EA实验室[均线对冲策略]
本策略基于双均线金叉死叉进场，对冲盈利大于一个参数值平仓。
![EA实验室[均线对冲策略]](https://socialstatic.fmpstatic.com/social/202409/a9c9ad217eb6fb5018f2e6cc1b681ae6f2566f75.png?x-oss-process=image/quality,q_70/format,jpeg)
金叉按倍率加仓进场。
if(启用倍投)
{
if(多单单数()==0||空单单数()==0){多单变手下单量=基础下单量;空单变手下单量=基础下单量;}
if(多单单数()!=0||空单单数()!=0){
多单变手下单量=NormalizeDouble(上一次订单的手数()*倍率,Digitslots);
if( 多单变手下单量>AccountFreeMargin()/10000*允许的最大下单手数)
{
多单变手下单量=AccountFreeMargin()/10000*允许的最大下单手数;
}
}
if(多单单数()!=0||空单单数()!=0){
空单变手下单量=NormalizeDouble(上一次订单的手数()*倍率,Digitslots);
if( 空单变手下单量>AccountFreeMargin()/10000*允许的最大下单手数)
{
空单变手下单量=AccountFreeMargin()/10000*允许的最大下单手数;
}
}
}else{多单变手下单量=基础下单量;空单变手下单量=基础下单量;}
收益曲线如下图
![EA实验室[均线对冲策略]](https://socialstatic.fmpstatic.com/social/202409/351841abaedf033a17f73a6d22832d18b2434a27.png?x-oss-process=image/quality,q_70/format,jpeg)
2个月收益3.5倍。
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