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改成金字塔可用，加急

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清风伴酒~实名认证

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发表于 2023-11-21 15:02 | 显示全部楼层 |阅读模式
麻烦老师把已下策略改成，金字塔期货策略  

SJ:=1;
VAR2Q:=EMA(CLOSE,60)*SJ;
VAR3:=(CLOSE*SJ-VAR2Q*SJ)*2/(60+1)+VAR2Q;
生命线:VAR3*SJ,LINETHICK2, COLORYELLOW;
MA3:=MA(C,170);
HH1:=IF(H<REF(H,1)&&REF(H,1)<REF(H,2),REF(H,2),0);
LL1:=IF(L>REF(L,1)&&REF(L,1)>REF(L,2),REF(L,2),0);
HH2:=VALUEWHEN(HH1>0,HH1);
LL2:=VALUEWHEN(LL1>0,LL1);
HH:HHV(HIGH,1)/10*SJ+HHV(HIGH,2)/10+HHV(HIGH,2)/10+HHV(HIGH,4)/10+HHV(HIGH,4)/10+HHV(HIGH,8)/10+HHV(HIGH,8)/10+HHV(HIGH,13)/10+HHV(HIGH,40)/10+HHV(HIGH,20)/10;
LL:LLV(LOW,1)/10*SJ+LLV(LOW,2)/10+LLV(LOW,2)/10+LLV(LOW,4)/10+LLV(LOW,4)/10+LLV(LOW,8)/10+LLV(LOW,8)/10+LLV(LOW,13)/10+LLV(LOW,40)/10+LLV(LOW,20)/10;
H1:=IF(HH<REF(HH,1)&&LL<REF(LL,1)&&REF(OPEN,1)>CLOSE&&OPEN>CLOSE&&(HHV(OPEN,0)-CLOSE)>0,REF(HH,2),0);
L1:=IF(LL>REF(LL,1)&&HH>REF(HH,1)&&REF(OPEN,1)<CLOSE&&OPEN<CLOSE&&(CLOSE-LLV(OPEN,0))>0,REF(LL,2),0);
X:=DATE;
X0:=H1,LINETHICK2;
X00:=L1;
XXX0:=O,LINETHICK2;
XXX00:=C;
XXX000:=H;
XXX0000:=L;
H2:=VALUEWHEN(X0>0,X0),LINETHICK2;
L2:=VALUEWHEN(X00>0,X00),LINETHICK2;
K1:=IF(CLOSE>H2,-3,IF(CLOSE<L2,1,0));
K2:=VALUEWHEN(K1<>0,K1);
G:=IF(K2=1,H2,L2);
G1:=VALUEWHEN(ISLASTBAR,G);
X000:=K2,LINETHICK2;
TMP:=K2,LINETHICK2;
W1:=X000,LINETHICK2;
X0000:=OPEN-CLOSE,LINETHICK2;
W2:=X0000,LINETHICK2;
HT:=IF(OPEN>CLOSE,OPEN,CLOSE),LINETHICK2;
LT:=IF(OPEN<CLOSE,OPEN,CLOSE),LINETHICK2;

DRAWTEXT(CROSS(TMP,0),HH,'空'),COLORGREEN;
DRAWTEXT(CROSS(0,TMP),LL,'多');
REF(CROSS(0,TMP),1),BPK;
REF(CROSS(TMP,0),1),SPK;
SETSIGPRICE(BPK,L);
SETSIGPRICE(SPK,H);
C<=BKPRICE*0.999&&BKVOL>0,CLOSEOUT;
C>=SKPRICE*1.001&&SKVOL>0,CLOSEOUT;
BKHIGH>=BKPRICE*(1+0.05/100)&&C<=BKHIGH-(BKHIGH-BKPRICE)*(1-0.05/100)&&BKVOL>0,CLOSEOUT;
SKLOW<=SKPRICE*(1-0.05*100)&&C>=SKLOW+(SKPRICE-SKLOW)*(1-0.05/100)&&SKVOL>0,CLOSEOUT;
AUTOFILTER;

