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jinzhe

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Post By：2016/6/3 17:06:48 Post IP：180.169.30.6[只看该作者]

INPUT : T20(20,15,60,1) ;//长周期
INPUT : T10(10,10,30,1);//短周期
INPUT : ATRLEN(20,15,30,1) ;//波动周期
INPUT : POSNUM(1,1,20,1) ;//持仓手数
input:n(10,1,60,1),m(20,1,60,1),p(60,1,60,1);

MA10:=MA(CLOSE,n);
MA20:=MA(CLOSE,m);
MA60:=MA(CLOSE,p);

KD:=(CROSS(MA10,MA20) or (cross(ma10,ma60)) and ma10>=ma20) ;          //开多条件
PD:=CROSS(MA20,MA10);          //平多条件
KK:=(cross(ma20,ma10)  or (CROSS(MA60,MA10)) and ma10<=ma60);          //开空条件
PK:=CROSS(MA10,MA20);          //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

持仓:holding,linethick0;
资产:asset,noaxis;

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Post By：2016/6/16 15:44:08 Post IP：113.99.227.147[只看该作者]

下面的公式导入时出现错误帮我纠正下好吗老师

‘

runmode:0;

input:money(0,0,5,1);
input:ratio(2,1,10,1);

variable:trend=0;
variable:callback=0;
variable:stoplossprice=0;
variable:takeprofitprice=0;
variable:daytradecounter=0;

if day>ref(day,1) then begin
callback:=0;
daytradecounter:=0;

if close=open then
  trend:=0;

if close>open then
  trend:=1;

if close<open then
  trend:=-1;
end

if trend=0 then begin
if close>open then
trend:=1;

if close<open then
trend:=-1;
end

dist:=barslast(day>ref(day,1))+1;

highest:=ref(hhv(high,dist),1);
lowest:=ref(llv(low,dist),1);

if trend=1 and low<=lowest then
trend:=-1;

if trend=-1 and high>=highest then
trend:=1;

dist1:=barslast(high<ref(high,1) and low<ref(low,1));
stoplossprice1:=ref(low,dist1);

dist2:=barslast(high>ref(high,1) and low>ref(low,1));
stoplossprice2:=ref(high,dist2);

if trend=1 and ref(high,1)<ref(high,3) and ref(high,2)<ref(high,3) and ref(high,3)=highest then
callback:=1;

if trend=-1 and ref(low,1)>ref(low,3) and ref(low,2)>ref(low,3) and ref(low,3)=lowest then
callback:=-1;

if holding=0 then begin
myentryprice:=0;
lots:=0;

if daytradecounter=0 and dist>=4 and trend=1 and callback=1 and high>=highest+mindiff then
  myentryprice:=max(open,highest+mindiff);

if myentryprice>0 then begin
  if dist1<=dist then
   stoplossprice:=stoplossprice1;
  else
   stoplossprice:=lowest;

  initialstopnum:=myentryprice-stoplossprice;

  takeprofitprice:=myentryprice+initialstopnum*ratio;

  if money=0 then begin
   lots:=1;
  end else begin
   mycash:=cash(0);
   lots1:=intpart(mycash/(myentryprice*multiplier*taccount(41)));
   lots2:=intpart(mycash*(money/100)/(initialstopnum*multiplier));
   lots:=min(lots1,lots2);
  end
end

if lots>=1 then begin
  buy(1,lots,limitr,myentryprice);
  daytradecounter:=1;
end
end

if holding=0 then begin
myentryprice:=0;
lots:=0;

if daytradecounter=0 and dist>=4 and trend=-1 and callback=-1 and low<=lowest-mindiff then
  myentryprice:=min(open,lowest-mindiff);

if myentryprice>0 then begin
  if dist2<=dist then
   stoplossprice:=stoplossprice2;
  else
   stoplossprice:=highest;

  initialstopnum:=stoplossprice-myentryprice;

