-- 作者:战争魔鬼
-- 发布时间:2011/4/7 22:25:37
-- [求助]请老师帮忙看一下
请问老师这个公式有什么问题,只能显示前期k线的信号,帮忙修改一下谢谢!
input:trn(20,5,30),hn(20,5,30),lown(10,5,20);
VARIABLE:dayCount=1,PositionCount=1,SellSign=0,dK=0;//加多空标志,1:多,-1:空 0:空仓 VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0; VARIABLE:N=0;
N:=MA(TR,trn); BUYHHV:=HHV(H,hn); SELLLLV:=LLV(L,lown);
sellshortllv:=llv(l,hn); buyshorthhv:=hhv(h,lown);
IF BARPOS>=hn THEN BEGIN IF BARPOS=hn THEN IF DayCount=hn/2 OR BARPOS=hn THEN BEGIN{hn/2天调整N值} N:=((hn-1)*N+TR)/hn;{计算N值} DayCount:=2; END DayCount:=DayCount+1; EntPoint:=ENTERBARS+1; IF EntPoint=EntAndExitSign THEN BEGIN{说明STOP指令买进头寸成功} PositionCount:=PositionCount+1;{头寸计数} SellSign:=True;{可以平仓信号,如果达到指定的价格} END IF PositionCount=1 THEN BEGIN{第一头寸} HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模} if high=buyhhv then BEGIN dk:=1; 多开1:BUY(1,HOW,STOP,BUYHHV);{在20日新高STOP指令买进} END; if low=sellshortllv then begin dk:=-1; 空开1:buyshort(1,HOW,STOP,sellshortllv);{在20日新低STOP指令空开} end; END
IF PositionCount=2 THEN BEGIN{如到第二头寸} HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模} if dk=1 then 多开2:BUY(1,HOW,STOP,ENTERPRICE+0.5*N);{在上头寸(即第一头寸)+0.5个N以STOP指令买进} if dk=-1 then 空开2:buyshort(1,HOW,STOP,ENTERPRICE-0.5*N); END
IF PositionCount=3 THEN BEGIN{如到第三头寸} HOW:=CASH(0)*0.01/N; if dk=1 then 多开3:BUY(1,HOW,STOP,ENTERPRICE+0.5*N);{在上头寸(即第二头寸)+0.5个N以STOP指令买进} if dk=-1 then 空开3:buyshort(1,HOW,STOP,ENTERPRICE-0.5*N); END
IF PositionCount=4 THEN BEGIN HOW:=CASH(0)*0.01/N; if dk=1 then 多开4:BUY(1,HOW,STOP,ENTERPRICE+0.5*N); if dk=-1 then 空开4:buyshort(1,HOW,STOP,ENTERPRICE-0.5*N); END
IF SellSign=True THEN BEGIN ExitPoint:=EXITBARS+1; if dk=1 then begin IF ExitPoint=EntAndExitSign THEN BEGIN {说明卖出成功} PositionCount:=1;{头寸计算复原} SellSign:=False; dk:=0; END IF ENTERPRICE-2*N then SELL(1,100%,STOP,SELLLLV);{退出离盈利头寸} ELSE SELL(1,100%,STOP,ENTERPRICE-2*N);{退出亏损头寸} end; if dk=-1 then begin IF ExitPoint=EntAndExitSign THEN BEGIN PositionCount:=1; SellSign:=False; dk:=0; END IF ENTERPRICE+2*N then sellSHORT(1,100%,STOP,BUYSHORTHHV); ELSE sellSHORT(1,100%,STOP,ENTERPRICE+2*N); END; END END;
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