策略名称：均线选股策略
策略说明：
对沪深300全市场扫描
买入条件：
1 短均线大于长均线
2 最近N个交易日短均线大于长均线的次数满足某个阈值
3 当前交易日的长均线值处于某个高位
出场条件：
止损：价格跌破入场价的一定百分比
止盈：价格高出入场价的一定百分比
回测曲线(由Auto-Trader提供回测报告)
2017-3-17 10:59:44 上传
下载附件 (64.98 KB)
策略代码：
function MATrading(ShareNum,Freq,N1,N2)global s;%获取账户句柄targetList = traderGetTargetList(); %获取交易标的句柄HandleList = traderGetHandleList();pctloss=0.05;pctprofit=0.2;pctclose=0.02;lags=25;for j=1:length(targetList) [time,open,high,low,close,volume,turnover,openinterest] = traderGetKData(targetList(j).Market,targetList(j).Code,'day',Freq, -lags, 0,false,'FWard'); if length(close)MAl(end); a=sum( MAs(end-N1+1:end-1) > MAl(end-N1+1:end-1) ); opencon2=(a==0); opencon3=(MAl(end)/MAl(end-1))>0.995; opencon4=close(end-1)>0.9*max(high(end-10:end-1)); %% 开仓 if mp==0 && opencon1 && opencon2 && opencon3 && opencon4 OrderID=traderDirectBuy(HandleList(1),targetList(j).Market,targetList(j).Code,ShareNum,0,'market','1'); s(j).openprice=traderOrderFilledPrice(HandleList(1),OrderID); end %% 平仓条件 closecon1=close(end)(1+pctprofit)*(s(j).openprice); b=(max(high(end-N1+1:end))-min(low(end-N1+1:end)))/mean(close(end-N1:end)); closecon3=b0 && closecon1 && closecon2 && closecon3 traderPositionTo(HandleList(1),targetList(j).Market,targetList(j).Code,0,0,'market','1'); s(j).openprice=0; endend
更多免费策略代码下载请登录DigQuant社区-策略资源下载~