  takeprofitprice:=myentryprice-initialstopnum*ratio;

  if money=0 then begin
   lots:=1;
  end else begin
   mycash:=cash(0);
   lots1:=intpart(mycash/(myentryprice*multiplier*taccount(41)));
   lots2:=intpart(mycash*(money/100)/(initialstopnum*multiplier));
   lots:=min(lots1,lots2);
  end
end

if lots>=1 then begin
  buyshort(1,lots,limitr,myentryprice);
  daytradecounter:=1;
end
end

if holding>0 then begin
myexitprice:=0;
lots:=holding;

if stricmp(marketlabel,'zj')=0 then begin
  if time>=151500 then
   myexitprice:=open;
end else begin
  if time>=150000 then
   myexitprice:=open;
end

if high>=takeprofitprice then
  myexitprice:=max(open,takeprofitprice);

if low<=stoplossprice then
  myexitprice:=min(open,stoplossprice);

if myexitprice>0 then
  sell(1,lots,limitr,myexitprice);
end

if holding<0 then begin
myexitprice:=0;
lots:=-holding;

if stricmp(marketlabel,'zj')=0 then begin
  if time>=151500 then
   myexitprice:=open;
end else begin
  if time>=150000 then
   myexitprice:=open;
end

if low<=takeprofitprice then
  myexitprice:=min(open,takeprofitprice);

if high>=stoplossprice then
  myexitprice:=max(open,stoplossprice);

if myexitprice>0 then
  sellshort(1,lots,limitr,myexitprice);
end

drawicon(holding<>0,stoplossprice,11);
drawicon(holding<>0,takeprofitprice,10);

资产:asset,noaxis,linethick2;

jinzhe

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Post By：2016/6/16 15:46:20 Post IP：180.169.30.6[只看该作者]

runmode:0;

input:money(0,0,5,1);
input:ratio(2,1,10,1);

variable:trend1=0;
variable:callback=0;
variable:stoplossprice=0;
variable:takeprofitprice=0;
variable:daytradecounter=0;

if day>ref(day,1) then begin
callback:=0;
daytradecounter:=0;

if close=open then
trend1:=0;

if close>open then
trend1:=1;

if close<open then
trend1:=-1;
end

if trend1=0 then begin
if close>open then
trend1:=1;

if close<open then
trend1:=-1;
end

dist:=barslast(day>ref(day,1))+1;

highest:=ref(hhv(high,dist),1);
lowest:=ref(llv(low,dist),1);

if trend1=1 and low<=lowest then
trend1:=-1;

if trend1=-1 and high>=highest then
trend1:=1;

dist1:=barslast(high<ref(high,1) and low<ref(low,1));
stoplossprice1:=ref(low,dist1);

dist2:=barslast(high>ref(high,1) and low>ref(low,1));
stoplossprice2:=ref(high,dist2);

if trend1=1 and ref(high,1)<ref(high,3) and ref(high,2)<ref(high,3) and ref(high,3)=highest then
callback:=1;

if trend1=-1 and ref(low,1)>ref(low,3) and ref(low,2)>ref(low,3) and ref(low,3)=lowest then
callback:=-1;

if holding=0 then begin
myentryprice:=0;
lots:=0;

if daytradecounter=0 and dist>=4 and trend1=1 and callback=1 and high>=highest+mindiff then
myentryprice:=max(open,highest+mindiff);

if myentryprice>0 then begin
if dist1<=dist then
   stoplossprice:=stoplossprice1;
else
   stoplossprice:=lowest;

initialstopnum:=myentryprice-stoplossprice;

takeprofitprice:=myentryprice+initialstopnum*ratio;

if money=0 then begin
   lots:=1;
end else begin
   mycash:=cash(0);
   lots1:=intpart(mycash/(myentryprice*multiplier*taccount(41)));
   lots2:=intpart(mycash*(money/100)/(initialstopnum*multiplier));
   lots:=min(lots1,lots2);
end
end

