- Square
- 多均线策略
多均线策略
Author:
发明者量化-小小梦, Date: 2017-07-16 00:56:18
Tags:
MA
// 以下是测试代码
/*- 状态 在使用 模板时需要在 主策略内声明
var TASK_IDLE = 0;
var TASK_OPEN_LONG = 1;
var TASK_OPEN_SHORT = 2;
var TASK_ADD = 3;
var TASK_ST = 4;
var TASK_COVER = 5;
*/
// 全局变量
var currency0 = exchanges[0].GetCurrency();
var ChartObj = null;
var TASK_IDLE = 0;
var TASK_OPEN_LONG = 1;
var TASK_OPEN_SHORT = 2;
var TASK_ADD = 3;
var TASK_ST = 4;
var TASK_COVER = 5;
var IDLE = 11;
var LONG = 22;
var SHORT = 33;
var perRecordsTime = 0;
function onTick1() {
// 获取K线数据
var nowTime = new Date().getTime();
var records = _C(exchanges[0].GetRecords);
if(records.length < Math.abs(ma60, ma10, ma5)){
return $.TaskCmd(TASK_IDLE);
}
var ma60_line = TA.MA(records, ma60);
var ma10_line = TA.MA(records, ma10);
var ma5_line = TA.MA(records, ma5);
// $.AddData = function(index, dataKey, dataValue)
// 画图表
$.PlotRecords(records, currency0);
$.PlotLine('ma' + ma60, ma60_line[ma60_line.length - 1], records[records.length - 1].Time);
$.PlotLine('ma' + ma10, ma10_line[ma10_line.length - 1], records[records.length - 1].Time);
$.PlotLine('ma' + ma5, ma5_line[ma5_line.length - 1], records[records.length - 1].Time);
if(records[records.length - 1].Time !== perRecordsTime){
isTradeonThieBar = false;
perRecordsTime = records[records.length - 1].Time;
}
if($.GetTaskState(exchanges[0].GetName(), exchanges[0].GetLabel()) == IDLE && records[records.length - 2].Close > ma60_line[ma60_line.length - 2] && ma10_line[ma10_line.length - 2] > ma60_line[ma60_line.length - 2] && ma5_line[ma5_line.length - 2] > ma60_line[ma60_line.length - 2] &&
ma10_line[ma10_line.length - 3] > ma5_line[ma5_line.length - 3] && ma10_line[ma10_line.length - 2] < ma5_line[ma5_line.length - 2]){
// 标记
return $.TaskCmd(TASK_OPEN_LONG, 0.5);
}else if($.GetTaskState(exchanges[0].GetName(), exchanges[0].GetLabel()) == IDLE && records[records.length - 2].Close < ma60_line[ma60_line.length - 2] && ma10_line[ma10_line.length - 2] < ma60_line[ma60_line.length - 2] && ma5_line[ma5_line.length - 2] < ma60_line[ma60_line.length - 2] &&
ma10_line[ma10_line.length - 3] < ma5_line[ma5_line.length - 3] && ma10_line[ma10_line.length - 2] > ma5_line[ma5_line.length - 2]){
// 标记
isTradeonThieBar = true;
return $.TaskCmd(TASK_OPEN_SHORT, 0.5);
}
if (($.GetTaskState(exchanges[0].GetName(), exchanges[0].GetLabel()) == LONG && records[records.length - 2].Close < ma5_line[ma5_line.length - 2]) || ($.GetTaskState(exchanges[0].GetName(), exchanges[0].GetLabel()) == SHORT && records[records.length - 2].Close > ma5_line[ma5_line.length - 2])) {
// 标记
isTradeonThieBar = true;
return $.TaskCmd(TASK_COVER);
}
return $.TaskCmd(TASK_IDLE);
}
function main() {
LogReset(1);
ChartObj = Chart(null);
ChartObj.reset();
ChartObj = $.GetCfg();
// 处理 指标轴------------------------
ChartObj.yAxis = [{
title: {text: 'K线'},//标题
style: {color: '#4572A7'},//样式
opposite: false //生成右边Y轴
},
{
title:{text: "指标轴"},
opposite: true, //生成右边Y轴 ceshi
}
];
// 初始化指标线
var records = null;
while(!records || records.length < 60){
records = _C(exchange.GetRecords);
LogStatus("records.length:", records.length);
Sleep(1000);
}
$.PlotRecords(records, currency0);
$.PlotLine('ma' + ma60, 0, records[records.length - 1].Time);
$.PlotLine('ma' + ma10, 0, records[records.length - 1].Time);
var chart = $.PlotLine('ma' + ma5, 0, records[records.length - 1].Time);
chart.update(ChartObj);
chart.reset();
$.Relation_Exchange_onTick(exchanges[0], onTick1);
$.Trend(); // 不用传参数。
}
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