源代码解说:(最下方可下载)测试商品：股指(IF),周期：3 min,单边手续费100,测试时间2010.4.16-11.13,
var:mid(0),dkx(0),madkx(0);input:m(15),n(31),xx(72);
mid=(3*close+low+open+high)/6;//mid对开高低收进行加权计算
dkx=(20*mid+19*mid[1]+18*mid[2]+17*mid[3]+16*mid[4]+15*mid[5]+14*mid[6]+13*mid[7]+12*mid[8]+11*mid[9]+10*mid[10]+9*mid[11]+8*mid[12]+7*mid[13]+6*mid[14]+5*mid[15]+4*mid[16]+3*mid[17]+2*mid[18]+1*mid[20])/210;//多空线计算公式，安装权重进行加权计算
madkx=Average(dkx,m);value1=Average(dkx,n);value2=Average(dkx,xx);//对多空线进行移动平均计算
if madkx > value1 and marketposition=0 and rsi(close,14)>=70 and close>madkx then buy ("BK")next bar at market;if marketposition=1 then sell ("sp") next bar at value2 stop;//当多空线快线大于慢线时并且持仓为0，此时RSI在超买区进行买入开仓，同时委托长期多空线移动平均出场
if madkx < value1 and marketposition=0 and rsi(close,14)<=30 and close<madkx then sellshort ("SK")next bar at market;if marketposition=-1 then buytocover ("bp")next bar at value2 stop;//当多空线快线小于慢线时并且持仓为0，此时RSI在超卖区进行卖出开仓，同时委托长期多空线移动平均出场 运行范例图:
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