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标题:交易系统编写求助

1楼
赵致远66 发表于:2016/12/5 14:10:23
对于下面的交易指标公式,请帮忙改写成自动交易系统公式:
   买卖条件和要求:
1.“卖线(白线)”上穿“比卖线(粉线)”,买入2万元;
2.反之,“卖线(白线)”下穿“比卖线(粉线)”,全部卖出;
3.用于股票自动交易

指标交易公式如下:

N:=13;

M:=9;

m1:=3;

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

VAR2:=SMA(VAR1,M1,1);

卖线: SMA(VAR2,M1,1);

VAR3:=(HHV(HIGH,M)-CLOSE)/(HHV(HIGH,M)-LLV(LOW,M))*100;

VAR4:=SMA(VAR3,M1,1);

VAR5:=SMA(VAR4,M1,1);

买入线: SMA(VAR5,M1,1);

必卖线: SMA(卖线,M1,1);

高压线: 85;

触底线: 9;

DRAWTEXT(买入线>76.5 AND CROSS(卖线,必卖线),必卖线*1.15,'');

DRAWTEXT(买入线>56 AND 买入线<=76 AND CROSS(卖线,必卖线),卖线,'留意');

DRAWTEXT(买入线<45 AND 卖线>78 AND 必卖线>78 AND CROSS(必卖线,卖线),必卖线,''),COLORGREEN ;

DRAWTEXT(CROSS(买入线,78.5),买入线,'关注'),COLORRED ;

DRAWTEXT(CROSS(买入线,85),买入线,'重点关注'),COLORWHITE ;

2楼
jinzhe 发表于:2016/12/5 14:20:29

{1.“卖线(白线)”上穿“比卖线(粉线)”,买入2万元;
2.反之,“卖线(白线)”下穿“比卖线(粉线)”,全部卖出;
3.用于股票自动交易
}
ss:=max(floor(20000/close/100)*100,100);
N:=13;

M:=9;

m1:=3;

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

VAR2:=SMA(VAR1,M1,1);

卖线: SMA(VAR2,M1,1);

VAR3:=(HHV(HIGH,M)-CLOSE)/(HHV(HIGH,M)-LLV(LOW,M))*100;

VAR4:=SMA(VAR3,M1,1);

VAR5:=SMA(VAR4,M1,1);

买入线: SMA(VAR5,M1,1);

必卖线: SMA(卖线,M1,1);

高压线: 85;

触底线: 9;

DRAWTEXT(买入线>76.5 AND CROSS(卖线,必卖线),必卖线*1.15,'进');

DRAWTEXT(买入线>56 AND 买入线<=76 AND CROSS(卖线,必卖线),卖线,'留意');

DRAWTEXT(买入线<45 AND 卖线>78 AND 必卖线>78 AND CROSS(必卖线,卖线),必卖线,'跑'),COLORGREEN ;

DRAWTEXT(CROSS(买入线,78.5),买入线,'关注'),COLORRED ;

DRAWTEXT(CROSS(买入线,85),买入线,'重点关注'),COLORWHITE ;
if cross(卖线,必卖线) then buy(holding=0,ss,market);
if cross(必卖线,卖线) then sell(1,ss,market);

3楼
赵致远66 发表于:2016/12/5 16:05:26
买入、卖出都在第二天操作,怎么改?
{1.“卖线(白线)上穿比卖线(粉线),第二天,买入2万元;
2.
反之,卖线(白线)下穿比卖线(粉线),第二天,全部卖出;
3.
用于股票自动交易,日线模式下交易
4楼
jinzhe 发表于:2016/12/5 16:18:03

variable:buydate=0,selldate=0;

variable:buybj=0,sellbj=0;

ss:=max(floor(20000/close/100)*100,100);
N:=13;

M:=9;

m1:=3;

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

VAR2:=SMA(VAR1,M1,1);

卖线: SMA(VAR2,M1,1);

VAR3:=(HHV(HIGH,M)-CLOSE)/(HHV(HIGH,M)-LLV(LOW,M))*100;

VAR4:=SMA(VAR3,M1,1);

VAR5:=SMA(VAR4,M1,1);

买入线: SMA(VAR5,M1,1);

必卖线: SMA(卖线,M1,1);

高压线: 85;

触底线: 9;

DRAWTEXT(买入线>76.5 AND CROSS(卖线,必卖线),必卖线*1.15,'进');

DRAWTEXT(买入线>56 AND 买入线<=76 AND CROSS(卖线,必卖线),卖线,'留意');

DRAWTEXT(买入线<45 AND 卖线>78 AND 必卖线>78 AND CROSS(必卖线,卖线),必卖线,'跑'),COLORGREEN ;

DRAWTEXT(CROSS(买入线,78.5),买入线,'关注'),COLORRED ;

DRAWTEXT(CROSS(买入线,85),买入线,'重点关注'),COLORWHITE ;
if cross(卖线,必卖线) and buybj=0 then begin

    buybj:=1;

    buydate:=date;

end

if cross(必卖线,卖线) and sellbj=0 then begin

    sellbj:=1;

    selldate:=date;

end

 

if holding=0 and date>=buydate+1 and buybj=1 then begin

     buybj:=0;

     buy(1,ss,market);

end

if holding>0 and date>=selldate+1 and sellbj=1 then begin

     sellbj:=0;

     sell(1,0,market);

end

共4 条记录, 每页显示 10 条, 页签: [1]


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