金字塔决策交易系统

 找回密码
 

微信登录

微信扫一扫,快速登录

搜索
查看: 254|回复: 11

请教老师如何编写

[复制链接]

26

主题

34

帖子

44

积分

Rank: 7Rank: 7Rank: 7

等级: 版主

注册:
2021-5-25
曾用名:
发表于 2025-8-5 10:16 | 显示全部楼层 |阅读模式
1、WRSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K1:=SMA(WRSV,M1,1);
D1:=SMA(K1,M2,1);
K1:=EMA(K1,3);
D1:=EMA(D1,3);
以上为KD指标
2、 均线1:EMA(EMA(CLOSE,20),20);
均线2:  EMA(EMA(CLOSE,60),60);
      以上为均线设置

开多单条件:(均线成多头排列,C>EMA(EMA(CLOSE,60),60);KD金叉且K<50;开多单平空单
开多单平空单:
1、A=ENTERLONG:CROSS(K,D)&&K<50;
B=均线1>均线2&&C>EMA(EMA(CLOSE,60),60);
以上A\B两个条件同时满足时,开多单,同时平空单。

3、多单止盈:当(CLOSE - 均线2)/均线2 >5%时多单止盈;
4、多单止损:当(CLOSE - 均线2)/均线2 <-2%时多单止损。
   
开空单条件:(均线成空头排列,C<EMA(EMA(CLOSE,60),60);KD死叉且K>50;开空单平多单
开空单平多单:
1、A1=ENTERLONG:CROSS(D,K)&&K>50;
2、B1=均线1<均线2&&C<EMA(EMA(CLOSE,60),60);
以上A1\B1两个条件同时满足时,开空单,同时平多单1。
3、空单止盈:当(均线2 - CLOSE )/均线2  >5%时空单止盈;
4、空单止损:当(均线2 - CLOSE )/均线2  <-2%时空单止损。

总体思路,两均线多头排列时,收盘价60均线上方,KD金叉发出买入信号(K<50),反之则为卖出信号
回复

使用道具 举报

0

主题

3

帖子

3

积分

Rank: 1

等级: 新手上路

注册:
2025-8-5
曾用名:
发表于 2025-8-5 10:22 来自手机 | 显示全部楼层
编程师,也可根据你们要求进行优化设计
回复

使用道具 举报

44

主题

1万

帖子

1万

积分

Rank: 8Rank: 8

等级: 超级版主

注册:
2021-5-18
曾用名:
发表于 2025-8-5 10:41 | 显示全部楼层

// 1. KD指标计算
N:=14; M1:=3; M2:=3;  // KD参数设置
WRSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K1:=SMA(WRSV,M1,1);  // K值计算[^1]
D1:=SMA(K1,M2,1);    // D值计算[^1]
K:=EMA(K1,3);        // 平滑K值[^1]
D:=EMA(D1,3);        // 平滑D值[^1]

// 2. 均线设置
MA1:=EMA(EMA(CLOSE,20),20);  // 双重EMA20均线[^1]
MA2:=EMA(EMA(CLOSE,60),60);  // 双重EMA60均线[^1]

// 3. 开多单条件
A:=CROSS(K,D) AND K<50;  // KD金叉且K<50[^1]
B:=MA1>MA2 AND CLOSE>MA2;  // 均线多头排列且价格在MA2上方[^1]
ENTERLONG1:=A AND B;  // 开多条件[^10]

// 4. 开多单平空单
BUY(ENTERLONG1 AND HOLDING<=0,100%,MARKETR);  // 开多单[^10]
SELLSHORT(ENTERLONG1 AND HOLDING<0,HOLDING,MARKETR);  // 平空单[^13]

// 5. 多单止盈止损
PROFIT_RATE:=(CLOSE-MA2)/MA2*100;  // 计算盈利比例[^1]
TP_LONG:=PROFIT_RATE>5;  // 盈利超过5%[^1]
SL_LONG:=PROFIT_RATE<-2;  // 亏损超过2%[^1]
SELL(TP_LONG OR SL_LONG,HOLDING,MARKETR);  // 多单平仓[^10]

// 6. 开空单条件
A1:=CROSS(D,K) AND K>50;  // KD死叉且K>50[^1]
B1:=MA1<MA2 AND CLOSE<MA2;  // 均线空头排列且价格在MA2下方[^1]
ENTERSHORT1:=A1 AND B1;  // 开空条件[^13]

