价差套利模型、一款免费的套利模型源码返回

温馨提示：您下载的指标源码仅供学习交流，据此入市风险自负！

----------------------------------------------------------------

Params
     Numeric uprice1(100);
         Numeric uprice2(150);
         Numeric uprice3(200);
         Numeric dprice1(-100);
         Numeric dprice2(-150);
         Numeric dprice3(-200);
         Numeric lots1(1);
         Numeric lots2(2);
         Numeric lots3(4);   
Vars
        Numeric NO1(0);
    Numeric M;
    Numeric M1;
        NumericSeries buyprice;
        NumericSeries sellprice;
        BoolSeries Upline;
        BoolSeries Upline1;
        BoolSeries Upline2;
        BoolSeries downline;
        BoolSeries downline1;
        BoolSeries downline2;
Begin
     M=Data0.close-Data1.close;
     M1=(Data0.open)-(Data1.open);
          upline=CrossOver(M,uprice1);
          upline1=CrossOver(M,uprice2);
          upline2=CrossOver(M,uprice3);
          downline=CrossUnder(M,dprice1);
          downline1=CrossUnder(M,dprice2);
          downline2=CrossUnder(M,dprice3);       
 If(data0.MarketPosition !=-1 and (upline==true))
  { data0.SellShort(lots1,data0.close);
  data1.buy(lots1,data0.close); }
If(data0.MarketPosition==-1 and (upline1==true))
  { data0.SellShort(lots2,data0.close);
  data1.buy(lots2,data1.close);}
If(data0.MarketPosition==-1 and (upline2==true))
  {data0.SellShort(lots3,data0.close);
  data1.buy(lots3,data1.close); }
If(data0.MarketPosition!=1 and (downline==true) )
{data0.buy(lots1,data0.close);
data1.SellShort(lots1,data1.close);}
If(data0.MarketPosition==1 and (downline1==true) )
{data0.buy(lots2,data0.close);
data1.SellShort(lots2,data1.close);}
If(data0.MarketPosition==1 and (downline2==true) )
{data0.buy(lots3,data0.close);
data1.SellShort(lots3,data1.close);}
End

----------------------------------------------------------------

注：请用下载工具下载为TXT记事本文件，请勿在浏览器中打开，代码将不完整！
更多指标公式及量化投资策略请访问 [ 西部汇市 ] 指标公式源码栏目。
使用可实战型指标及自动交易模型请联系微信:46416815