=11 AND ISLASTBK AND SARLINE<0,SP(11);
SKVOL=0 AND REF(SARLINE,1)<0 AND REF(SARLINE,2)>0 AND SARLINE<0,SK(5);
SKVOL=5 AND C<REF(C,BARSSK)-M,SK(2);//
SKVOL=7 AND C<REF(C,BARSSK)-M,SK(2);
SKVOL=9 AND C<REF(C,BARSSK)-M,SK(2);
SKVOL=5 AND ISLASTSK AND SARLINE>0,BP(5);
SKVOL=7 AND ISLASTSK AND SARLINE>0,BP(7);
SKVOL=9 AND ISLASTSK AND SARLINE>0,BP(9);
SKVOL=11 AND ISLASTSK AND SARLINE>0,BP(11); |
