等级: 新手上路
- 注册:
- 2021-8-6
- 曾用名:
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下文中18，19行如下：
XIA_DIE_YOU_XIAN:(CALLSTOCK('',VTOPEN,6,0)-LLV(L,TODAYBAR))<=MTR,NOAXIS;
A:L;
在我软件运行时，A输出全错，比准确值大概低4。加载的时JD00，无论是加权与否都同样出错。且仅限在本策略
若新建指标，或策略。以上语句输出无错，请指点。
///====================以下为代码正文====================//
//JD00,超预期，全数据80次交易，胜率83%，净利2115。、
//修正低开时第一支就入的问题。77次，胜率83%，净利1373。损失了800？要看看
//时间段筛选，选在6~9月
MTR:=MEDIAN(TR,100);
DAYCOND:=STKINDI('','JD09_DAY_9.COND_DAY' ,0 ,6 ,0 ),NOAXIS;
//因为这个条件取的只要日期，为免在9-1交易9月合约，所以，这里去当天值，也就是当天日期//
//新增日线过滤信号:散单造成的下跌
ZAO_YIN_DOWN:=STKINDI('','ZAO_YIN_DOWN.ZAO_YIN_DOWN' ,0 ,6 ,-1 ),NOAXIS;//AMA
//===========低开时要特殊处理,留在后续过滤部分增仓与OBV机会用============
DOWN_GAP:=CALLSTOCK('',VTOPEN,6,0)<CALLSTOCK('',VTCLOSE,6,-1),NOAXIS;
//低开时，下跌有限时才可用增仓及OBV做多,低开时，开高走也不能第一支入场
XIA_DIE_YOU_XIAN:(CALLSTOCK('',VTOPEN,6,0)-LLV(L,TODAYBAR))<=MTR,NOAXIS;
A:L;
DOWN_GAP_GUO_LV:=DOWN_GAP AND XIA_DIE_YOU_XIAN {AND TODAYBAR>1},NOAXIS;
//归总一下正常时与低开过滤后，可用增仓与OBV做多
ZC_OBV_GUO_LV:=NOT(DOWN_GAP) OR DOWN_GAP_GUO_LV,NOAXIS;
//MCOND:=STKINDI('','XIN_DI_SUO_LIANG.XIN_DI_SUO_LIANG' ,0 ,DATAPERIOD ,0 ),NOAXIS;
//==========================================================================
//----反应不足系列---//
BU_ZU:=ZAO_YIN_DOWN;
STEP:{DAYCOND AND} BU_ZU,NOAXIS;
//==================================自设入市条件=========================//
//----价格新低，OBV背离（行）----//
//不带打平 26% 2.3//
//带打平 7% 8，14次中1//
//忽略5分钟STEP时，更好了 6%，9.4//
OBV:=SUM(IF(CLOSE>REF(CLOSE,1),VOL,IF(CLOSE<REF(CLOSE,1),-VOL,0)),250),NOaxis;
GET2:=TODAYBAR>1 AND L=LLV(L,TODAYBAR) AND OBV>REF(MA(OBV,3),1) AND C>=O;
//-----长短周期下都是顺势，从低波动爆发入市（行）-------//
//带打平 10% 7.4 10中1//
//过滤4：高波动
GL4:=TR>=MTR*1.5;
//此前低波动
GL9:=CROSS(TR,MTR);
//过滤5：高于均线
MID :=MA(CLOSE,20);
GL5:=C>MID;
//突破长期高低位，把尾门---//
LLINE:="长期高低位.LLINE";
TP:=C>LLINE;
GET4:=TP AND GL5 AND GL9 AND GL4,NOAXIS;
//----增量增仓阳线追入(行)----//
//带打平 5.6% 5.6，16次中1//
//加入阳线幅度后，8.1%，8.8，198次//
COND1:=VOL>=REF(MA(VOL,3)*2,1);//增量
COND2:=OPENINT>REF(OPENINT,1);//增仓
COND3:=ISUP;
COND4:=C-O>=MTR;
GET3:=COND1 AND COND2 AND COND3 AND COND4; //AND TODAYBAR>1;总体影响不大，赔率从9.9下降至9.8