if lots>=1 then begin
buy(1,lots,limitr,myentryprice);
daytradecounter:=1;
end
end

if holding=0 then begin
myentryprice:=0;
lots:=0;

if daytradecounter=0 and dist>=4 and trend1=-1 and callback=-1 and low<=lowest-mindiff then
myentryprice:=min(open,lowest-mindiff);

if myentryprice>0 then begin
if dist2<=dist then
   stoplossprice:=stoplossprice2;
else
   stoplossprice:=highest;

initialstopnum:=stoplossprice-myentryprice;

takeprofitprice:=myentryprice-initialstopnum*ratio;

if money=0 then begin
   lots:=1;
end else begin
   mycash:=cash(0);
   lots1:=intpart(mycash/(myentryprice*multiplier*taccount(41)));
   lots2:=intpart(mycash*(money/100)/(initialstopnum*multiplier));
   lots:=min(lots1,lots2);
end
end

if lots>=1 then begin
buyshort(1,lots,limitr,myentryprice);
daytradecounter:=1;
end
end

if holding>0 then begin
myexitprice:=0;
lots:=holding;

if stricmp(marketlabel,'zj')=0 then begin
if time>=151500 then
myexitprice:=open;
end else begin
if time>=150000 then
myexitprice:=open;
end

if high>=takeprofitprice then
myexitprice:=max(open,takeprofitprice);

if low<=stoplossprice then
myexitprice:=min(open,stoplossprice);

if myexitprice>0 then
sell(1,lots,limitr,myexitprice);
end

if holding<0 then begin
myexitprice:=0;
lots:=-holding;

if stricmp(marketlabel,'zj')=0 then begin
if time>=151500 then
   myexitprice:=open;
end else begin
if time>=150000 then
   myexitprice:=open;
end

if low<=takeprofitprice then
myexitprice:=min(open,takeprofitprice);

if high>=stoplossprice then
myexitprice:=max(open,stoplossprice);

if myexitprice>0 then
sellshort(1,lots,limitr,myexitprice);
end

drawicon(holding<>0,stoplossprice,11);
drawicon(holding<>0,takeprofitprice,10);

资产:asset,noaxis,linethick2;

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wcq1983

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Post By：2016/6/16 16:40:21 Post IP：113.71.128.153[只看该作者]

老师您好下面策略帮我修改一下好吗

runmode:0;

{ 策略名称:PCB
交易品种:糖
交易周期:5分钟
入市策略:通道突破
风险控制:收盘平仓
资金管理:1手 }

input:period(20,5,100,5);

variable:myasset=30000;

entertime:=time＞=092500 and time＜=145500;
exittime:=time＞=150000;

highest:=ref(hhv(high,period),1);
lowest:=ref(llv(low,period),1);

buycond:=entertime and high＞=highest;
buyprice:=max(open,highest);

buyshortcond:=entertime and low＜=lowest;
buyshortprice:=min(open,lowest);

if holding=0 and buycond then begin
buy(1,1,limitr,buyprice);
end

if holding=0 and buyshortcond then begin
buyshort(1,1,limitr,buyshortprice);
end

if holding＞0 and exittime then begin
sell(1,holding,limitr,close);
end

if holding＜0 and exittime then begin
sellshort(1,holding,limitr,close);
end

if exittime then
myasset:=asset;

资产:myasset,noaxis,colormagenta;
次数:totaltrade,linethick0;
收益:(myasset-30000)/30000,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

jinzhe

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Post By：2016/6/16 16:50:58 Post IP：180.173.43.114[只看该作者]

input:period1(20,5,100,5);

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jinzhe

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Post By：2016/6/16 16:51:43 Post IP：180.173.43.114[只看该作者]

这两个策略的问题是一样的，定义好的变量是系统的保留字符，所以导致了编译不通过，我的解决办法是在这些变量结尾处加个1就行。

用户可以自行处理一下

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wcq1983

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Post By：2016/6/16 16:59:55 Post IP：113.71.128.153[只看该作者]

