LydBroker KDJ交易策略源码

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于 2022-05-31 13:48:00 发布

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文章标签： c# 开发语言

本文链接：https://blog.csdn.net/xmchang312130259/article/details/125064169

版权

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

using TradeFunctions;

namespace TradeScript
{
public class UserScript : UserScriptMain
{
int NN = 20;
int M1 = 10;
int M_LONG = 20;

    int Count = 1;
    int DelaySec = 60 * 5;

    List<double> RSV = null;//AutoList();//new List<double>();
    List<double> KValue = null;//AutoList();//new List<double>();

    double DValue;

    //初始化,设置常数...
    public override void Init()
    {
        RSV = AutoList();
        KValue = AutoList();
    }

    //策略运行
    public override void Run()
    {
        uint Color = PosColor();

        if (HHV(High, NN) != LLV(Low, NN))
            RSV[BarCp] = (C - LLV(Low, NN)) * 100 / (HHV(High, NN) - LLV(Low, NN));
        else
            RSV[BarCp] = 50;

        KValue[BarCp] = SMA(RSV, M1, 1);
        DValue = SMA(KValue, M_LONG, 1);


        if (KValue[BarCp] > DValue && Positions <= 0)
        {
            ClearPositionsNextBar(DelaySec);    //清除所持仓位
            BuyNextBar(Count, DelaySec);
            Color = RED;
        }

        if (KValue[BarCp] < DValue && Positions >= 0)
        {
            ClearPositionsNextBar(DelaySec);    //清除所持仓位
            SellNextBar(Count, DelaySec);
            Color = GREEN;
        }

        Line("KValue", KValue[BarCp], 3, Color);
        Line("DValue", DValue, 2, 0x808080);
        Line("中线", 50, 1, 0x000000);
    }
}

}