//------------日内三次高位顶分型后，收破顶分型---------//
//带打平 8% 7.6//
//把3FX_TUPO复制过来了，防止多级引用
A:=(H+L)/2;
FS:=MA(A,TODAYBAR);
BZ:=STD(A,20);
//ATR:=MEDIAN(TR,100);//同为MTR，避免歧义
UPPER:=FS+1*MTR;
DOWNER:=FS-1*MTR;
FX_TOP:="长期高低位.短高";
FX_BOT:="长期高低位.短低";
COND1:=ANY(H>=UPPER,TODAYBAR-1) AND TODAYBAR>1,NOAXIS;
COND2:=ALL(FX_TOP>FS,12),NOAXIS;
COND3:=COUNT(FX_TOP<>REF(FX_TOP,1) AND FX_TOP>UPPER AND TODAYBAR>1,TODAYBAR)>=3,NOAXIS;
COND4:=CROSS(C,FX_TOP) AND FX_TOP>UPPER,NOAXIS;
GET5:=COND3 AND COND4,NODRAW;
//GET5:="3FX_TUPO.COND",NOAXIS;//长期高低位，短高短低
//ENTER:=GET2 OR GET3 OR GET4 OR GET5;//7-5 新“增量仓”与其他三种7.8%，7.8，385次。
//ENTER:=GET2 OR GET4 OR GET5;//7-5 另三种入市9.2%，6.7赔率 251次
//ENTER:=GET2 OR GET4 OR GET5 OR GET3;//7-5 四种入市7.16% 8.6赔率,503次
//ENTER:=GET2 OR GET4 OR GET3 ; //6-30三种入市7.5%，10.5赔率//
//==================================模板入市============================================
//-----约束----//
//YS1:=TIME<=183000;
YS1:=TIME<=184500;
YS2:=C-O<2*MTR;//加了胜率67%，成率6.7%，赔率8，325次，所以差不多
//没加胜率66%，成率7.8%，赔率7.8，385次
YS3:=TODAYBAR>1;//加：胜率67%，324次。变化不大。
YS:=YS1;// AND YS3;// AND YS2;
LONG_FRAME:=STEP AND YS ,NOAXIS;
//INPUT:NO_SL(3,3,5,1),NO_DP(1,1,2,1),NO_TDP(2,2,5,1);
//为防止说引用太多，把范围变量变成固定参数
NO_SL:=3;
NO_DP:=1;
NO_TDP:=2;
//止损价//
SL:ENTERPRICE-NO_SL*MTR,LINEDOT;
//！！新增，开仓后，浮盈曾超过1个MTR，设置打平//
FY:=OPENPROFIT/MULTIPLIER>NO_DP*MTR;
FY2:=REF(FY,1);
FY3:=ANY(FY2,ENTERBARS),NOAXIS;
//出场//
IF HOLDING>0 THEN
BEGIN
//-------打平加一个变动价位----//
//-------从时间打平变幅度打平----//
时间平:SELL(ENTERBARS>NO_TDP AND H>=ENTERPRICE+MINDIFF,0,STOPR,ENTERPRICE+MINDIFF);
幅度平:SELL(ENTERBARS>1 AND H>=ENTERPRICE+MINDIFF AND FY3 ,0,STOPR,ENTERPRICE+MINDIFF);
止损:SELL(ENTERBARS>0 AND L<=SL,0,STOPR,SL);
SELL(TIME=190000,0,THISCLOSE);
END
IF LONG_FRAME THEN
BEGIN
OBV背离:BUY(GET2 AND ZC_OBV_GUO_LV AND HOLDING=0,1,THISCLOSE);
增量:BUY(GET3 AND ZC_OBV_GUO_LV AND HOLDING=0,1,THISCLOSE);
尾门:BUY(GET4 AND HOLDING=0,1,THISCLOSE);
三分型:BUY(GET5 AND HOLDING=0,1,THISCLOSE);
END
//胜率:PERCENTWIN,NODRAW;
//赔率:PAYOFFRATE,NODRAW;
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发表于 2025-7-24 18:18
楼主
发表于 2025-7-25 09:06