// 7. 开空单平多单
BUYSHORT(ENTERSHORT1 AND HOLDING>=0,100%,MARKETR);  // 开空单[^13]
SELL(ENTERSHORT1 AND HOLDING>0,HOLDING,MARKETR);  // 平多单[^10]

// 8. 空单止盈止损
LOSS_RATE:=(MA2-CLOSE)/MA2*100;  // 计算盈利比例[^1]
TP_SHORT:=LOSS_RATE>5;  // 盈利超过5%[^1]
SL_SHORT:=LOSS_RATE<-2;  // 亏损超过2%[^1]
SELLSHORT(TP_SHORT OR SL_SHORT,HOLDING,MARKETR);  // 空单平仓[^13]
金字塔提供一对一VIP专业技术指导服务,技术团队实时响应您的日常使用问题与策略编写。联系电话:021-20339086
回复

使用道具 举报

0

主题

3

帖子

3

积分

Rank: 1

等级: 新手上路

注册:
2025-8-5
曾用名:
发表于 2025-8-12 14:22 来自手机 | 显示全部楼层
//定义变量 RISK:=MONEYTOT<=INITMONEY*(1-10/100);//风控条件:本金风险率超过10%  TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//真实波幅 ATR:=MA(TR,26); //求26个周期内真实波幅的简单移动平均 TC:=INTPART((MONEYTOT*0.10/(UNIT*ATR)));//根据权益的10%计算下单手数 MTC:=4*TC; //总的持仓头寸  MA1:EMA(EMA(CLOSE,10),10); MA2:EMA(EMA(CLOSE,30),30); MA2:EMA(EMA(CLOSE,120),120);  A:=MA1>MA2 B:=MA1<MA2  //以上为定义10周期均线和30周期均线和120周期均线  G:=MA(C,5); DY:=MA(C,10); NNH:=BARSLAST(H=HHV(H,15)) ,NODRAW; NNL:=BARSLAST(L=LLV(L,15)) ,NODRAW; NN:=IF(REF(G,NNH)>REF(DY,NNH) AND NNH<=12,NNH,IF(REF(G,NNL)<REF(DY,NNL) AND NNL<=12,NNL,13)) ,NODRAW; YN:=IF(ISLASTBAR AND NN>0,NN,13) ,NODRAW; HHY:=REF(H,YN)=HHV(H,14); LLY:=REF(L,YN)=LLV(L,14); FG01:=BACKSET(HHY,YN+1)>BACKSET(HHY,YN),NODRAW; FD01:=BACKSET(LLY,YN+1)>BACKSET(LLY,YN) ,NODRAW; FG02:=FG01=FD01 AND G>DY,NODRAW; FD02:=FG01=FD01 AND G<DY,NODRAW; TTTT:=BARSLAST(FD01),NODRAW; FG0:=FG01 AND IF(FG02=1,H=HHV(H,BARSLAST(REF(FD01,1))+1),H=HHV(H,IF(BARSLAST(L=LLV(L,7))>=5,5,BARSLAST(FD01)))) AND FD02=0 ,NODRAW; FD0:=FD01 AND IF(FD02=1,L=LLV(L,BARSLAST(REF(FG01,1))+1),L=LLV(L,IF(BARSLAST(H=HHV(L,7))>=5,5,BARSLAST(FG01))))  AND FG02=0 ,NODRAW; GT:=BARSLAST(FG0),NODRAW; DT:=BARSLAST(FD0),NODRAW; LLLL:=DT=0 AND REF(DT,1)<GT AND L>REF(L,REF(DT,1)+1),NODRAW; FG1:=BACKSET(REFX(GT,1)=0 AND GT<DT AND REFX(H,1)>=REF(H,GT),GT+1),NODRAW; FD1:=BACKSET(REFX(DT,1)=0 AND DT<GT AND REFX(L,1)<=REF(L,DT),DT+1),NODRAW; FG11:=IF(GT=0 AND REF(GT,1)<DT AND IF(REF(G,BARSLAST(L=LLV(L,7)))>REF(DY,BARSLAST(L=LLV(L,7))),BARSLAST(L=LLV(L,7))<5,1) AND  H<REF(H,REF(GT,1)+1),1,0),NODRAW; FD11:=IF(DT=0 AND REF(DT,1)<GT AND IF(REF(G,BARSLAST(H=HHV(H,7)))<REF(DY,BARSLAST(H=HHV(H,7))),BARSLAST(H=HHV(H,7))<5,1) AND L>REF(L,REF(DT,1)+1),1,0),NODRAW; GT1:=BARSLAST(FG11<>1 AND FG1<>1 AND FG0),NODRAW; DT1:=BARSLAST(FD11<>1 AND FD1<>1 AND FD0),NODRAW; FD2:=BACKSET(REFX(GT1,1)=0 AND DT1<3 AND GT1-DT1<4 AND REF(L,DT1)>LLV(L,GT1+5),DT1+1),NODRAW; FG2A:=BACKSET(REFX(GT1,1)=0 AND