ＣＤＰ進場策略

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最後發表ㄚㄚ 2021 十二月 08

ㄚㄚ發文於 2021/12/04

策略邏輯如下，

條件１：１分鐘收盤跌破ＣＤＰ　ＡＨ進場放空，但執行12/3結果卻選不出3062來，是否能幫忙確認，謝謝!!

input:percent(1);
var:CDP(0),AH(0),AL(0),NH(0),NL(0);

if barfreq <> "Min" then raiseruntimeerror("請運行在分鐘頻率上 (最好是1分鐘)");

CDP = (getfield("High", "D")[1] + getfield("Low", "D")[1] + getfield("Close", "D")[1] * 2) / 4;
AH = CDP + (getfield("High", "D")[1] - getfield("Low", "D")[1]);
AL = CDP - (getfield("High", "D")[1] - getfield("Low", "D")[1]);
NH = 2 * CDP  - getfield("Low", "D")[1];
NL = 2 * CDP  - getfield("High", "D")[1];

condition1 = (getfield("Close", "1") cross Under AH) ;


if condition1 then ret =1 ;