公式模型编写问题提交-改进型海龟金字塔客服中心 - 专业程序化交易软件提供商

//开始编写属于您自己的交易指标吧！GO！

//该模型为简单示范模型，用户需根据自己交易经验，修改完善后再实际应用!!!

//author： fjasmin

input: t20(20,15,60,1);//参数名，缺省值，最小值，最大值，步长

input: t50(50,20,60,1);

input: t10(10,10,30,1);

input: atrlen(20,15,30,1);

input: posnum(1,1,20,1);

//声明变量

nt:=1;//调试信息带有时间戳

buyorderthisbar:=0;//当前BAR有过交易

variable: _debug = 1; //是否输出前台的交易指令

variable: _tdebug = 1; //是否输出后台的交易指令

variable: _debugout = 0; //是否输出后台交易的调试信息

variable: myentryprice = 0;//开仓价格

variable: myxitprice = 0;//平仓价格

variable: turtleunits = 0;//交易单位

variable: position = 0;//仓位状态

//0表示没有仓位，1表示持有多头，-1表示持有空头

variable: t50hi=close;

variable: t50lo=close;

variable: t20hi=close;

variable: t20lo=close;

variable: t10hi=close;

variable: t10lo=close;

//需要准备计算的变量

t50hi=:ref(hhv(h,t50),1);

t50lo=:ref(llv(h,t50),1);

t20hi=:ref(hhv(h,t20),1);//

t20lo=:ref(llv(h,t20),1);//

t10hi=:ref(hhv(h,t10),1);

t10lo=:ref(llv(h,t10),1);

avgtr:=ref(ma(tr,atrlen),1);

//开始执行时，初始化数据

if barpos = 1 then begin

//position : = 0;

end //IFN

//如果是当时没有持仓的状态

if position=0 and barpos > t20 and h>l then begin

//建立多头进场条件

long:=h>t20hi;

//多头进场

if long then begin

myentryprice:=if (open>t20hi+mindiff,open,t20hi+mindiff);

buy(_debug,posnum,limitr,myentryprice);

position:=1;

turtleunits:=1;

n:=avgtr;

buyorderthisbar:=1;

end//IF

//建立空头进场条件

short:=l<t50lo;

//空头进场

if short and position = 0 then begin

myentryprice:=if(open<t20lo-mindiff,open,t20lo-mindiff);

buyshort(_debug,posnum,limitr,myentryprice);

position:=-1;

turtleunits:=1;

n:=avgtr;

buyorderthisnbar:=1;

end

//不要转跳，让程序检查同一根K线是否可以加仓

//goto continueline;

//如果当前持有多头仓位的状态

if position=1 and barpos>t20 and h>l then begin

//多头加仓条件

while (high>myentryprice+0.5*n) and turtleunits < 4 do begin

myentryprice:=if(open>myentryprice+0.5*n,open,myentryprice+0.5*n);

myentryprice:=ceiling(myentryprice/mindiff)*mindiff;

buy(_debug,posnum,limitr,myentryprice);

turtleunits:=turtleunits+1;

buyorderthisbar:=1;

end//while循环结束

//建立多头离场条件

longx1:=(low<t10lo);

if longx1 and buyorderthisbar=0 then begin

myexitprice:=if(open<t10lo-mindiff,open,t10lo-mindiff);

sell(_debug,0,limitr,myexitprice);

position:=0;

turtleunits:=0;

end

//建立多头止损条件

longx2 := (low<myentryprice-2*n);

if longx2 and position = 1 and buyorderthisbar=0 then begin

myexitprice:=if(open<myentryprice-2*n,open,myentryprice-2*n);

myexitprice:=floor(myexitprice/mindiff)*mindiff;

sell(_debug,0,limitr,myexitprice);

position:=0;

turtleunits:=0;

end

goto continueline;

end //if

//如果当前持有空头仓位的状态

//显示账号信息：

continueline@ mycount:asset,linethick0;//显示我的资产

available_cash:cash(0),linethick0;//可用现金

pos:holding,linethick0；

toaldaytrade1:totaldaytrade,linethick0;//总交易次数

if _debugout>0 then begin

debugfile2(\'c:debugfile.txt\',\'barpos=%.of\',barpos,nt);

debugfile2(\'c:debugfile.txt\',\'t20hi=%.2f\',t20hi,nt);

debugfile2(\'c:debugfile.txt\',\'n=%.2f\',n,nt);

debugfile2(\'c:debugfile.txt\',\'close=%.2f\',c,nt);

debugfile2(\'c:debugfile.txt\',\'position=%.2f\',position,nt);

debugfile2(\'c:debugfile.txt\',\'turtleunits=%.of\',turtleunits,nt);

debugfile2(\'c:debugfile.txt\',\'myentryprice=%.of\',myentryprice,nt);

debugfile2(\'c:debugfile.txt\',\'myexitprice=%.of\',myexitprice,nt);

end

the current position:holding,colorgray,linethick0;//当前持仓

the current captal:asset,noaxis,colorgray;//当前资产

//多头加仓条件

{

KD:=; //开多条件

PD:=; //平多条件

KK:=; //开空条件

PK:=; //平空条件

平空:SELLSHORT(PK,1,THISCLOSE); //平空信号

开多:BUY(KD AND HOLDING=0,1,THISCLOSE); //开多信号

平多:SELL(PD,1,THISCLOSE); //平多信号

开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE); //开空信号

}

{

信号语句排列规则——先平后开

“费率设置”按钮——用于合理设置模型“费率”，以便在图形上正确输出如下帐户信息：

持仓:holding,linethick0;

资产:asset,noaxis;

可用现金:cash(0),linethick0;

}