以文本方式查看主题 - 金字塔客服中心 - 专业程序化交易软件提供商 (http://www.weistock.com/bbs/index.asp) -- 交易策略发布专区 (http://www.weistock.com/bbs/list.asp?boardid=10) ---- 人人宽客C18 (http://www.weistock.com/bbs/dispbbs.asp?boardid=10&id=161456) |
-- 作者:系统使用者 -- 发布时间:2018/2/2 23:11:20 -- 人人宽客C18 VARIABLE:COUNTT:=0; IRECTION:=0; LENGTH:=16; OFFSET:=1; TRAILSTARTPCT:=0.8; PARAM:=1.05; N:=1; PCNT:=1; Direction:=0; FUND:=30000; Lots:=max(1,INTPART(Fund/(O*MULTIPLIER*VOLUNIT*0.1))); count1:=REF(COUNTT,1); IF DATE<>REF(DATE,1) THEN //控制单日最大亏损次数为2次 COUNTT:=0; ELSE
COUNTT:=count1; MIDLINE:=MA(CLOSE,LENGTH); BAND:=STD(CLOSE,LENGTH); UPLINE:=MIDLINE+OFFSET*BAND; DOWNLINE:=MIDLINE-OFFSET*BAND; RRANGE:=2*OFFSET*BAND/MIDLINE; AVGRANGE:=MA(RRANGE,LENGTH); AVGVOL:=MA(V,LENGTH); SKLow:=llv(l,enterbars); BKHigh:=hhV(H,enterbars); if enterprice>0 then
BEGIN
PP:=MIN((enterprice-SKLow)/enterprice,0.1);
TT:=MIN((BKHigh-enterprice)/enterprice,0.1);
end PROFITPCNT1:=PP*10; PROFITPCNT2:=TT*10; //-----------------------------进仓-------------------------------------- BuyK:=BARPOS>LENGTH AND holding=0 AND COUNTT<=N AND RRANGE>PARAM*AVGRANGE AND V>PARAM*AVGVOL AND H>UPLINE AND REF(H,1)>REF(UPLINE,1) AND H>=ref(h,1) and Direction>=0; SellK:=BARPOS>LENGTH AND holding=0 and COUNTT<=N AND RRANGE>PARAM*AVGRANGE AND V>PARAM*AVGVOL AND L<DOWNLINE AND REF(L,1)<REF(DOWNLINE,1) AND L<=ref(l,1) and Direction<=0; //入场 买开:Buy(BuyK,Lots,market); //买开 卖开:buyShort(SellK,Lots,MARKET);//卖开 //-------------------------------止损指令-----------------------------// IF holding>0 and enterbars>1 THEN
BEGIN
PRICESP:=MIN(O,enterprice*(1-PCNT/100));
多单止损:sell(L<PRICESP,0,limit,PRICESP); //多单卖平止损
COUNTT:=COUNTT+1;
END IF holding<0 and enterbars>1 THEN
BEGIN
PRICEBP:=MAX(O,enterprice*(1+PCNT/100));
空单止损:sellshort(H>PRICEBP,0,limit,PRICEBP); //空单买平止损
COUNTT:=COUNTT+1;
END //---------------------------止盈--------------------------------// IF holding<0 and enterbars>1 AND SKLOW<=enterprice*(1-TRAILSTARTPCT/100) THEN
BEGIN
PRICEBY:=MAX(O,enterprice-(enterprice-SKLOW)*PROFITPCNT1);
空单止盈:sellshort(H>PRICEBY,0,limit,PRICEBY); //空单买平止盈
END IF holding>0 and enterbars>1 AND BKHIGH>= enterprice*(1+TRAILSTARTPCT/100) THEN
BEGIN
PRICESY:=MIN(O,enterprice+(BKHIGH-enterprice)*PROFITPCNT2);
多单止盈:sell(L<PRICESY,0,limit,PRICESY); //多单卖平止盈
END |
-- 作者:aacky111 -- 发布时间:2018/4/1 23:44:21 -- 支持一下楼主! |
-- 作者:Morzlk -- 发布时间:2018/7/3 10:44:20 -- //-----------------------------进仓-------------------------------------- BuyK:=BARPOS>LENGTH AND holding=0 AND COUNTT<=N AND RRANGE>PARAM****GRANGE AND V>PARAM****GVOL AND H>UPLINE AND REF(H,1)>REF(UPLINE,1) AND H>=ref(h,1) and Direction>=0; SellK:=BARPOS>LENGTH AND holding=0 and COUNTT<=N AND RRANGE>PARAM****GRANGE AND V>PARAM****GVOL AND L<DOWNLINE AND REF(L,1)<REF(DOWNLINE,1) AND L<=ref(l,1) and Direction<=0; 无法进行对算数表达!楼主是否要检查下
|