标题: [MC源码] 利用"两种不同的Rsi计算方法（RSI_With_RSI）"设计进出量化策略程式码 [打印本页]

---

作者: 龙听    时间: 2024-1-6 11:20     标题: 利用"两种不同的Rsi计算方法（RSI_With_RSI）"设计进出量化策略程式码

链接地址：http://www.qhlt.cn/thread-149735-1-1.html；

RSI_With_RSI (Strategy)

1. Input:slowrsilen(17),quickrsilen(5),slowmalen(40),quickmalen(10),rsibuylevel(60),rsiselllevel(40);
   
2. var:oktotrade(False),slowrsi(0),quickrsi(0),slowma(0),quickma(0),slowrsitrenddir(0);
   
3. 
   
4. slowrsi = RSI(close,slowrsilen);
   
5. quickrsi = RSI(close,quickrsilen);
   
6. slowma = Average(close,slowmalen);
   
7. quickma = Average(close,quickmalen);
   
8. 
   
9. if slowrsi crosses above rsibuylevel then slowrsitrenddir = 1
   
10. else if slowrsi crosses below rsiselllevel then slowrsitrenddir = -1;
    
11. 
    
12. once(currentbar = 1*slowrsilen) oktotrade =True;
    
13. 
    
14. if oktotrade then begin
    
15. {entries}
    
16. if slowrsi crosses above rsibuylevel and Close > slowma then buy("srsi le") next bar at market;
    
17. if quickrsi crosses above rsibuylevel and Close > quickma and slowrsitrenddir = -1 then buy("qrsi le") next bar at market;
    
18. {exits}
    
19. if slowrsi crosses below rsiselllevel or Close < slowma then sell("srsi lx") from entry("srsi le") next bar at market;
    
20. if quickrsi crosses below rsiselllevel or Close < quickma then sell("qrsi lx") from entry("qrsi le") next bar at market;
    
21. 
    
22. end;

复制代码

---

作者: 龙听    时间: 2024-1-6 11:21

运行效果：

---

欢迎光临 龙听期货论坛 (http://qhlt.club/)

Powered by Discuz! 7.2