交易系统测试2.doc

沪深300成份股 AA:=IF(EXPMA(C,10)EXPMA(C,60),6,-6); BB:=IF(EXPMA(C,5)EXPMA(C,20),3,-3); WRSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100; WK:=SMA(WRSV,3,1); D:=SMA(WK,3,1); CC:=IF(CROSS(WK,D)WK20,1,0); CC2:=IF(CROSS(D,WK)WK80,-1,0); DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26); DEA := EMA(DIFF,9); MACD := 2*(DIFF-DEA); DD:=IF(CROSS(MACD,0),1,-1); BBI:=(MA(CLOSE,3)+MA(CLOSE,6)+MA(CLOSE,12)+MA(CLOSE,24))/4; EE:=IF(CBBI,1,-1); LC:=REF(CLOSE,1); RSI5:=SMA(MAX(CLOSE-LC,0),5,1)/SMA(ABS(CLOSE-LC),5,1)*100; RSI13:=SMA(MAX(CLOSE-LC,0),13,1)/SMA(ABS(CLOSE-LC),13,1)*100; FF:=IF(RSI5RSI13,1,-1); GG:=IF(CSAR(4,1,20),1,-1); RSV:=(HHV(HIGH,13)-CLOSE)/(HHV(HIGH,13)-LLV(LOW,13))*100; HH:=IF(SMA(RSV,3,1)=SMA(SMA(RSV,3,1),3,1),1,-1); PSY:=COUNT(CLOSEREF(CLOSE,1),12)/12*100; PSYMA:=MA(PSY,6); II:=IF(CROSS(MA(PSY,6),MA(PSY,10)),1,0); II2:=IF(CROSS(MA(PSY,10),MA(PSY,6)),-1,0); JJ:=IF(MA(CLOSE,10)=MA(MA(CLOSE,10),20),1,-1); 共振:=AA+BB+CC+CC2+DD+EE+FF+GG+HH+II+II2+JJ,LINETHICK5; 共振2:=MA(共振,10),LINETHICK5; {多头买入(买开)} ENTERLONG:CROSS(共振2,0) ; {多头卖出(卖平)} EXITLONG:CROSS(0,共振2) ; JJ:=IF(MA(AMV5,10)=EXPMA(MA(AMV5,10),20),1,-1) ; 加成本amv后 加总后用EXPMA10日处理 不经平滑处理 两次5日指数平滑处理 两次3日指数平滑处理 两次2日指数平滑处理 EXPMA(EXPMA(共振,3),3) 一次3日指数平滑处理 CC;KDJ低位金叉 CC2：kdj高位死叉 DD:MACD上穿0轴 EE；CBBI多空指标 FF；RSI5RSI13 GG:SAR红绿 HH:LWR向上 II：PSY心理线6上穿PSY10 II2：PSY心理线10下穿PSY6 JJ：10成本均线处上升通道 LL：胡立阳多空引力线 NN：c45日线 AMOV:=VOL*(OPEN+CLOSE)/2; AMV5:=SUM(AMOV,10)/SUM(VOL,10); AA:=IF(EXPMA(C,10)EXPMA(C,60),1,-1); BB:=IF(EXPMA(C,5)EXPMA(C,20),1,-1); WRSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100; WK:=SMA(WRSV,3,1); D:=SMA(WK,3,1); CC:=IF(CROSS(WK,D)WK20,1,0); CC2:=IF(CROSS(D,WK)WK80,-1,0); DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26); DEA := EMA(DIFF,9); MACD := 2*(DIFF-DEA); DD:=IF(CROSS(MACD,0),1,-1); BBI:=(MA(CLOSE,3)+MA(CLOSE,6)+MA(CLOSE,12)+MA(CLOSE,24))/4; EE:=IF(CBBI,1,-1); LC:=REF(CLOSE,1); RSI5:=SMA(MAX(CLOSE-LC,0),5,1)/SMA(ABS(CLOSE-LC),5,1)*100; RSI13:=SMA(MAX(CLOSE-LC,0),13,1)/SMA(ABS(CLOSE-LC),13,1)*100; FF:=IF(RSI5RSI13,1,-1); GG:=IF(CSAR(4,