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)
----  多空幽灵改进版本。  (http://www.weistock.com/bbs/dispbbs.asp?boardid=10&id=181843)
--  作者：ma-robot
--  发布时间：2020/8/23 16:48:16
--  多空幽灵改进版本。
{DK幽灵策略保存为DK} KD:=1; //开多条件 PD:=1; //平多条件 KK:=1; //开空条件 PK:=1; //平空条件 平空:=SELLSHORT(PK,1,LIMIT,low); //平空信号 开多:=BUY(KD AND HOLDING=0,1,LIMITR,low); //开多信号 平多:=SELL(PD,1,LIMIT,high); //平多信号 开空:=BUYSHORT(KK AND HOLDING=0,1,LIMITR,high); //开空信号 多空资产:ASSET,NOAXIS; 可用现金:CASH(0),LINETHICK0; {}
--  作者：ma-robot
--  发布时间：2020/8/23 16:49:38
--  
{DKJY 取DK进行分析，执行交易 保存DKJY} INPUT:周期(9,1,99,1); INPUT:交易次数(99,1,99,1); 多空资产:=TRMA( (#DK.多空资产()#),周期),NOAXIS,COLORRED,LINETHICK1; 可用现金:=TRMA( (#DK.可用现金()#),周期),NOAXIS,COLORGREEN,LINETHICK1; 差额:=TRMA(多空资产-可用现金,周期),NOAXIS,LINETHICK1; 开期:=ENTERBARS,NOAXIS,LINETHICK0; 平期:=EXITBARS,NOAXIS,LINETHICK0; KD:=(差额>REF(差额,1)) AND HOLDING=0 AND IF(EXITBARS=-1,周期,EXITBARS>=周期+TOTALDAYTRADE); //开多条件 PD:=(差额=周期+TOTALDAYTRADE); //平多条件 KK:=(差额=周期+TOTALDAYTRADE); //开空条件 PK:=(差额>REF(差额,1)) AND IF(ENTERBARS=-1,周期,ENTERBARS>=周期+TOTALDAYTRADE); //平空条件 IF TOTALDAYTRADE>=交易次数 THEN SETTRADESIGN(0); ELSE SETTRADESIGN(1); 平空:SELLSHORT(PK,0,NEXTOPEN); //平空信号 开多:BUY(KD AND HOLDING=0,1,NEXTOPEN); //开多信号 平多:SELL(PD,0,NEXTOPEN); //平多信号 开空:BUYSHORT(KK AND HOLDING=0,1,NEXTOPEN); //开空信号 {} INPUT:盈率0停正开(0,0,99,1); INPUT:亏率0停负开(0,-99,0,1); 策保:ROUNDS( ("$HIGH##DAY" * MULTIPLIER * ( TACCOUNT(41)+TACCOUNT(42) )/2 ),0),NOAXIS,LINETHICK0; 策率:ROUNDS( 100*ROUNDS(OPENPROFIT/(策保*ABS(HOLDING) ),4),1),NOAXIS,LINETHICK0,COLORGRAY; 帐率:ROUNDS( 100*ROUNDS( (TACCOUNT(4))/(TACCOUNT(28) ),4),1),NOAXIS,LINETHICK0,COLORGRAY; 登陆:TACCOUNT(53),,LINETHICK0; IF 登陆=1 THEN 盈亏率:=帐率,NOAXIS,LINETHICK0,COLORGRAY;{帐户登陆} ELSE 盈亏率:=策率,NOAXIS,LINETHICK0,COLORGRAY;{帐户退出} IF 盈亏率>盈率0停正开 AND 盈率0停正开<>0 THEN BEGIN SETTRADESIGN(1); 多止盈:SELL(1,0,NEXTOPEN); 空止盈:SELLSHORT(1,0,NEXTOPEN); END IF 盈亏率<亏率0停负开 AND 亏率0停负开<>0 THEN BEGIN SETTRADESIGN(1); 多止损:SELL(1,0,NEXTOPEN); 空止损:SELLSHORT(1,0,NEXTOPEN); END {} 仓:HOLDING,LINETHICK0; 资:ASSET,NOAXIS,LINETHICK0; 净:NETPROFIT,NOAXIS,LINETHICK1; 浮:OPENPROFIT,NOAXIS,LINETHICK0; {}
--  作者：ma-robot
--  发布时间：2020/8/27 10:32:50
--  

{}
KD:=1;          //开多条件
PD:=1;          //平多条件
KK:=1;          //开空条件
PK:=1;          //平空条件
平空:=SELLSHORT(PK,1,LIMIT,low);                  //平空信号
开多:=BUY(KD AND HOLDING=0,1,LIMITR,low);          //开多信号
平多:=SELL(PD,1,LIMIT,high);                       //平多信号
开空:=BUYSHORT(KK AND HOLDING=0,1,LIMITR,high);     //开空信号

