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) ---- 请帮改编 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=158343) |
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-- 作者:炒盈 -- 发布时间:2017/9/28 22:37:02 -- 请帮改编 老师!下面是文华的源码: MA1:MA(C,494); WR:=-100*(HHV(H,33)-C)/(HHV(H,32)-LLV(L,40))+50; SETSIGPRICETYPE(SK,LIMIT_ORDER); AUTOFILTER; |
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-- 作者:RogarZ -- 发布时间:2017/9/29 8:11:13 -- BARSSK和SETSIGPRICETYPE是什么意思? |
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-- 作者:炒盈 -- 发布时间:2017/10/3 14:08:11 --
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-- 作者:时间 -- 发布时间:2017/10/3 14:46:01 -- 你好 |
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-- 作者:FexTel -- 发布时间:2017/10/3 17:41:51 -- 这种指标转换需要等假期后让技术人员给您处理!烦您耐心等待。 |
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-- 作者:wenarm -- 发布时间:2017/10/5 21:32:13 -- MA1:MA(C,494); N:=BARSLAST(DATE<>REF(DATE,1))+1; OO:=VALUEWHEN(DATE<>REF(DATE,1),O); HH1:REF(HHV(H,N),N); LL1:REF(LLV(L,N),N); HC1:REF(HHV(C,N),N); LC1:REF(LLV(C,N),N); MAXX:=IF((HH1-LC1)>=(HC1-LL1),HH1-LC1,HC1-LL1); CZ:=0.58*MAXX; BUYP:=OO+CZ; SELLP:=OO-CZ; WR:=-100*(HHV(H,33)-C)/(HHV(H,32)-LLV(L,40))+50; D1:=CROSS(WR,32); D2:=COUNT(REF(WR>46,1),10)>=1; D3:=(COUNT(TYPEBAR(1,1)=1,95)+COUNT(TYPEBAR(3,1)=1,55)=0); K1:=CROSS(-45,WR); K2:=COUNT(REF(WR<-46,1),10)>=1; K3:=(COUNT(TYPEBAR(1,1)=1,40)+COUNT(TYPEBAR(3,1)=1,54)=0); //D1 AND D2 AND D3 AND MA1>REF(MA1,1) ,BPK; if D1 AND D2 AND D3 AND MA1>REF(MA1,1) then begin SELLSHORT(1,holding,MARKETR); buy(1,1,MARKETR); end //K1 AND K2 AND K3 AND MA1<REF(MA1,1),SPK; if K1 AND K2 AND K3 AND MA1<REF(MA1,1) then begin SELL(1,holding,MARKETR); buySHORT(1,1,MARKETR); end
//H>=BUYP&&C>=MAX(O,BUYP) AND MA1>REF(MA1,1),BK; if H>=BUYP and C>=MAX(O,BUYP) AND MA1>REF(MA1,1) and holding=0 then begin buy(1,1,MARKETR); end //L<=SELLP&&C<=MIN(O,SELLP) AND MA1<REF(MA1,1),SK; if L<=SELLP and C<=MIN(O,SELLP) AND MA1<REF(MA1,1) and holding=0 then begin buy(1,1,MARKETR); end SKPRICE:REF(C,TYPEBAR(3,1)); BKPRICE:REF(C,TYPEBAR(1,1)); BKHIGH:REF(HIGH,TYPEBAR(1,1)); SKLOW:REF(LOW,TYPEBAR(3,1)); //C<SKPRICE*(1-0.001*89),BP; SELLSHORT(C<SKPRICE*(1-0.001*89),HOLDING,MARKETR); //C>BKPRICE*(1+0.001*30),SP; SELL(C>BKPRICE*(1+0.001*30),holding,MARKETR); //C>SKPRICE*(1+0.001*34),BP; SELLSHORT(C>SKPRICE*(1+0.001*34),HOLDING,MARKETR); //C<BKPRICE*(1-0.001*29),SP; SELL(C<BKPRICE*(1-0.001*29),holding,MARKETR); //C<BKHIGH-108*MINPRICE1 ,SP; SELL(C<BKHIGH-108*MINDIFF,holding,MARKETR); //C>SKLOW+103*MINPRICE1,BP; SELLSHORT(C>SKLOW+103*MINDIFF,HOLDING,MARKETR); //C<=BKPRICE-71*MINPRICE1,SP; SELL(C<=BKPRICE-71*MINDIFF,holding,MARKETR); //C>=SKPRICE+88*MINPRICE1,BP; SELLSHORT(C>=SKPRICE+88*MINDIFF,HOLDING,MARKETR); |