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) ---- 帮忙修改程序化交易模型 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=161823) |
-- 作者:关树源 -- 发布时间:2018/3/4 20:29:03 -- 帮忙修改程序化交易模型 老师帮忙修改成金字塔图表程序化交易模型,谢谢! INPUT:P(26,20,100,8); INPUT:S(12,5,40,4); INPUT:B1(26,5,300,30); INPUT:B2(2,0.1,10,1); INPUT:N2(10,1,120,12); INPUT:N3(20,1,200,20); INPUT:N4(60,1,200,20); 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); VARIABLE:VMIN = 091500;//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 := 093000; //开多仓条件: BOPEON:=C>UPPER AND DIFF>0 AND C>O AND C>MA4 AND THOLDING=0 AND TIME>VMIN AND TIME<150000; //平多仓条件: BLINE:=IF(THOLDING>0,HHV(HIGH,TTYPEBAR(1,1))-110*MINDIFF,L-110*MINDIFF);//多单移动止损线 //PARTLINE(THOLDING>0, BLINE, COLORRGB(255,0,0)); 这个在后台不显示 BLIQCON:= (THOLDING>0 AND CROSS(MA3,MA2)) OR (THOLDING>0 AND BLINE>C); //开空仓条件: SOPCON:=C<LOWER AND DIFF<0 AND C<O AND C<MA4 AND THOLDING=0 AND TIME>VMIN AND TIME<150000; //平空仓条件: SLINE:=IF(THOLDING<0,LLV(LOW,TTYPEBAR(1,3))+110*MINDIFF,H+110*MINDIFF);//空单移动止损线 //PARTLINE(THOLDING<0, SLINE, COLORRGB(0,255,0)); 这个在后台不显示 SLIQCON:= (THOLDING<0 AND CROSS(MA2,MA3)) OR (THOLDING<0 AND SLINE<C); TSELLSHORT(SLIQCON,THOLDING,LMT,C); TBUY(BOPEON,1,LMT,C); TSELL(BLIQCON,THOLDING,LMT,C); TBUYSHORT(SOPCON,1,LMT,C); //收盘前平仓 TSELL(TIME>151100 AND THOLDING>0,THOLDING,LMT,C-MINDIFF*2); TSELLSHORT(TIME>151100 AND THOLDING<0,THOLDING,LMT,C+MINDIFF*2); |
-- 作者:wenarm -- 发布时间:2018/3/5 8:13:43 -- 你这个策略还是图表的思维逻辑,直接把后台函数改成图表函数就行了 INPUT:P(26,20,100,8);
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-- 作者:关树源 -- 发布时间:2018/3/5 8:44:11 -- 好的,收到了,谢谢老师! |