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) -- 公式模型编写问题提交 (http://weistock.com/bbs/list.asp?boardid=4) ---- 请修改交易系统 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=139758) |
-- 作者:tanyongde -- 发布时间:2016/9/20 0:23:55 -- 请修改交易系统 请修改交易系统,没信号. INPUT: SK1(1.4,0.1,2,0.1),SK2(0.07,0.01,0.1,0.01),SKK(0.9,0.1,1,0.01),SS(2,1,100,1); INPUT: BK2(0.07,0.01,0.1,0.01),BK1(0.4,0.1,2,0.1),BKK(0.5,0.1,1,0.01); VARIABLE : POSITION=0 ;
手数:=SS; N:=BARSLAST(DATE<>REF(DATE,1)); 昨高:=CALLSTOCK(STKLABEL,VTHIGH,6,-1);//昨高 昨低:=CALLSTOCK(STKLABEL,VTLOW,6,-1);//昨低 昨收:=CALLSTOCK(STKLABEL,VTCLOSE,6,-1);//昨收 今开:=IF(N=1,OPEN,REF(OPEN,N-1)); A:=HHV(H,N+1); B:=LLV(L,N+1); IF N>=1 THEN BEGIN 今高:=A;//今高 今低:=B;//今低 END 观察卖出价:今开+SK1*(昨收-昨低);//SSETUP 反转卖出价:((1+SK2)/2)*(昨高+昨低)-SK2*昨低;//SENTER 反转买入价:((1+BK2)/2)*(昨高+昨低)-BK2*昨高;//BENTER 观察买入价:今开-BK1*(昨高-昨收);//BSETUP 突破买入价:(观察卖出价+BKK*(观察卖出价-观察买入价));//BBREEAK 突破卖出价:观察买入价-SKK*(观察卖出价-观察买入价);//SBREAK //条件 空仓做多条件:=C>突破买入价 ; 空仓做空条件:=C<突破卖出价 ; 多单反转条件:=今高>观察卖出价 AND C<=反转卖出价; 空单反转条件:=今低<观察买入价 AND C>=反转买入价; IF BARPOS=1 THEN BEGIN
POSITION := 0 ; END //交易系统 IF TIME>=132000 AND TIME<185000 THEN BEGIN IF 空仓做多条件 THEN BEGIN IF HOLDING<0 and POSITION := 1 THEN BEGIN SELLSHORT(1,手数,MARKET); POSITION := 0; END IF HOLDING=0 AND POSITION := 0 THEN BEGIN BUY(1,手数,MARKET); POSITION := 1 ; END END IF 空仓做空条件 THEN BEGIN IF HOLDING>0 AND POSITION := 1 THEN BEGIN SELL(1,手数,MARKET); POSITION := 0; END IF HOLDING=0 AND POSITION := 0 THEN BEGIN BUYSHORT(1,手数,MARKET); POSITION := 1 ; END END //多单反转: IF 多单反转条件 THEN BEGIN IF HOLDING>0 AND POSITION := 1 THEN BEGIN SELL(1,手数,MARKET); POSITION := 0; END IF HOLDING=0 AND POSITION := 0 THEN BEGIN BUYSHORT(1,手数,MARKET); POSITION := 1 ; END END //空单反转: IF 空单反转条件 THEN BEGIN IF HOLDING<0 and POSITION := 1 THEN BEGIN SELLSHORT(1,手数,MARKET); POSITION := 0; END IF HOLDING=0 AND POSITION := 0 THEN BEGIN BUY(1,手数,MARKET); POSITION := 1 ; END END END //日内平仓 IF TIME>=185000 THEN BEGIN IF HOLDING>0 AND POSITION := 1 THEN BEGIN SELL(1,手数,MARKET); POSITION := 0; END IF HOLDING<0 and POSITION := 1 THEN BEGIN SELLSHORT(1,手数,MARKET); POSITION := 0; END END 当前持仓:HOLDING,COLORGRAY,LINETHICK0; 当前资产:ASSET,NOAXIS,COLORGRAY;//输出当前资产,但不影响坐标最高最低 |
-- 作者:jinzhe -- 发布时间:2016/9/20 9:14:52 -- INPUT: SK1(1.4,0.1,2,0.1),SK2(0.07,0.01,0.1,0.01),SKK(0.9,0.1,1,0.01),SS(2,1,100,1);
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-- 作者:tanyongde -- 发布时间:2016/9/21 11:24:03 -- 谢谢!!及时解决 |