[MC源码] [策略分享] 趋势策略-三均线利剑
近来欧美股市的波动非常大啊,伊波拉病毒也蠢蠢欲动.....不知道会不会影响到咱们中国,也因此,策略天地在此介绍一个趋势型的策略,让读者们试试,策略优点主要在动态出场,进场随意写的,需要靠用户优化策略适用商品：ah' b- q$ f: e/ [
趋势性较好的商品。下图测试商品IF，3 min周期。- R. p; W, m% ~# h& C8 G' S' n7 n, e
原理如下:
此策略是根据短期及中长期均线确认行情方向，然后当行情突破近期高低点时进行趋势性开仓。
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出场停利用常用的三条均线作为出场条件，根据进场后的行情创新高跟新低的次数控制用哪条均线出场，好处是防止刚刚进场后激活短期均线，容易错失大的行情。
input:x(30),y(120),m(20),n(15);
var:ma1(close),ma2(close);
ma1=Average(close,x);
ma2=Average(close,y);
condition1=close>ma1 and ma1>ma2;
condition2=close<ma1 and ma1<ma2;
condition3=high > highest(high,m);
condition4=low <lowest(low,n);
//以上定义变量跟参数，对进场条件进行定义
if marketposition=0 and condition1 and condition3 then buy next bar at market;
//判断进场条件
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input:f1(10),f2(20),f3(30),stp(11);
var:av1(0),av2(0),av3(0),position(0),stH(0),Hct(0),stl(0),lct(0);
av1 = average(close, f1);
av2 = average(close, f2);
av3 = average(close, f3);
position = marketposition;
//定义常用的三条移动平均线
if position =1 and position =0 then begin
stH = high;
Hct =0;
end;
//进场后对第一个bar高点赋值
if position =1 and close > stH then begin
stH = high;
Hct = Hct +1;
end;
//后面对创新高时进行累加计算
if position =1 then begin
if Hct <3 then sell(\"begin stop\") next bar at entryprice - stp stop;
if Hct >=3 and Hct <6 then sell(\"30stop\") next bar at av3 stop;
if Hct >=6 and Hct <9 then sell(\"20stop\") next bar at av2 stop;
if Hct >=9 then sell (\"10stop\") next bar at av1 stop;
end;
//当有持仓时，累加值作为激活某条均线的出场条件，有长期均线激活开始，这样可以防止进场后快速被洗出来。
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if marketposition=0 and condition2 and condition4 then sellshort next bar at market;
if position =-1 and position =0 then begin
stl = low;
lct =0;
end;
if position =-1 and close < stl then begin
stl = low;
lct = lct +1;
end;
if position =-1 then begin
if lct <3 then buytocover(\"begin stop1\") next bar at entryprice + stp stop;
if lct >=3 and lct <6 then buytocover(\"30stop1\") next bar at av3 stop;
if lct >=6 and lct <9 then buytocover(\"20stop1\") next bar at av2 stop;
if lct >=9 then buytocover (\"10stop1\") next bar at av1 stop;
end;
//原理跟上面的多单进场出场条件判断一致，方向相反操作
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