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标题:请老师完成空头开仓条件

1楼
zurich 发表于:2016/11/14 10:05:36

//定义参数
Input:N(81,1,100,10),P1(14,2,40,4),P2(14,2,40,4),P3(36,10,100,2);

//中间变量
Variable:ls=0,Gl=0,Dl=0;
Num:=2;
Em:Ema(Close,34);//收盘价34期EMA
Sm:Sma(Close,8,1);//收盘价8期SMA
Rsv:=(Close-Llv(Low,N))/(Hhv(High,N)-Llv(Low,N))*100;
K:Sma(RSV,P1,1),NOAXIS;
D:Sma(K,P2,1),noaxis;
Tp:=Valuewhen(Cross(k,d),High);//KD交叉时对应高点
Gj:=Valuewhen(H>=HHV(High,P3),High);//前一轮行情最高价
Cond4:=Barslast(H>=HHV(High,P3));//前一轮行情高点到现在的周期数
Dj:=Llv(Low,Cond4);//前一轮行情最低价

Cond1:=Sm>Em;
Cond2:=Cross(K,D);//K、D交叉
Cond3:=Barslast(COND2)<=4 AND High>Tp;//KD交叉以后四个周期内,价格突破
BuyCond:Cond1 And K>D And Cond3 ;//开仓条件


//下单语句
If BuyCond And Holding=0 Then
   Begin
   Buy(1,Num,Market);
   Gl:=Gj;//开仓时前一轮行情高价
   Dl:=Dj;//开仓时前一轮最低价
   ls:=Gl-Dl;//区间幅度
   End
  
//幅度止损部分 
If Enterprice>=Gl And Close<=Dl+0.618*ls Then Sell(1,Num,Market);
If Enterprice>=Dl+0.786*ls And Enterprice<=Gl And Close<=Dl+0.5*ls Then Sell(1,Num,Market);
If Enterprice>=Dl+0.5*ls And Enterprice<=Dl+0.786*ls And Close<=Dl+0.236*ls Then Sell(1,Num,Market);
If Enterprice>=Dl+0.236*ls And Enterprice<Dl+0.5*ls And Close<=Dl Then Sell(1,Num,Market);

//幅度止盈部分
If Close>=Dl+1.272*ls Then Sell(1,Intpart(Num/2),Market);
If Close>=Dl+1.618*ls Then Sell(1,0,Market);

2楼
zurich 发表于:2016/11/14 10:10:18
指标条件内容
3楼
jinzhe 发表于:2016/11/14 10:14:08
空头条件是什么?
4楼
zurich 发表于:2016/11/14 11:23:17
跟多头条件相反的
5楼
jinzhe 发表于:2016/11/14 11:32:32

sellCond:not(Cond1) And not(K>D) And not(Cond3) ;//开仓条件

if sellcond then buyshort(holding=0,1,marketr);

6楼
zurich 发表于:2016/11/14 11:37:22
空头的止损,止盈语句,条件和多头相反
7楼
jinzhe 发表于:2016/11/14 13:11:22
If BuyCond And Holding=0 Then
   Begin
   Buy(1,Num,Market);
   Gl:=Gj;//开仓时前一轮行情高价
   Dl:=Dj;//开仓时前一轮最低价
   ls:=Gl-Dl;//区间幅度
   End
 

sellCond:not(Cond1) And not(K>D) And not(Cond3) ;//开仓条件

if sellcond and holding=0 then begin

     buyshort(holding=0,num,market);

  Gl:=Gj;//开仓时前一轮行情高价
   Dl:=Dj;//开仓时前一轮最低价
   ls:=Gl-Dl;//区间幅度
   End

//幅度止损部分 
If Enterprice>=Gl And Close<=Dl+0.618*ls Then Sell(1,Num,Market);
If Enterprice>=Dl+0.786*ls And Enterprice<=Gl And Close<=Dl+0.5*ls Then Sell(1,Num,Market);
If Enterprice>=Dl+0.5*ls And Enterprice<=Dl+0.786*ls And Close<=Dl+0.236*ls Then Sell(1,Num,Market);
If Enterprice>=Dl+0.236*ls And Enterprice<Dl+0.5*ls And Close<=Dl Then Sell(1,Num,Market);

//幅度止盈部分
If Close>=Dl+1.272*ls Then Sell(1,Intpart(Num/2),Market);
If Close>=Dl+1.618*ls Then Sell(1,0,Market);

 

If Enterprice<=Gl And Close>=Dl-0.618*ls Then Sell(1,Num,Market);
If Enterprice<=Dl-0.786*ls And Enterprice>=Gl And Close>=Dl-0.5*ls Then Sell(1,Num,Market);
If Enterprice<=Dl-0.5*ls And Enterprice>=Dl-0.786*ls And Close>=Dl-0.236*ls Then Sell(1,Num,Market);
If Enterprice<=Dl-0.236*ls And Enterprice>Dl-0.5*ls And Close>=Dl Then Sell(1,Num,Market);

//幅度止盈部分
If Close<=gl-1.272*ls Then Sell(1,Intpart(Num/2),Market);
If Close<=gl-1.618*ls Then Sell(1,0,Market);

共7 条记录, 每页显示 10 条, 页签: [1]


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