老师还是不行哦还是不通过

jinzhe

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Post By：2016/6/16 17:08:16 Post IP：180.173.198.10[只看该作者]

没问题，你直接新建一个指标，把我的代码贴进去

不要在原来的里面改

此主题相关图片如下：1.png

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wcq1983

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Post By：2016/6/16 17:11:52 Post IP：113.71.128.153[只看该作者]

老师可以啦呵呵还有一个tb公式帮我修改成金字塔公式好吗？

//TB公式代码如下

Params

Numeric nMins(30); // N分钟的突破

Numeric nOffset(3); // 突破式的价格偏移

Vars

NumericSeries HighestOf30Min;

NumericSeries lowestOf30Min;

Numeric myPrice;

Numeric MinPoint;

Numeric lots(1);

Begin

MinPoint = MinMove*PriceScale;

If(Date <> Date[1])

{

HighestOf30Min = High;

lowestOf30Min = Low;

}Else If(Time < 0.0900+nMins*0.0001)

{

HighestOf30Min = max(high,HighestOf30Min[1]);

lowestOf30Min = min(Low,lowestOf30Min[1]);

}Else

{

HighestOf30Min = HighestOf30Min[1];

lowestOf30Min = lowestOf30Min[1];

}

If(High >= HighestOf30Min + nOffset*MinPoint && MarketPosition != 1)

{

myPrice = HighestOf30Min + nOffset*MinPoint;

If(Open > myPrice) myPrice = Open;

Buy(lots,myPrice);

}

If(Low <= lowestOf30Min - nOffset*MinPoint && MarketPosition != -1)

{

myPrice = lowestOf30Min - nOffset*MinPoint;

If(Open < myPrice) myPrice = Open;

SellShort(lots,myPrice);

}

If(Time >= 0.1459)

{

Sell(lots,Open);

BuyToCover(lots,Open);

}

End

/////////////////////////////////////////////////////////////////////////////////////

//下面为金字塔代码（感谢轮回）

INPUT:NMIN(30,10,60,10); //设置参数

INPUT:NOFFSET(3,1,20,1); //设置参数

INPUT:LOTS(1,1,1000,1); //设置参数

CYC:=BARSLAST(DATE>REF(DATE,1))+1; //统计日内K线数

HIGHESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,HHV(H,CYC)); {在从开盘到设定时间(默认参数开盘30分)内保存当天最高价}

LOWESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,LLV(L,CYC)); {在从开盘到设定时间(默认参数开盘30分)内保存当天最低价}

IF HIGH >= HIGHESTOF30MIN + NOFFSET*MINDIFF AND HOLDING<=0 THEN {如果最高价突破设定时间内的前高加设定偏移并且目前没有多单,那么}

BEGIN

MYPRICE: = HIGHESTOF30MIN + NOFFSET*MINDIFF; {预设进场价.既等于设定时间内的前高加设定偏移}

IF OPEN > MYPRICE THEN {如果开盘价大于预设进场价,那么奋不顾身闯进去,(注:这是移植的,原设计并不一定完美,这时可能不是那么好成交的,我也不必多费唇舌了).}

BEGIN

MYPRICE: = OPEN;

SELLSHORT(HOLDING<0,0,LIMITR,MYPRICE); {如果有空单先平}

BUY(HOLDING=0,LOTS,LIMITR,MYPRICE); {如果没有多单则以开盘价开多LOTS手}

END

IF LOW <= LOWESTOF30MIN - NOFFSET*MINDIFF AND HOLDING>=0 THEN {以下开空部分同上,只不过方向相反}

BEGIN

MYPRICE: = LOWESTOF30MIN - NOFFSET*MINDIFF;

IF OPEN < MYPRICE THEN

BEGIN

MYPRICE: = OPEN;

SELL(HOLDING>0,0,LIMITR,MYPRICE);

