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可否把这个指标编写成交易策略

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发表于 2022-11-28 14:03 | 显示全部楼层 |阅读模式
A1:=H>=REF(H,1) AND L<=REF(L,1);

A2:=H<=REF(H,1) AND L>=REF(L,1);

A3:=REF(H,1)>=REF(H,2) AND REF(L,1)>REF(L,2);

A4:=REF(H,1)<REF(H,2) AND REF(L,1)<=REF(L,2);

B0:=A1 OR A2;

H1:=IF(A3 AND B0,MAX(H,REF(H,1)),H);

L1:=IF(A3 AND B0,MAX(L,REF(L,1)),L);

H2:=IF(A4 AND B0,MIN(H,REF(H,1)),H);

L2:=IF(A4 AND B0,MIN(L,REF(L,1)),L);

BH:=IF(A3 AND B0,H1,IF(A4 AND B0,H2,H));

BL:=IF(A3 AND B0,L1,IF(A4 AND B0,L2,L));

B1:=BH>=REF(BH,1) AND BL<=REF(BL,1);

B2:=BH<=REF(BH,1) AND BL>=REF(BL,1);

B3:=REF(BH,1)>=REF(BH,2) AND REF(BL,1)>REF(BL,2);

B4:=REF(BH,1)<REF(BH,2) AND REF(BL,1)<=REF(BL,2);

C0:=B1 OR B2;

H3:=IF(B3 AND C0,MAX(BH,REF(BH,1)),BH);

L3:=IF(B3 AND C0,MAX(BL,REF(BL,1)),BL);

H4:=IF(B4 AND C0,MIN(BH,REF(BH,1)),BH);

L4:=IF(B4 AND C0,MIN(BL,REF(BL,1)),BL);

CH:=IF(B3 AND C0,H3,IF(B4 AND C0,H4,BH));

CL:=IF(B3 AND C0,L3,IF(B4 AND C0,L4,BL));

C1:=CH>=REF(CH,1) AND CL<=REF(CL,1);

C2:=CH<=REF(CH,1) AND CL>=REF(CL,1);

C3:=REF(CH,1)>=REF(CH,2) AND REF(CL,1)>REF(CL,2);

C4:=REF(CH,1)<REF(CH,2) AND REF(CL,1)<=REF(CL,2);

D0:=C1 OR C2;

H5:=IF(C3 AND D0,MAX(CH,REF(CH,1)),CH);

L5:=IF(C3 AND D0,MAX(CL,REF(CL,1)),CL);

H6:=IF(C4 AND D0,MIN(CH,REF(CH,1)),CH);

L6:=IF(C4 AND D0,MIN(CL,REF(CL,1)),CL);

DH:=IF(C3 AND D0,H5,IF(C4 AND D0,H6,CH));

DL:=IF(C3 AND D0,L5,IF(C4 AND D0,L6,CL));

D1:=DH>=REF(DH,1) AND DL<=REF(DL,1);

D2:=DH<=REF(DH,1) AND DL>=REF(DL,1);

D3:=REF(DH,1)>=REF(DH,2) AND REF(DL,1)>REF(DL,2);

D4:=REF(DH,1)<REF(DH,2) AND REF(DL,1)<=REF(DL,2);

E0:=D1 OR D2;

H7:=IF(D3 AND E0,MAX(DH,REF(DH,1)),DH);

L7:=IF(D3 AND E0,MAX(DL,REF(DL,1)),DL);

H8:=IF(D4 AND E0,MIN(DH,REF(DH,1)),DH);

L8:=IF(D4 AND E0,MIN(DL,REF(DL,1)),DL);

EH:=IF(D3 AND E0,H7,IF(D4 AND E0,H8,DH));

EL:=IF(D3 AND E0,L7,IF(D4 AND E0,L8,DL));

E1:=EH>=REF(EH,1) AND EL<=REF(EL,1);

E2:=EH<=REF(EH,1) AND EL>=REF(EL,1);

E3:=REF(EH,1)>=REF(EH,2) AND REF(EL,1)>REF(EL,2);

E4:=REF(EH,1)<REF(EH,2) AND REF(EL,1)<=REF(EL,2);

F0:=E1 OR E2;

H9:=IF(E3 AND F0,MAX(EH,REF(EH,1)),EH);

L9:=IF(E3 AND F0,MAX(EL,REF(EL,1)),EL);

H10:=IF(E4 AND F0,MIN(EH,REF(EH,1)),EH);

L10:=IF(E4 AND F0,MIN(EL,REF(EL,1)),EL);

HHQ:=IF(E3 AND F0,H9,IF(E4 AND F0,H10,EH)),NODRAW;

LLQ:=IF(E3 AND F0,L9,IF(E4 AND F0,L10,EL)),NODRAW;

XX:=E3 AND F0;

YY:=E4 AND F0;

STICKLINE(E3 AND F0,HHQ,LLQ,COLORMAGENTA,0);

STICKLINE(E4 AND F0,HHQ,LLQ,COLORGREEN,0);

