amibroker - Amibroker 布林带突破和未来价格

Question

我使用 Amibroker 编写了一个带有索引过滤器的布林带突破策略：

SetOption("MaxOpenPositions", 20);
SetPositionSize(5, spsPercentOfEquity);

Index = Foreign("$XAO", "C", True);
IndexMA = MA(Index, 75);

BollyTop = BBandTop(C, 100, 3);
BollyBot = BBandBot(C, 100, 1);

Buy = C >= BollyTop AND Index >= IndexMA;
Sell = C <= BollyBot;

如果前 7 天出现布林带突破并且今天的收盘价更高，我想对其进行修改以产生买入。有什么建议么？

Answer 1

你可以试试：

//close 7 days ago
C7 = Ref(C,-7);

//high 7 days ago
H7 = Ref(H,-7);

//Bollinger band top 7 days ago
B7 = Ref(BollyTop, -7);

Buy = C >= C7 and H7 >= B7;