多空资产:ASSET,NOAXIS;
可用现金:CASH(0),LINETHICK0;
{}
--  作者：ma-robot
--  发布时间：2020/8/27 10:34:12
--  

{}
INPUT:周期(9,1,99,1);
INPUT:交易次数(99,1,99,1);
多空资产:=TRMA( (#DK.多空资产()#),周期),NOAXIS,COLORRED,LINETHICK1;
可用现金:=TRMA( (#DK.可用现金()#),周期),NOAXIS,COLORGREEN,LINETHICK1;
差额:(多空资产-可用现金),NOAXIS,LINETHICK1;
开期:=ENTERBARS,NOAXIS,LINETHICK0;
平期:=EXITBARS,NOAXIS,LINETHICK0;

KD:=(差额>REF(差额,1)) AND HOLDING=0 AND IF(EXITBARS=-1,周期,EXITBARS>=周期+TOTALDAYTRADE);          //开多条件
PD:=(差额<REF(差额,1)) AND IF(ENTERBARS=-1,周期,ENTERBARS>=周期+TOTALDAYTRADE);          //平多条件
KK:=(差额<REF(差额,1)) AND HOLDING=0 AND IF(EXITBARS=-1,周期,EXITBARS>=周期+TOTALDAYTRADE);          //开空条件
PK:=(差额>REF(差额,1)) AND IF(ENTERBARS=-1,周期,ENTERBARS>=周期+TOTALDAYTRADE);          //平空条件

IF  TOTALDAYTRADE>=交易次数  THEN
SETTRADESIGN(0);
ELSE
SETTRADESIGN(1);
IF OPENPROFIT<=HHV((NETPROFIT),TODAYBAR) THEN BEGIN
SELLSHORT(PK,0,NEXTOPEN);                  //平空信号
BUY(KD AND HOLDING=0,1,NEXTOPEN);          //开多信号
SELL(PD,0,NEXTOPEN);                       //平多信号
BUYSHORT(KK AND HOLDING=0,1,NEXTOPEN);     //开空信号
END
IF OPENPROFIT>=HHV((NETPROFIT),TODAYBAR) AND ABS(HOLDING)<ENTERBARS THEN BEGIN
SELLSHORT(PK,0,NEXTOPEN);                  //平空信号
BUY(HOLDING=1,ABS(HOLDING)*1,NEXTOPEN);          //开多信号
SELL(PD,0,NEXTOPEN);                       //平多信号
BUYSHORT(HOLDING=-1,ABS(HOLDING)*1,NEXTOPEN);     //开空信号
END

{}
INPUT:盈率0停正开(9,0,99,1);
INPUT:亏率0停负开(-2,-99,0,1);
策保:ROUNDS( ("$HIGH##DAY" * MULTIPLIER * ( TACCOUNT(41)+TACCOUNT(42) )/2 ),0),NOAXIS,LINETHICK0;
策率:ROUNDS( 100*ROUNDS(OPENPROFIT/(策保*ABS(HOLDING) ),4),1),NOAXIS,LINETHICK0,COLORGRAY;
帐率:ROUNDS( 100*ROUNDS( (TACCOUNT(4))/(TACCOUNT(28) ),4),1),NOAXIS,LINETHICK0,COLORGRAY;
登陆:TACCOUNT(53),,LINETHICK0;
IF 登陆=1 THEN 
盈亏率:=帐率,NOAXIS,LINETHICK0,COLORGRAY;{帐户登陆}
ELSE
盈亏率:=策率,NOAXIS,LINETHICK0,COLORGRAY;{帐户退出}
IF 盈亏率>盈率0停正开 AND 盈率0停正开<>0 THEN BEGIN
SETTRADESIGN(1);
多止盈:SELL(1,1,NEXTOPEN);
空止盈:SELLSHORT(1,1,NEXTOPEN);
END
IF 盈亏率<亏率0停负开 AND 亏率0停负开<>0 THEN BEGIN
SETTRADESIGN(1);
多止损:SELL(1,0,NEXTOPEN);
空止损:SELLSHORT(1,0,NEXTOPEN);
END
{}
仓:HOLDING,LINETHICK0;
//资1:HHV(ASSET,TODAYBAR),NOAXIS,LINETHICK1;
//资2:LLV(ASSET,TODAYBAR),NOAXIS,LINETHICK1;
净:NETPROFIT,NOAXIS,COLORYELLOW,LINETHICK2;
浮:OPENPROFIT,NOAXIS,LINETHICK0;
胜:PERCENTWIN,NOAXIS,LINETHICK0;
盈:PAYOFFRATE,NOAXIS,LINETHICK0;
{}