DT1<3 AND GT1-DT1<4 AND REF(L,DT1)<=LLV(L,GT1+5) AND REF(H,GT1)>HHV(H,GT1+5),GT1+1),NODRAW; FG2B:=IF(GT1=0 AND DT1<4 AND REF(GT1,1)-DT1<4 AND REF(L,DT1)<=LLV(L,REF(GT1,1)+6) AND H>HHV(H,REF(GT1,1)+6),1,0),NODRAW; FG2:=BACKSET(REFX(DT1,1)=0 AND GT1<3 AND DT1-GT1<4 AND REF(H,GT1)<HHV(H,DT1+5),GT1+1),NODRAW; FD2A:=BACKSET(REFX(DT1,1)=0 AND GT1<3 AND DT1-GT1<4 AND REF(H,GT1)>=HHV(L,DT1+5) AND REF(L,DT1)>LLV(L,DT1+5),DT1+1),NODRAW; FD2B:=IF(DT1=0 AND GT1<4 AND REF(DT1,1)-GT1<4 AND REF(H,GT1)>=HHV(H,REF(DT1,1)+6) AND L>LLV(L,REF(DT1,1)+6),1,0),NODRAW; FG21:=IF(GT1=0 AND DT1<4 AND H<=REF(H,REF(GT1,1)+1)  ,1,0),NODRAW; FD21:=IF(DT1=0 AND GT1<4  AND L>=REF(L,REF(DT1,1)+1) ,1,0),NODRAW; FD231:=BACKSET(REFX(GT1,1)=0 AND DT1>3 AND GT1>DT1 AND GT1-DT1<4 AND REFX(H,1)>REF(H,GT1) AND REF(L,DT1)>REF(LLV(L,10),DT1),DT1+1),NODRAW; FG23:=BACKSET(REFX(GT1,1)=0 AND DT1>3 AND GT1>DT1 AND  GT1-DT1<4 AND REFX(H,1)>REF(H,GT1) AND (REF(H,GT1)<REF(HHV(H,13),GT1) OR REF(FD231,DT1)=0),GT1+1),NODRAW; FG231:=BACKSET(REFX(DT1,1)=0 AND GT1>3  AND DT1>GT1 AND DT1-GT1<4 AND REFX(L,1)<REF(L,DT1) AND REF(H,GT1)<REF(HHV(H,10),GT1) ,GT1+1),NODRAW; FD23:=BACKSET(REFX(DT1,1)=0 AND GT1>3  AND DT1>GT1 AND DT1-GT1<4 AND REFX(L,1)<REF(L,DT1) AND ( REF(L,DT1)>REF(LLV(L,13),DT1) OR REF(FG231,GT1)=0),DT1+1),NODRAW; FD24:=BACKSET(REFX(GT1,1)=0 AND DT1>3 AND GT1>DT1 AND GT1-DT1<4 AND REFX(H,1)<HHV(H,GT1+3) AND REF(L,DT1)>LLV(L,DT1+5),DT1+1),NODRAW; FG24:=BACKSET(REFX(DT1,1)=0 AND GT1>3  AND DT1>GT1 AND DT1-GT1<4 AND REFX(L,1)>LLV(L,DT1+3) AND REF(H,GT1)<HHV(H,GT1+5),GT1+1),NODRAW; GT2:=BARSLAST(FG21<>1 AND FG23<>1 AND FG231<>1 AND FG24<>1   AND FG2<>1 AND FG2A<>1 AND FG2B<>1 AND GT1=0),NODRAW; DT2:=BARSLAST(FD21<>1 AND FD23<>1 AND FD231<>1 AND FD24<>1  AND FD2<>1 AND FD2A<>1 AND FD2B<>1 AND DT1=0),NODRAW; FG3:=BACKSET(REFX(GT2,1)=0 AND GT2<DT2 AND REFX(H,1)>=REF(H,GT2),GT2+1),NODRAW; FD3:=BACKSET(REFX(DT2,1)=0 AND DT2<GT2 AND REFX(L,1)<=REF(L,DT2),DT2+1),NODRAW; FG31:=IF(GT2=0 AND REF(GT2,1)<DT2 AND H<REF(H,REF(GT2,1)+1),1,0),NODRAW; FD31:=IF(DT2=0 AND REF(DT2,1)<GT2 AND L>REF(L,REF(DT2,1)+1),1,0),NODRAW; GT3:=BARSLAST(GT2=0 AND FG3<>1 AND FG31<>1 ),NODRAW; DT3:=BARSLAST(DT2=0 AND  FD3<>1 AND FD31<>1),NODRAW; HHH:=GT3=0 AND FG31<>1 AND  FG3<>1,NODRAW; LLL:=DT3=0 AND FD31<>1 AND  FD3<>1,NODRAW; 做多条件 LLL&&A,BK; CROSSDOWN(MA3,MA2),SP;//30周期均线下穿120周期均线止损。 RISK,SP; //达到风控条件,模型清仓且不再开仓  //设置 T_COMMAND(TC);//设置首次开仓手数为TC手 TRADE_AGAIN(3);//设置加减仓执行次数
回复