BUYSHORT(HOLDING=0,LOTS,LIMITR,MYPRICE);

END

IF TIME >= 145900 THEN {收盘平仓}

BEGIN

SELL(HOLDING>0,0,LIMITR,OPEN);

SELLSHORT(HOLDING<0,0,LIMITR,OPEN);

END

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Post By：2016/6/16 17:13:13 Post IP：113.71.128.153[只看该作者]

老师可以啦呵呵还有一个tb公式帮我修改成金字塔公式好吗？

//TB公式代码如下

Params

Numeric nMins(30); // N分钟的突破

Numeric nOffset(3); // 突破式的价格偏移

Vars

NumericSeries HighestOf30Min;

NumericSeries lowestOf30Min;

Numeric myPrice;

Numeric MinPoint;

Numeric lots(1);

Begin

MinPoint = MinMove*PriceScale;

If(Date <> Date[1])

{

HighestOf30Min = High;

lowestOf30Min = Low;

}Else If(Time < 0.0900+nMins*0.0001)

{

HighestOf30Min = max(high,HighestOf30Min[1]);

lowestOf30Min = min(Low,lowestOf30Min[1]);

}Else

{

HighestOf30Min = HighestOf30Min[1];

lowestOf30Min = lowestOf30Min[1];

}

If(High >= HighestOf30Min + nOffset*MinPoint && MarketPosition != 1)

{

myPrice = HighestOf30Min + nOffset*MinPoint;

If(Open > myPrice) myPrice = Open;

Buy(lots,myPrice);

}

If(Low <= lowestOf30Min - nOffset*MinPoint && MarketPosition != -1)

{

myPrice = lowestOf30Min - nOffset*MinPoint;

If(Open < myPrice) myPrice = Open;

SellShort(lots,myPrice);

}

If(Time >= 0.1459)

{

Sell(lots,Open);

BuyToCover(lots,Open);

}

End

/////////////////////////////////////////////////////////////////////////////////////

//下面为金字塔代码（感谢轮回）

INPUT:NMIN(30,10,60,10); //设置参数

INPUT:NOFFSET(3,1,20,1); //设置参数

INPUT:LOTS(1,1,1000,1); //设置参数

CYC:=BARSLAST(DATE>REF(DATE,1))+1; //统计日内K线数

HIGHESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,HHV(H,CYC)); {在从开盘到设定时间(默认参数开盘30分)内保存当天最高价}

LOWESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,LLV(L,CYC)); {在从开盘到设定时间(默认参数开盘30分)内保存当天最低价}

IF HIGH >= HIGHESTOF30MIN + NOFFSET*MINDIFF AND HOLDING<=0 THEN {如果最高价突破设定时间内的前高加设定偏移并且目前没有多单,那么}

BEGIN

MYPRICE: = HIGHESTOF30MIN + NOFFSET*MINDIFF; {预设进场价.既等于设定时间内的前高加设定偏移}

BEGIN

MYPRICE: = OPEN;

SELLSHORT(HOLDING<0,0,LIMITR,MYPRICE); {如果有空单先平}

BUY(HOLDING=0,LOTS,LIMITR,MYPRICE); {如果没有多单则以开盘价开多LOTS手}

END

IF LOW <= LOWESTOF30MIN - NOFFSET*MINDIFF AND HOLDING>=0 THEN {以下开空部分同上,只不过方向相反}

BEGIN

MYPRICE: = LOWESTOF30MIN - NOFFSET*MINDIFF;

IF OPEN < MYPRICE THEN

BEGIN

MYPRICE: = OPEN;

SELL(HOLDING>0,0,LIMITR,MYPRICE);

BUYSHORT(HOLDING=0,LOTS,LIMITR,MYPRICE);

END

IF TIME >= 145900 THEN {收盘平仓}

BEGIN

SELL(HOLDING>0,0,LIMITR,OPEN);

SELLSHORT(HOLDING<0,0,LIMITR,OPEN);

END

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