以文本方式查看主题 - 金字塔客服中心 - 专业程序化交易软件提供商 (http://weistock.com/bbs/index.asp) -- 交易策略发布专区 (http://weistock.com/bbs/list.asp?boardid=10) ---- [交易系统]动态突破系统 (http://weistock.com/bbs/dispbbs.asp?boardid=10&id=8277) |
-- 作者:z7c9 -- 发布时间:2011/10/3 12:48:44 -- [交易系统]动态突破系统
runmode:0; input:ceilingamt(60),flooramt(20),bolbandtrig(2); variable:lookbackdays=20; todayvolatility:=std(close,30); deltavolatility:=(todayvolatility-yesterdayvolatility)/todayvolatility; lookbackdays:=lookbackdays*(1+deltavolatility); mid:=ma(close,lookbackdays); buypoint:=ref(hhv(high,lookbackdays),1); longliqpoint:=ma(close,lookbackdays); if holding=0 then begin if holding=0 then begin if holding>0 then begin if holding<0 then begin 盈亏:asset-50000,noaxis,colorred,linethick2; |
-- 作者:lilieddove -- 发布时间:2011/10/12 13:12:04 -- if close>upband then 使用了未来数据,按收盘价判断条件,却以开盘价来确定开仓价。 |
-- 作者:淡定688 -- 发布时间:2011/10/31 17:46:39 -- 有哪个好心人请帮忙添加注释! input:ceilingamt(60,15,80,5){????},flooramt(20,5,40,5){???},bolbandtrig(2,1,5,0.5){???}; variable:lookbackdays=20; //突破周期 todayvolatility:=std(close,30); //30周标准差 deltavolatility:=(todayvolatility-yesterdayvolatility)/todayvolatility; //估算差波动率 lookbackdays:=lookbackdays*(1+deltavolatility); //突破周期*波动率 mid:=ma(close,lookbackdays); buypoint:=ref(hhv(high,lookbackdays),1); longliqpoint:=ma(close,lookbackdays); |