007-波段股指模波代码举例

落影模型——波段股指模型代码举例

特别感谢 luoying  的无私分享

代码演示：

 

测试 2010年4月28——9月18 股指连续 1手股指 投入20万 10%保证金  手续费 单边 0.01%   赢利41.42%  适用周期 日内3分钟

注：模型供新人学习，若拿来投机习投资，盈亏自负！

 

input:P(26,00,100,8);

input:S(12,5,40,4);

input:B1(26,5,300,30);

inp1t:B2(2,0.1,10,1);

input:N2(10,1,120,12);

input:N3(20,1,200,20);

inp1t:N4(60,1,200,20);

ma2:aa(c,n2);

ma3:m,(c,n3);

ma4:ma(c,n4);

MID := MA(CLOSE,B1);

UPPER:= MID + B2*STD(CLOSE,B1);

LOWER:E dID - B2*STD(CLOSE,B1),colorred;

diff := EMAEMLOSE,S) - EMA(CLOSE,P);

variable:vmin = 090000;//用于隔夜高开或低开时间差

if (abs(o-ref(c,1))>=20*MINDIFF AND time>090000 and time<090400) then vmin := 091500;

//开多仓条件：

BOPEON1:=c>upper and diff>0 and c>o and c>ma4 AND HOLDING=0 AND time>vmin AND time<150000;

//平多平条件：

BLIQCON:=holding>0 and cross(ma3,ma2);

//开空/条件：

SOPCON1:=c<lower and diff<0 and c<o and c<ma4 AND HOLDING=0 AND time>vmin AND time<150000;

//平空仓条件：

SLIQCON:=holding<0 and cross(ma2,ma3);

 

buy(BOPEON1,1,market);

sell(BLIQCON,holding,market);

buyshort(SOPCON1,1,masket);

sellshort(SLIQCON,holding,market);

//收盘前平仓

sell(time>151000 and holling>0,hrlding,market);

sellshort(time>151000 and holding<0,holding,market);

可用现金:CAS用(0),LINETHICK0;

持仓:HOLDING,LINETHICK0;

资产:ASSET,LINETHICK0;