主题：求改写金字塔模型

删掉前面的斜线就能用了

请发来  特色指标 “战士8号  股海舵手”的源码，用于程序化自动交易。谢谢

这些策略不是我们软件的，我们没有代码

能否根据“战士8  股海舵手”的买卖信号编一个程序，用于程序化交易。谢谢！

这个不行，光看信号是看不出代码的

我的程序就是止盈、止损不起作用，这可是大问题。请帮忙诊断一下，谢谢！

1、现在想最大亏损12跳；盈利4跳至9跳，如果回调至盈利1跳时平仓；盈利10跳至14跳，如果回调至盈利3跳时平仓；盈利15跳至19跳，如果回调至盈利8跳时平仓；盈利20跳至22跳，如果回调至盈利18跳时平仓；23跳以上跟踪止盈，则最新价从上一次高点回撤3跳，止赢；

2、程序如下：

N:=BARSLAST(DATE<>REF(DATE,1))+1;

H1:EMA(CLOSE,8),COLORWHITE,LINETHICK1;

H2:EMA(H1,20),LINETHICK1,COLORYELLOW;

LH:=EMA(CLOSE,240),LINETHICK1;

VAR1:=(HHV(HIGH,36)-CLOSE)/(HHV(HIGH,36)-LLV(LOW,36))*100;

VAR2:=SMA(VAR1,5,1);

VAR3:=SMA(VAR2,8,1);

VAR4:=CROSS(VAR2,VAR3) AND VAR3<20;

VAR5:=CLOSE>LLV(CLOSE,60)+0.3*LLV(CLOSE,60) AND VAR4;

VAR6:=IF(CLOSE>1000,VAR4,VAR5);

STICKLINE(H1>H2,H1,H2,1,0),COLORYELLOW;

STICKLINE(H1<H2,H1,H2,1,0),COLORBLUE;

DRAWICON(CROSS(H1,H2),H1,1);

DRAWICON(CROSS(H2,H1),H2,2);

sellshort(CROSS(H1,H2)&&COUNT(enterbars=1,N)<25 ,1,thisclose);

buy(CROSS(H1,H2)&&COUNT(ENTERBARS=1,N)<25,1,thisclose);

sell(CROSS(H2,H1)&&COUNT(enterbars=1,N)<25,1,thisclose);

buyshort(CROSS(H2,H1)&&COUNT(enterbars=1,N)<25,1,thisclose);

sell(C<ENTERPRICE-12*MINDIFF,holding,marketr);

sellshort(C>ENTERPRICE+12*MINDIFF,holding,marketr);

 if c>=enterprice+4 and c<=enterprice+9 and cross(enterprice+1,c) then sell(1,0,market);

if c>=enterprice+10 and c<=enterprice+14 and cross(enterprice+3,c) then sell(1,0,market);

if c>=enterprice+15 and c<=enterprice+19 and cross(enterprice+8,c) then sell(1,0,market);

if c>=enterprice+20 and c<=enterprice+22 and cross(enterprice+18,c) then sell(1,0,market);
if c<=enterprice-4 and c>=enterprice-9 and cross(c,enterprice-1) then sellshort(1,0,market);

if c<=enterprice-10 and c>=enterprice-14 and cross(c,enterprice-3) then sellshort(1,0,market);

if c<=enterprice-15 and c>=enterprice-19 and cross(c,enterprice-8) then sellshort(1,0,market);

if c<=enterprice-20 and c>=enterprice-22 and cross(c,enterprice-18) then sellshort(1,0,market);

if hhv(h,enterbars+1)>enterprice+20 and hhv(h,enterbars+1)+23 and cross(enterprice-2,close) then sell(1,0,market);

if llv(l,enterbars+1)<enterprice-20 and llv(l,enterbars+1)-23 and cross(c,enterprice+2) then sellshort(1,0,market);

if openprofit>=0 and time0>=timetot0(closetime(0))-60*2 then begin

    sell(1,0,market);

    sellshort(1,0,market);

end

 

我已经尽力修改了，还是不行，准备实际应用了。请老师认真研究一下，谢谢！

N:=BARSLAST(DATE<>REF(DATE,1))+1;

H1:EMA(CLOSE,8),COLORWHITE,LINETHICK1;

H2:EMA(H1,20),LINETHICK1,COLORYELLOW;

LH:=EMA(CLOSE,240),LINETHICK1;

VAR1:=(HHV(HIGH,36)-CLOSE)/(HHV(HIGH,36)-LLV(LOW,36))*100;

VAR2:=SMA(VAR1,5,1);

VAR3:=SMA(VAR2,8,1);

VAR4:=CROSS(VAR2,VAR3) AND VAR3<20;

VAR5:=CLOSE>LLV(CLOSE,60)+0.3*LLV(CLOSE,60) AND VAR4;

VAR6:=IF(CLOSE>1000,VAR4,VAR5);

STICKLINE(H1>H2,H1,H2,1,0),COLORYELLOW;

STICKLINE(H1<H2,H1,H2,1,0),COLORBLUE;

DRAWICON(CROSS(H1,H2),H1,1);

DRAWICON(CROSS(H2,H1),H2,2);

sellshort(CROSS(H1,H2)&&COUNT(enterbars=1,N)<25 ,1,thisclose);

buy(CROSS(H1,H2)&&COUNT(ENTERBARS=1,N)<25,1,thisclose);

sell(CROSS(H2,H1)&&COUNT(enterbars=1,N)<25,1,thisclose);

buyshort(CROSS(H2,H1)&&COUNT(enterbars=1,N)<25,1,thisclose);

sell(C<ENTERPRICE-12*MINDIFF,holding,marketr);

sellshort(C>ENTERPRICE+12*MINDIFF,holding,marketr);

 if hhv(h,enterbars+1)>=enterprice+4 and hhv(h,enterbars+1)<=enterprice+9 and c<=enterprice+1 then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+10 and hhv(h,enterbars+1)<=enterprice+14 and c<=enterprice+3 then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+15 and hhv(h,enterbars+1)<=enterprice+19 and c<=enterprice+8 then sell(1,0,market);

if hhv(h,enterbars+1)>=enterprice+20 and hhv(h,enterbars+1)<=enterprice+22 and c<=enterprice+18 then sell(1,0,market);
if llv(l,enterbars+1)<=enterprice-4 and llv(l,enterbars+1)>=enterprice-9 and c>=enterprice-1 then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-10 and llv(l,enterbars+1)>=enterprice-14 and c>=enterprice-3 then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-15 and llv(l,enterbars+1)>=enterprice-19 and c>=enterprice-8 then sellshort(1,0,market);

if llv(l,enterbars+1)<=enterprice-20 and llv(l,enterbars+1)>=enterprice-22 and c>=enterprice-18 then sellshort(1,0,market);

if hhv(h,enterbars+1)>=enterprice+23 and close<=hhv(h,enterbars+1)-3 then sell(1,0,market);

if llv(l,enterbars+1)<=enterprice-23 and c>=llv(l,enterbars+1)+3 then sellshort(1,0,market);

if openprofit>=0 and time0>=timetot0(closetime(0))-60*2 then begin

    sell(1,0,market);

    sellshort(1,0,market);

end

用在国债期货1分钟和3分钟K线上,如T1603,TF1603等。

你可以先试试看