使用道具 举报

0

主题

3

帖子

3

积分

Rank: 1

等级: 新手上路

注册:
2025-8-5
曾用名:
发表于 2025-8-12 14:24 来自手机 | 显示全部楼层
编程师,帮我编程在金字塔中使用
回复

使用道具 举报

44

主题

1万

帖子

1万

积分

Rank: 8Rank: 8

等级: 超级版主

注册:
2021-5-18
曾用名:
发表于 2025-8-12 14:24 | 显示全部楼层
请重新整理,不要全部堆在一起
金字塔提供一对一VIP专业技术指导服务,技术团队实时响应您的日常使用问题与策略编写。联系电话:021-20339086
回复

使用道具 举报

26

主题

34

帖子

44

积分

Rank: 7Rank: 7Rank: 7

等级: 版主

注册:
2021-5-25
曾用名:
 楼主| 发表于 2025-8-13 15:01 | 显示全部楼层
帮我编程:做多策略
应用市场:国内期货
使用软件:金字塔
应用周期:30分钟周期
   
//定义变量
RISK:=MONEYTOT<=INITMONEY*(1-10/100);//风控条件:本金风险率超过10%
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//真实波幅
ATR:=MA(TR,26); //求26个周期内真实波幅的简单移动平均
TC:=INTPART((MONEYTOT*0.05/(UNIT*ATR)));//根据权益的5%计算下单手数
MTC:=4*TC; //总的持仓头寸

1、WRSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K1:=SMA(WRSV,M1,1);
D1:=SMA(K1,M2,1);
K1:=EMA(K1,3);
D1:=EMA(D1,3);
以上为KD指标(参数设置N=9,M1=3,M2=3)
均线10:EMA(EMA(CLOSE,10),10);
均线60:  EMA(EMA(CLOSE,60),60);
均线120:  EMA(EMA(CLOSE,120),120);

以上为均线设置

开多单条件:(均线成多头排列,KD金叉且K<50;开多单平空单)
开多单:
A=ENTERLONG:CROSS(K,D)&&K<50;
B=均线10>均线120;
以上A\B两个条件同时满足时,开多单。
CROSSDOWN(MA60,MA120),SP;//60周期均线下穿120周期均线止损或止盈。
RISK,SP; //达到风控条件,模型清仓且不再开仓
//设置
T_COMMAND(TC);//设置首次开仓手数为TC手
TRADE_AGAIN(3);//设置加仓执行次数
AUTOFILTER;


回复

使用道具 举报

44

主题

1万

帖子

1万

积分

Rank: 8Rank: 8

等级: 超级版主

注册:
2021-5-18
曾用名:
发表于 2025-8-13 15:07 | 显示全部楼层
//定义变量
initmoney:=valuewhen(todaybar=1,asset);
RISK:=asset<=INITMONEY*(1-10/100);//风控条件:本金风险率超过10%
TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//真实波幅
ATR:=MA(TR1,26); //求26个周期内真实波幅的简单移动平均
TC:=INTPART((asset*0.05/(MULTIPLIER*ATR)));//根据权益的5%计算下单手数
MTC:=4*TC; //总的持仓头寸

WRSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K1:=SMA(WRSV,3,1);
D1:=SMA(K1,3,1);
K1:=EMA(K1,3);
D1:=EMA(D1,3);
// 均线设置
MA10:=EMA(EMA(CLOSE,10),10);  // 10日均线[^1]
MA60:=EMA(EMA(CLOSE,60),60);  // 60日均线[^1]
MA120:=EMA(EMA(CLOSE,120),120);  // 120日均线[^1]

// 交易条件
KD_CROSS:=CROSS(K1,D1) AND K1<50;  // KD金叉且K值小于50[^1][^10]
MA_ALIGN:=MA10>MA60 AND MA60>MA120;  // 均线多头排列[^1]
ENTER_LONG:=KD_CROSS AND MA_ALIGN;  // 开多条件[^7]

// 止损条件
STOP_LOSS:=CROSS(MA120,MA60);  // 60均线下穿120均线[^1]



// 开平仓操作
BUY(ENTER_LONG AND NOT(RISK),1,MARKETR);  // 满足条件时开多[^7]
SELL(STOP_LOSS OR RISK,HOLDING,MARKETR);  // 止损或风控时平仓[^6][^17]
金字塔提供一对一VIP专业技术指导服务,技术团队实时响应您的日常使用问题与策略编写。联系电话:021-20339086
回复

使用道具 举报

26

主题

34

帖子

44

积分

Rank: 7Rank: 7Rank: 7

等级: 版主

注册:
2021-5-25
曾用名:
 楼主| 发表于 2025-8-13 15:19 | 显示全部楼层
帮我编程:做空策略
应用市场:国内期货
使用软件:期金字塔
应用周期:30分钟周期
   
//定义变量
RISK:=MONEYTOT<=INITMONEY*(1-10/100);//风控条件:本金风险率超过10%
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//真实波幅
ATR:=MA(TR,26); //求26个周期内真实波幅的简单移动平均
TC:=INTPART((MONEYTOT*0.05/(UNIT*ATR)));//根据权益的5%计算下单手数
MTC:=4*TC; //总的持仓头寸

1、WRSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K1:=SMA(WRSV,M1,1);
D1:=SMA(K1,M2,1);
K1:=EMA(K1,3);
D1:=EMA(D1,3);
以上为KD指标(参数设置N=9,M1=3,M2=3)
2、 均线10:EMA(EMA(CLOSE,10),10);
均线60:  EMA(EMA(CLOSE,60),60);
均线120:  EMA(EMA(CLOSE,120),120);

以上为均线设置
    开空单:
1、A1=ENTERLONG:CROSS(D,K)&&K>50;
2、B1=均线120<均线10
以上A1\B1两个条件同时满足时,开空单。

CROSSUP(MA120,MA60),BP;//60周期均线下穿120周期均线止损止盈。
RISK,BP; //达到风控条件,模型清仓且不再开仓
//设置
T_COMMAND(TC);//设置首次开仓手数为TC手
TRADE_AGAIN(3);//设置加仓执行次数
AUTOFILTER;


   
回复

使用道具 举报

26

主题

34

帖子

44

积分

Rank: 7Rank: 7Rank: 7

等级: 版主

注册:
2021-5-25
曾用名:
 楼主| 发表于 2025-8-13 15:23 | 显示全部楼层
//定义变量
RISK:=MONEYTOT<=INITMONEY*(1-10/100);//风控条件:本金风险率超过10%
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//真实波幅
ATR:=MA(TR,26); //求26个周期内真实波幅的简单移动平均
TC:=INTPART((MONEYTOT*0.20/(UNIT*ATR)));//根据权益的20%计算下单手数
MTC:=4*TC; //总的持仓头寸
均线10:EMA(EMA(CLOSE,10),10);
均线60:  EMA(EMA(CLOSE,60),60);
均线120:  EMA(EMA(CLOSE,120),120);

