公式模型编写问题提交-[原创]老师帮助修改一下模型金字塔客服中心 - 专业程序化交易软件提供商

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--  公式模型编写问题提交  (http://weistock.com/bbs/list.asp?boardid=4)
----  [原创]老师帮助修改一下模型  (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=145585)

--  作者：swg6028555
--  发布时间：2016/12/30 13:53:58
--  [原创]老师帮助修改一下模型
能把这个模型中所有关于时间的语句去掉吗？其他开平仓照旧。谢谢

INPUT:P(26,20,100,8);
INPUT:B2(2,0.1,10,1);
INPUT:S(12,5,40,4);
INPUT:B1(26,5,300,30);
INPUT:N2(10,1,120,12);
INPUT:N3(20,1,200,20);
INPUT:N4(60,1,2000,20);
INPUT:ss(1,1,10000,1);
MA2:MA(C,N2);
MA3:MA(C,N3);
MA4:MA(C,N4);
MID := MA(CLOSE,B1);
UPPER:= MID + B2*STD(CLOSE,B1);
LOWER:= MID - B2*STD(CLOSE,B1),COLORRED;
DIFF := EMA(CLOSE,S) - EMA(CLOSE,P);
手数:=SS;

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;
//平多仓条件：
BLIQCON:=HOLDING>0 AND CROSS(MA3,MA2);
//开空仓条件：
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,手数,MARKET);
SELL(BLIQCON,HOLDING,MARKET);
BUYSHORT(SOPCON1,手数,MARKET);
SELLSHORT(SLIQCON,HOLDING,MARKET);

[此贴子已经被作者于2016-12-30 13:54:55编辑过]

--  作者：jinzhe
--  发布时间：2016/12/30 14:08:14
--

INPUT:P(26,20,100,8);

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

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

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

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

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

INPUT:N4(60,1,2000,20);

INPUT:ss(1,1,10000,1);

MA2:MA(C,N2);

MA3:MA(C,N3);

MA4:MA(C,N4);

MID := MA(CLOSE,B1);

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

LOWER:= MID - B2*STD(CLOSE,B1),COLORRED;

DIFF := EMA(CLOSE,S) - EMA(CLOSE,P);

手数:=SS;

BOPEON1:=C>UPPER AND DIFF>0 AND C>O AND C>MA4 AND HOLDING=0 ;

//平多仓条件：

BLIQCON:=HOLDING>0 AND CROSS(MA3,MA2);

//开空仓条件：

SOPCON1:=C<LOWER AND DIFF<0 AND C<O AND C<MA4 AND HOLDING=0 ;

//平空仓条件：

SLIQCON:=HOLDING<0 AND CROSS(MA2,MA3);

BUY(BOPEON1,手数,MARKET);

SELL(BLIQCON,HOLDING,MARKET);

BUYSHORT(SOPCON1,手数,MARKET);

SELLSHORT(SLIQCON,HOLDING,MARKET);