VAR1:=(HHV(HIGH,20)-CLOSE)/(HHV(HIGH,20)-LLV(LOW,20))*100-5;
VAR2:=(CLOSE-LLV(LOW,20))/(HHV(HIGH,20)-LLV(LOW,20))*100;
VAR3:=SMA(VAR2,13,5);
看涨:SMA(VAR3,13,5),colorred;
看跌:SMA(VAR1,21,5),COLORFFFF00;
绿柱震仓:IF(看涨,1,DRAWNULL),colorligreen,LINETHICK1;
买入:CROSS(看涨,看跌),colormagenta;
持股:IF(看涨>看跌,1,DRAWNULL),colorred,LINETHICK1;
卖出:CROSS(看跌,看涨),colorlicyan;
持币:IF(看涨<看跌,1,DRAWNULL),COLORFFFF00,LINETHICK1;
顶:97,colorred;
注:84.5,colorwhite;
止盈:75,colormagenta;
中:50,COLORFFFF00;
建仓:25,colorwhite;
底:5,colorgreen;
假设:胜率p为(底),盈亏比b为(顶-底*%100),P为(顶)
设初始资金为F=1
初始仓位为0.1f至1.9f,即凯利公式所计算的仓位的0.1倍至2倍
这样的仓位计算 怎么做?可能想法不太成熟,请高手成全。
祝大家新年快乐!!!!