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技术009实名认证

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FireScript
发表于 2023-11-21 15:16 | 显示全部楼层
[PEL] 复制代码
sj:=1;
var2q:=ema(close,60)*sj;
var3:=(close*sj-var2q*sj)*2/(60+1)+var2q;
生命线:var3*sj,linethick2, coloryellow;
ma3:=ma(c,170);
hh1:=if(h<ref(h,1)&&ref(h,1)<ref(h,2),ref(h,2),0);
ll1:=if(l>ref(l,1)&&ref(l,1)>ref(l,2),ref(l,2),0);
hh2:=valuewhen(hh1>0,hh1);
ll2:=valuewhen(ll1>0,ll1);
hh:hhv(high,1)/10*sj+hhv(high,2)/10+hhv(high,2)/10+hhv(high,4)/10+hhv(high,4)/10+hhv(high,8)/10+hhv(high,8)/10+hhv(high,13)/10+hhv(high,40)/10+hhv(high,20)/10;
ll:llv(low,1)/10*sj+llv(low,2)/10+llv(low,2)/10+llv(low,4)/10+llv(low,4)/10+llv(low,8)/10+llv(low,8)/10+llv(low,13)/10+llv(low,40)/10+llv(low,20)/10;
h1:=if(hh<ref(hh,1)&&ll<ref(ll,1)&&ref(open,1)>close&&open>close&&(hhv(open,0)-close)>0,ref(hh,2),0);
l1:=if(ll>ref(ll,1)&&hh>ref(hh,1)&&ref(open,1)<close&&open<close&&(close-llv(open,0))>0,ref(ll,2),0);
x:=date;
x0:=h1,linethick2;
x00:=l1;
xxx0:=o,linethick2;
xxx00:=c;
xxx000:=h;
xxx0000:=l;
h2:=valuewhen(x0>0,x0),linethick2;
l2:=valuewhen(x00>0,x00),linethick2;
k1:=if(close>h2,-3,if(close<l2,1,0));
k2:=valuewhen(k1<>0,k1);
g:=if(k2=1,h2,l2);
g1:=valuewhen(islastbar,g);
x000:=k2,linethick2;
tmp:=k2,linethick2;
w1:=x000,linethick2;
x0000:=open-close,linethick2;
w2:=x0000,linethick2;
ht:=if(open>close,open,close),linethick2;
lt:=if(open<close,open,close),linethick2;

drawtext(cross(tmp,0),hh,'空'),colorgreen;
drawtext(cross(0,tmp),ll,'多');

//反手按照市价处理，可自行调整为限价指令，并指定价格
if ref(cross(0,tmp),1) then 
begin
sellshort(1,holding,market);
buy(holding=0,1,market);
end 


if ref(cross(tmp,0),1) then 
begin
sell(1,holding,market);
buyshort(holding=0,1,market);
end 


if  c<=enterprice*0.999&&holding>0 then sell(1,holding,market);
if  c>=enterprice*1.001&&holding<0 then sellshort(1,holding,market);
bkhigh:=hhv(h,enterbars+1);
sklow:=llv(l,enterbars+1);
if  bkhigh>=enterprice*(1+0.05/100)&&c<=bkhigh-(bkhigh-enterprice)*(1-0.05/100)&&holding>0 then sell(1,holding,market);
if sklow<=enterprice*(1-0.05*100)&&c>=sklow+(enterprice-sklow)*(1-0.05/100)&&holding<0 then sellshort(1,holding,market);


仅供参考，毕竟软件不一样 无法保证效果能一致。
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
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清风伴酒~实名认证

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 楼主| 发表于 2023-11-21 17:18 | 显示全部楼层
老师你这个策略做的好像有误，没有跟踪止盈，我再给我文华的策略，按照以下策略为准，麻烦细心修改成金字塔可用，执行和命令都一样，感谢老师优化和修改，。




SJ:=1;
VAR2Q:=EMA(CLOSE,60)*SJ;
VAR3:=(CLOSE*SJ-VAR2Q*SJ)*2/(60+1)+VAR2Q;
生命线:VAR3*SJ,LINETHICK2, COLORYELLOW;
MA3:=MA(C,170);
HH1:=IF(H<REF(H,1)&&REF(H,1)<REF(H,2),REF(H,2),0);
LL1:=IF(L>REF(L,1)&&REF(L,1)>REF(L,2),REF(L,2),0);
HH2:=VALUEWHEN(HH1>0,HH1);
LL2:=VALUEWHEN(LL1>0,LL1);
HH:HHV(HIGH,1)/10*SJ+HHV(HIGH,2)/10+HHV(HIGH,2)/10+HHV(HIGH,4)/10+HHV(HIGH,4)/10+HHV(HIGH,8)/10+HHV(HIGH,8)/10+HHV(HIGH,13)/10+HHV(HIGH,40)/10+HHV(HIGH,20)/10;
LL:LLV(LOW,1)/10*SJ+LLV(LOW,2)/10+LLV(LOW,2)/10+LLV(LOW,4)/10+LLV(LOW,4)/10+LLV(LOW,8)/10+LLV(LOW,8)/10+LLV(LOW,13)/10+LLV(LOW,40)/10+LLV(LOW,20)/10;
H1:=IF(HH<REF(HH,1)&&LL<REF(LL,1)&&REF(OPEN,1)>CLOSE&&OPEN>CLOSE&&(HHV(OPEN,0)-CLOSE)>0,REF(HH,2),0);
L1:=IF(LL>REF(LL,1)&&HH>REF(HH,1)&&REF(OPEN,1)<CLOSE&&OPEN<CLOSE&&(CLOSE-LLV(OPEN,0))>0,REF(LL,2),0);
X:=DATE;
X0:=H1,LINETHICK2;
X00:=L1;
XXX0:=O,LINETHICK2;
XXX00:=C;
XXX000:=H;
XXX0000:=L;
H2:=VALUEWHEN(X0>0,X0),LINETHICK2;
L2:=VALUEWHEN(X00>0,X00),LINETHICK2;
K1:=IF(CLOSE>H2,-3,IF(CLOSE<L2,1,0));
K2:=VALUEWHEN(K1<>0,K1);
G:=IF(K2=1,H2,L2);
G1:=VALUEWHEN(ISLASTBAR,G);
X000:=K2,LINETHICK2;
TMP:=K2,LINETHICK2;
W1:=X000,LINETHICK2;
X0000:=OPEN-CLOSE,LINETHICK2;
W2:=X0000,LINETHICK2;
HT:=IF(OPEN>CLOSE,OPEN,CLOSE),LINETHICK2;
LT:=IF(OPEN<CLOSE,OPEN,CLOSE),LINETHICK2;

