等级: 超级版主
- 注册:
- 2021-5-18
- 曾用名:
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//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]
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;
if LLL and A then
BEGIN
sellshort(1,holding,marketr);
buy(1,1,marketr);
END
if cross(ma120,ma60) then sell(1,holding,marketr);
if RISK then sell(1,holding,marketr);
if HHH and B then
BEGIN
sell(1,holding,marketr);
buyshort(1,1,marketr);
END
if cross(ma60,ma120) then sellshort(1,holding,marketr);
if RISK then sellshort(1,holding,marketr);
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发表于 2025-8-13 15:34