LLX:=BACKSET(XX&&EXIST(YY,SUMBARS(XX,2)),LLVBARS(L,SUMBARS(XX,2))+1),NODRAW;

HHX:=BACKSET(YY&&EXIST(XX,SUMBARS(YY,2)),HHVBARS(H,SUMBARS(YY,2))+1),NODRAW;

HH:=C>REF(H,1),NODRAW;

LL:=C<REF(L,1),NODRAW;

HH1:=COUNT(HH,BARSLAST(LL))=1&&HH,NODRAW;

LL1:=COUNT(LL,BARSLAST(HH))=1&&LL,NODRAW;

AA:=BACKSET(HH1,LLVBARS(L,BARSLAST(LL1))+1),NODRAW;

BB:=BACKSET(LL1,HHVBARS(H,BARSLAST(HH1))+1),NODRAW;

DRAWLINE1(CROSS(AA,0.5),L,CROSS(BB,0.5),H,0),COLORWHITE;

DRAWLINE1(CROSS(BB,0.5),H,CROSS(AA,0.5),L,0),COLORWHITE;

DRAWLINE3(ISLASTBAR&&BARSLAST(HH1)<BARSLAST(LL1),REF(H,HHVBARS(H,BARSLAST(HH1))),HHVBARS(H,IF(BARSLAST(HH1)=0,1,BARSLAST(HH1))),ISLASTBAR&&BARSLAST(HH1)<BARSLAST(LL1),REF(L,BARSLAST(CROSS(AA,0.5))),BARSLAST(CROSS(AA,0.5)),0),COLORWHITE;

DRAWLINE3(ISLASTBAR&&BARSLAST(HH1)>BARSLAST(LL1),REF(L,LLVBARS(L,BARSLAST(LL1))),LLVBARS(L,IF(BARSLAST(LL1)=0,1,BARSLAST(LL1))),ISLASTBAR&&BARSLAST(HH1)>BARSLAST(LL1),REF(H,BARSLAST(CROSS(BB,0.5))),BARSLAST(CROSS(BB,0.5)),0),COLORWHITE;

DRAWICON(CROSS(AA,0.5),L,'ICO4'),VALIGN0;

DRAWICON(CROSS(BB,0.5),H,'ICO5'),VALIGN2;


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FireScript
发表于 2022-11-28 14:07 | 显示全部楼层
你这里用了未来函数的,未来思路是没办法 用在实际交易策略里的。
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 楼主| 发表于 2022-11-28 14:24 | 显示全部楼层
可否改成金字塔可用的指标呢
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FireScript
发表于 2022-11-28 14:31 | 显示全部楼层
能改,但是有一个函数改不了。下面代码注释的部分是改不了的,我们没有那种偏移画线的函数。
另外因为使用了未来函数,以下代码 请设置指标为序列模式:


A1:=H>=REF(H,1) AND L<=REF(L,1);

A2:=H<=REF(H,1) AND L>=REF(L,1);

A3:=REF(H,1)>=REF(H,2) AND REF(L,1)>REF(L,2);

A4:=REF(H,1)<REF(H,2) AND REF(L,1)<=REF(L,2);

B0:=A1 OR A2;

H1:=IF(A3 AND B0,MAX(H,REF(H,1)),H);

L1:=IF(A3 AND B0,MAX(L,REF(L,1)),L);

H2:=IF(A4 AND B0,MIN(H,REF(H,1)),H);

L2:=IF(A4 AND B0,MIN(L,REF(L,1)),L);

BH:=IF(A3 AND B0,H1,IF(A4 AND B0,H2,H));

BL:=IF(A3 AND B0,L1,IF(A4 AND B0,L2,L));

B1:=BH>=REF(BH,1) AND BL<=REF(BL,1);

B2:=BH<=REF(BH,1) AND BL>=REF(BL,1);

B3:=REF(BH,1)>=REF(BH,2) AND REF(BL,1)>REF(BL,2);

B4:=REF(BH,1)<REF(BH,2) AND REF(BL,1)<=REF(BL,2);

C0:=B1 OR B2;

H3:=IF(B3 AND C0,MAX(BH,REF(BH,1)),BH);

L3:=IF(B3 AND C0,MAX(BL,REF(BL,1)),BL);

H4:=IF(B4 AND C0,MIN(BH,REF(BH,1)),BH);

L4:=IF(B4 AND C0,MIN(BL,REF(BL,1)),BL);

CH:=IF(B3 AND C0,H3,IF(B4 AND C0,H4,BH));

CL:=IF(B3 AND C0,L3,IF(B4 AND C0,L4,BL));

C1:=CH>=REF(CH,1) AND CL<=REF(CL,1);

C2:=CH<=REF(CH,1) AND CL>=REF(CL,1);

C3:=REF(CH,1)>=REF(CH,2) AND REF(CL,1)>REF(CL,2);

C4:=REF(CH,1)<REF(CH,2) AND REF(CL,1)<=REF(CL,2);

D0:=C1 OR C2;