A:=MA10>MA120
B:=MA10<MA120

//以上为定义10周期均线和60、120周期均线

G:=MA(C,5);
DY:=MA(C,10);
NNH:=BARSLAST(H=HHV(H,15)) ,NODRAW;
NNL:=BARSLAST(L=LLV(L,15)) ,NODRAW;
NN:=IF(REF(G,NNH)>REF(DY,NNH) AND NNH<=12,NNH,IF(REF(G,NNL)<REF(DY,NNL) AND NNL<=12,NNL,13)) ,NODRAW;
YN:=IF(ISLASTBAR AND NN>0,NN,13) ,NODRAW;
HHY:=REF(H,YN)=HHV(H,14);
LLY:=REF(L,YN)=LLV(L,14);
FG01:=BACKSET(HHY,YN+1)>BACKSET(HHY,YN),NODRAW;
FD01:=BACKSET(LLY,YN+1)>BACKSET(LLY,YN) ,NODRAW;
FG02:=FG01=FD01 AND G>DY,NODRAW;
FD02:=FG01=FD01 AND G<DY,NODRAW;
TTTT:=BARSLAST(FD01),NODRAW;
FG0:=FG01 AND IF(FG02=1,H=HHV(H,BARSLAST(REF(FD01,1))+1),H=HHV(H,IF(BARSLAST(L=LLV(L,7))>=5,5,BARSLAST(FD01)))) AND FD02=0 ,NODRAW;
FD0:=FD01 AND IF(FD02=1,L=LLV(L,BARSLAST(REF(FG01,1))+1),L=LLV(L,IF(BARSLAST(H=HHV(L,7))>=5,5,BARSLAST(FG01))))  AND FG02=0 ,NODRAW;
GT:=BARSLAST(FG0),NODRAW;
DT:=BARSLAST(FD0),NODRAW;
LLLL:=DT=0 AND REF(DT,1)<GT AND L>REF(L,REF(DT,1)+1),NODRAW;
FG1:=BACKSET(REFX(GT,1)=0 AND GT<DT AND REFX(H,1)>=REF(H,GT),GT+1),NODRAW;
FD1:=BACKSET(REFX(DT,1)=0 AND DT<GT AND REFX(L,1)<=REF(L,DT),DT+1),NODRAW;
FG11:=IF(GT=0 AND REF(GT,1)<DT AND IF(REF(G,BARSLAST(L=LLV(L,7)))>REF(DY,BARSLAST(L=LLV(L,7))),BARSLAST(L=LLV(L,7))<5,1) AND  H<REF(H,REF(GT,1)+1),1,0),NODRAW;
FD11:=IF(DT=0 AND REF(DT,1)<GT AND IF(REF(G,BARSLAST(H=HHV(H,7)))<REF(DY,BARSLAST(H=HHV(H,7))),BARSLAST(H=HHV(H,7))<5,1) AND L>REF(L,REF(DT,1)+1),1,0),NODRAW;
GT1:=BARSLAST(FG11<>1 AND FG1<>1 AND FG0),NODRAW;
DT1:=BARSLAST(FD11<>1 AND FD1<>1 AND FD0),NODRAW;
FD2:=BACKSET(REFX(GT1,1)=0 AND DT1<3 AND GT1-DT1<4 AND REF(L,DT1)>LLV(L,GT1+5),DT1+1),NODRAW;
FG2A:=BACKSET(REFX(GT1,1)=0 AND DT1<3 AND GT1-DT1<4 AND REF(L,DT1)<=LLV(L,GT1+5) AND REF(H,GT1)>HHV(H,GT1+5),GT1+1),NODRAW;
FG2B:=IF(GT1=0 AND DT1<4 AND REF(GT1,1)-DT1<4 AND REF(L,DT1)<=LLV(L,REF(GT1,1)+6) AND H>HHV(H,REF(GT1,1)+6),1,0),NODRAW;
FG2:=BACKSET(REFX(DT1,1)=0 AND GT1<3 AND DT1-GT1<4 AND REF(H,GT1)<HHV(H,DT1+5),GT1+1),NODRAW;
FD2A:=BACKSET(REFX(DT1,1)=0 AND GT1<3 AND DT1-GT1<4 AND REF(H,GT1)>=HHV(L,DT1+5) AND REF(L,DT1)>LLV(L,DT1+5),DT1+1),NODRAW;
FD2B:=IF(DT1=0 AND GT1<4 AND REF(DT1,1)-GT1<4 AND REF(H,GT1)>=HHV(H,REF(DT1,1)+6) AND L>LLV(L,REF(DT1,1)+6),1,0),NODRAW;
