标题：四周规则能写成VBA模板吗，方便大家学习

1楼

solarhe2006 发表于：2011/11/22 15:27:34

四周规则能写成VBA模板吗，方便大家学习

HHN：=ref(HHV(HIGH,20),1)；
HLN：=ref(LLV(LOW,20),1)；

IF H>=HHN then
begin
sellshort(holding<0,0,thisclose);
buy(holding=0,1,thisclose);
end

IF L<=HLN then
begin
sell(holding>0,0,thisclose);
buyshort(holding=0,1,thisclose);
end

2楼

26327756l 发表于：2011/11/22 15:31:50

有必要吗

图表可以实现 VBA还要写一遍。

3楼

guotx2010 发表于：2011/11/22 21:52:05

任何策略都可以用VBA来实现，只是代码量比后台或图表策略大的多，调试也需要较长的时间。

如果只是单纯的实现开平仓的目的，没有必要使用VBa来做的。

4楼

z7c9 发表于：2011/11/23 11:19:28

Sub ForWeekRule
dim code
dim market
dim cyctype
dim highest
dim lowest

code="RU00"
market="SQ"
cyctype=5

set historydata =marketdata.GetHistoryData(code,market,cyctype)
for i=historydata.count-22 to historydata-2
  if historydata.high(i)>highest then
   highest=historydata.high(i)
  end if

  if historydata.low(i)<lowest then
   lowest=historydata.low(i)
  end if
next

if historydata(historydata.count-1)>highest then
  order.buyshort 1,1,0,0,code,market,0,0
  order.buy 1,1,0,0,code,market,0,0
end if

if historydata(historydata.count-2)<lowest then
  order.SellShort 1,1,0,0,code,market,0,0
  order.sell 1,1,0,0,code,market,0,0
end if
end sub

5楼

solarhe2006 发表于：2011/11/23 11:29:04

强Sub ForWeekRule
dim code
dim market
dim cyctype
dim highest
dim lowest

code="RU00"
market="SQ"
cyctype=5

set historydata =marketdata.GetHistoryData(code,market,cyctype)
for i=historydata.count-22 to historydata-2
  if historydata.high(i)>highest then
   highest=historydata.high(i)
  end if

  if historydata.low(i)<lowest then
   lowest=historydata.low(i)
  end if
next

if historydata(historydata.count-1)>highest then
  order.buyshort 1,1,0,0,code,market,0,0
  order.buy 1,1,0,0,code,market,0,0
end if

if historydata(historydata.count-2)<lowest then
  order.SellShort 1,1,0,0,code,market,0,0
  order.sell 1,1,0,0,code,market,0,0
end if
end sub

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