H5:=IF(C3 AND D0,MAX(CH,REF(CH,1)),CH);

L5:=IF(C3 AND D0,MAX(CL,REF(CL,1)),CL);

H6:=IF(C4 AND D0,MIN(CH,REF(CH,1)),CH);

L6:=IF(C4 AND D0,MIN(CL,REF(CL,1)),CL);

DH:=IF(C3 AND D0,H5,IF(C4 AND D0,H6,CH));

DL:=IF(C3 AND D0,L5,IF(C4 AND D0,L6,CL));

D1:=DH>=REF(DH,1) AND DL<=REF(DL,1);

D2:=DH<=REF(DH,1) AND DL>=REF(DL,1);

D3:=REF(DH,1)>=REF(DH,2) AND REF(DL,1)>REF(DL,2);

D4:=REF(DH,1)<REF(DH,2) AND REF(DL,1)<=REF(DL,2);

E0:=D1 OR D2;

H7:=IF(D3 AND E0,MAX(DH,REF(DH,1)),DH);

L7:=IF(D3 AND E0,MAX(DL,REF(DL,1)),DL);

H8:=IF(D4 AND E0,MIN(DH,REF(DH,1)),DH);

L8:=IF(D4 AND E0,MIN(DL,REF(DL,1)),DL);

EH:=IF(D3 AND E0,H7,IF(D4 AND E0,H8,DH));

EL:=IF(D3 AND E0,L7,IF(D4 AND E0,L8,DL));

E1:=EH>=REF(EH,1) AND EL<=REF(EL,1);

E2:=EH<=REF(EH,1) AND EL>=REF(EL,1);

E3:=REF(EH,1)>=REF(EH,2) AND REF(EL,1)>REF(EL,2);

E4:=REF(EH,1)<REF(EH,2) AND REF(EL,1)<=REF(EL,2);

F0:=E1 OR E2;

H9:=IF(E3 AND F0,MAX(EH,REF(EH,1)),EH);

L9:=IF(E3 AND F0,MAX(EL,REF(EL,1)),EL);

H10:=IF(E4 AND F0,MIN(EH,REF(EH,1)),EH);

L10:=IF(E4 AND F0,MIN(EL,REF(EL,1)),EL);

HHQ:=IF(E3 AND F0,H9,IF(E4 AND F0,H10,EH)),NODRAW;

LLQ:=IF(E3 AND F0,L9,IF(E4 AND F0,L10,EL)),NODRAW;

XX:=E3 AND F0;

YY:=E4 AND F0;

STICKLINE(E3 AND F0,HHQ,LLQ,COLORMAGENTA,0);

STICKLINE(E4 AND F0,HHQ,LLQ,COLORGREEN,0);

LLX:=BACKSET(XX&&EXIST(YY,SUMBARS(XX,2)),LLVBARS(L,SUMBARS(XX,2))+1),NODRAW;

HHX:=BACKSET(YY&&EXIST(XX,SUMBARS(YY,2)),HHVBARS(H,SUMBARS(YY,2))+1),NODRAW;

HH:=C>REF(H,1),NODRAW;

LL:=C<REF(L,1),NODRAW;

HH1:=COUNT(HH,BARSLAST(LL))=1&&HH,NODRAW;

LL1:=COUNT(LL,BARSLAST(HH))=1&&LL,NODRAW;

AA:=BACKSET(HH1,LLVBARS(L,BARSLAST(LL1))+1),NODRAW;

BB:=BACKSET(LL1,HHVBARS(H,BARSLAST(HH1))+1),NODRAW;

DRAWLINE(CROSS(AA,0.5),L,CROSS(BB,0.5),H,0),COLORWHITE;

DRAWLINE(CROSS(BB,0.5),H,CROSS(AA,0.5),L,0),COLORWHITE;

//DRAWLINE3(ISLASTBAR&&BARSLAST(HH1)<BARSLAST(LL1),REF(H,HHVBARS(H,BARSLAST(HH1))),HHVBARS(H,IF(BARSLAST(HH1)=0,1,BARSLAST(HH1))),ISLASTBAR&&BARSLAST(HH1)<BARSLAST(LL1),REF(L,BARSLAST(CROSS(AA,0.5))),BARSLAST(CROSS(AA,0.5)),0),COLORWHITE;
//DRAWLINE3(ISLASTBAR&&BARSLAST(HH1)>BARSLAST(LL1),REF(L,LLVBARS(L,BARSLAST(LL1))),LLVBARS(L,IF(BARSLAST(LL1)=0,1,BARSLAST(LL1))),ISLASTBAR&&BARSLAST(HH1)>BARSLAST(LL1),REF(H,BARSLAST(CROSS(BB,0.5))),BARSLAST(CROSS(BB,0.5)),0),COLORWHITE;

DRAWICON(CROSS(AA,0.5),L,4),VALIGN0;
DRAWICON(CROSS(BB,0.5),H,4),VALIGN2;

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 楼主| 发表于 2022-11-28 15:36 | 显示全部楼层
好的 感谢
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