FG21:=IF(GT1=0 AND DT1<4 AND H<=REF(H,REF(GT1,1)+1)  ,1,0),NODRAW;
FD21:=IF(DT1=0 AND GT1<4  AND L>=REF(L,REF(DT1,1)+1) ,1,0),NODRAW;
FD231:=BACKSET(REFX(GT1,1)=0 AND DT1>3 AND GT1>DT1 AND GT1-DT1<4 AND REFX(H,1)>REF(H,GT1) AND REF(L,DT1)>REF(LLV(L,10),DT1),DT1+1),NODRAW;
FG23:=BACKSET(REFX(GT1,1)=0 AND DT1>3 AND GT1>DT1 AND  GT1-DT1<4 AND REFX(H,1)>REF(H,GT1) AND (REF(H,GT1)<REF(HHV(H,13),GT1) OR REF(FD231,DT1)=0),GT1+1),NODRAW;
FG231:=BACKSET(REFX(DT1,1)=0 AND GT1>3  AND DT1>GT1 AND DT1-GT1<4 AND REFX(L,1)<REF(L,DT1) AND REF(H,GT1)<REF(HHV(H,10),GT1) ,GT1+1),NODRAW;
FD23:=BACKSET(REFX(DT1,1)=0 AND GT1>3  AND DT1>GT1 AND DT1-GT1<4 AND REFX(L,1)<REF(L,DT1) AND ( REF(L,DT1)>REF(LLV(L,13),DT1) OR REF(FG231,GT1)=0),DT1+1),NODRAW;
FD24:=BACKSET(REFX(GT1,1)=0 AND DT1>3 AND GT1>DT1 AND GT1-DT1<4 AND REFX(H,1)<HHV(H,GT1+3) AND REF(L,DT1)>LLV(L,DT1+5),DT1+1),NODRAW;
FG24:=BACKSET(REFX(DT1,1)=0 AND GT1>3  AND DT1>GT1 AND DT1-GT1<4 AND REFX(L,1)>LLV(L,DT1+3) AND REF(H,GT1)<HHV(H,GT1+5),GT1+1),NODRAW;
GT2:=BARSLAST(FG21<>1 AND FG23<>1 AND FG231<>1 AND FG24<>1   AND FG2<>1 AND FG2A<>1 AND FG2B<>1 AND GT1=0),NODRAW;
DT2:=BARSLAST(FD21<>1 AND FD23<>1 AND FD231<>1 AND FD24<>1  AND FD2<>1 AND FD2A<>1 AND FD2B<>1 AND DT1=0),NODRAW;
FG3:=BACKSET(REFX(GT2,1)=0 AND GT2<DT2 AND REFX(H,1)>=REF(H,GT2),GT2+1),NODRAW;
FD3:=BACKSET(REFX(DT2,1)=0 AND DT2<GT2 AND REFX(L,1)<=REF(L,DT2),DT2+1),NODRAW;
FG31:=IF(GT2=0 AND REF(GT2,1)<DT2 AND H<REF(H,REF(GT2,1)+1),1,0),NODRAW;
FD31:=IF(DT2=0 AND REF(DT2,1)<GT2 AND L>REF(L,REF(DT2,1)+1),1,0),NODRAW;
GT3:=BARSLAST(GT2=0 AND FG3<>1 AND FG31<>1 ),NODRAW;
DT3:=BARSLAST(DT2=0 AND  FD3<>1 AND FD31<>1),NODRAW;
HHH:=GT3=0 AND FG31<>1 AND  FG3<>1,NODRAW;
LLL:=DT3=0 AND FD31<>1 AND  FD3<>1,NODRAW;
做多条件
LLL&&A,BK;
CROSSDOWN(MA60,MA120),SP;//60周期均线下穿120周期均线止损止盈。
RISK,SP; //达到风控条件,模型清仓且不再开仓

做空条件
HHH&&B,SK;
CROSSUP(MA120,MA60),BP;//120周期均线上穿60周期均线止损止盈。
RISK,BP; //达到风控条件,模型清仓且不再开仓
//设置
T_COMMAND(TC);//设置首次开仓手数为TC手
TRADE_AGAIN(3);//设置加减仓执行次数
AUTOFILTER;





回复

使用道具 举报

您需要登录后才可以回帖 登录 | 微信登录

本版积分规则

手机版|小黑屋|上海金之塔信息技术有限公司 ( 沪ICP备13035422号 )

GMT+8, 2025-8-18 13:27 , Processed in 0.150133 second(s), 21 queries .

Powered by Discuz! X3.4

Copyright © 2001-2021, Tencent Cloud.

快速回复 返回顶部 返回列表