DRAWTEXT(CROSS(TMP,0),HH,'空'),COLORGREEN;
DRAWTEXT(CROSS(0,TMP),LL,'多');
REF(CROSS(0,TMP),1),BPK;
REF(CROSS(TMP,0),1),SPK;
SETSIGPRICE(BK,L);
SETSIGPRICE(SK,H);
AUTOFILTER;



根据这个策略优化一下，修改一下多空出场条件

多头出场条件：止损0.1%，  盈利大于0.05启动跟踪止盈，回调0.05%多头出场
空头出场条件：止损0.1%，  盈利大于0.05启动跟踪止盈，回调0.05%空头出场
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清风伴酒~实名认证

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2023-11-21
曾用名:
 楼主| 发表于 2023-11-21 19:12 | 显示全部楼层
麻烦策略老师优化一下
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技术009实名认证

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2021-5-18
曾用名:
FireScript
发表于 2023-11-22 09:31 | 显示全部楼层
你后面这个和前面那个不差不多么。  微调了：代码顺序；纠正一个算术符号的笔误；标记了开平的名称，能区分平仓是什么逻辑触发的。


[PEL] 复制代码
sj:=1;
var2q:=ema(close,60)*sj;
var3:=(close*sj-var2q*sj)*2/(60+1)+var2q;
生命线:var3*sj,linethick2, coloryellow;
ma3:=ma(c,170);
hh1:=if(h<ref(h,1)&&ref(h,1)<ref(h,2),ref(h,2),0);
ll1:=if(l>ref(l,1)&&ref(l,1)>ref(l,2),ref(l,2),0);
hh2:=valuewhen(hh1>0,hh1);
ll2:=valuewhen(ll1>0,ll1);
hh:hhv(high,1)/10*sj+hhv(high,2)/10+hhv(high,2)/10+hhv(high,4)/10+hhv(high,4)/10+hhv(high,8)/10+hhv(high,8)/10+hhv(high,13)/10+hhv(high,40)/10+hhv(high,20)/10;
ll:llv(low,1)/10*sj+llv(low,2)/10+llv(low,2)/10+llv(low,4)/10+llv(low,4)/10+llv(low,8)/10+llv(low,8)/10+llv(low,13)/10+llv(low,40)/10+llv(low,20)/10;
h1:=if(hh<ref(hh,1)&&ll<ref(ll,1)&&ref(open,1)>close&&open>close&&(hhv(open,0)-close)>0,ref(hh,2),0);
l1:=if(ll>ref(ll,1)&&hh>ref(hh,1)&&ref(open,1)<close&&open<close&&(close-llv(open,0))>0,ref(ll,2),0);
x:=date;
x0:=h1,linethick2;
x00:=l1;
xxx0:=o,linethick2;
xxx00:=c;
xxx000:=h;
xxx0000:=l;
h2:=valuewhen(x0>0,x0),linethick2;
l2:=valuewhen(x00>0,x00),linethick2;
k1:=if(close>h2,-3,if(close<l2,1,0));
k2:=valuewhen(k1<>0,k1);
g:=if(k2=1,h2,l2);
x000:=k2,linethick2;
tmp:=k2,linethick2;
w1:=x000,linethick2;
x0000:=open-close,linethick2;
w2:=x0000,linethick2;
ht:=if(open>close,open,close),linethick2;
lt:=if(open<close,open,close),linethick2;

drawtext(cross(tmp,0),hh,'空'),colorgreen;
drawtext(cross(0,tmp),ll,'多');


if  c<=enterprice*0.999 and holding>0 then 多止损:sell(1,holding,market);
if  c>=enterprice*1.001 and holding<0 then 空止损:sellshort(1,holding,market);


bkhigh:=hhv(h,enterbars+1);
sklow:=llv(l,enterbars+1);
if enterbars>=0 and bkhigh>=enterprice*(1+0.05/100) and  c<=bkhigh-(bkhigh-enterprice)*(1-0.05/100) and holding>0 then 多回撤止损:sell(1,holding,market);
if enterbars>=0 and sklow<=enterprice*(1-0.05/100) and  c>=sklow+(enterprice-sklow)*(1-0.05/100) and holding<0 then 空回撤止损:sellshort(1,holding,market);


//反手按照市价处理，可自行调整为限价指令，并指定价格
if ref(cross(0,tmp),1) then
begin
sellshort(1,holding,market);
buy(holding=0,1,market);
end
 
 
if ref(cross(tmp,0),1) then
begin
sell(1,holding,market);
buyshort(holding=0,1,market);
end


这种回撤止盈的逻辑也能体现出来的：

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