-- 作者:fan1379
-- 发布时间:2018/3/28 10:16:16
--
红色部分老师,加了没有作用
//该模型为简单示范模型,用户需根据自己交易经验,修改完善后再实际应用!!! //《定制的海龟交易系统V1.0图表版本》 // 适用于多时间框架图表 // 这个版本可以用于在图表上显示信号,也可以做自动交易 // 同一根K线多次发出指令。 // DESIGNED BY LIKAI // 2010.07.16
//声明参数 INPUT : T20(20,15,60,1) ; INPUT : T10(10,10,30,1); INPUT : ATRLEN(20,15,30,1) ; INPUT : POSNUM(1,1,20,1) ;
//声明变量 NT := 1 ; //调试信息带时间戳 BUYORDERTHISBAR := 0 ; //当前BAR有过交易
VARIABLE : _DEBUG = 1 ; //是否输出前台交易指令 VARIABLE : _TDEBUG = 1 ; //是否输出后台交易指令 VARIABLE : _DEBUGOUT = 0 ; //是否输出后台交易的调试信息
VARIABLE : MYENTRYPRICE =0 ; //开仓价格 VARIABLE : MYEXITPRICE =0 ; //平仓价格
VARIABLE : TURTLEUNITS=0 ; //交易单位 VARIABLE : POSITION=0 ; //仓位状态 //0表示没有仓位,1表示持有多头, -1表示持有空头
VARIABLE : T20HI=CLOSE ; //20周期的高点 VARIABLE : T20LO=CLOSE ; //20周期的低点
VARIABLE : T10HI=CLOSE ; //10周期的高点 VARIABLE : T10LO=CLOSE ; //10周期的低点
//准备需要计算的变量 T20HI := REF(HHV(H,T20),1) ; T20LO := REF(LLV(L,T20),1) ;
T10HI := REF(HHV(H,T10),1) ; T10LO := REF(LLV(L,T10),1) ;
AVGTR := REF(MA(TR,ATRLEN),1) ;
DTYDZS:=(HHV(H,ENTERBARS)-CLOSE)/AVGENTERPRICE>=0.5; KTYDZS:=(CLOSE-LLV(L,ENTERBARS))/AVGENTERPRICE>=0.5; SELL(DTYDZS,0,MARKET); SELLSHORT(KTYDZS,0,MARKET);
//开始执行时 初始化数据 IF BARPOS=1 THEN BEGIN //POSITION := 0 ;
END //IF
//如果当前是没有持仓的状态 IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多头进场条件 LONG := H > T20HI ; //多头进场 IF LONG THEN BEGIN MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ; BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE); POSITION := 1 ; TURTLEUNITS := 1 ; N := AVGTR ; BUYORDERTHISBAR := 1;
END //IF
//建立空头进场条件 SHORT := L < T20LO ; //空头进场 IF SHORT AND POSITION=0 THEN BEGIN MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ; BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE); POSITION := -1 ; TURTLEUNITS := 1 ; N := AVGTR ; BUYORDERTHISBAR := 1;
END //不要跳转,让程序检查同一根K线是否可以加仓 //GOTO CONTINUELINE ; END //IF
//如果当前持有多头仓位的状态
IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
//多头加仓条件 WHILE (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ; MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ; BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE); TURTLEUNITS := TURTLEUNITS+1 ; BUYORDERTHISBAR := 1;
END //WHILE //建立多头离场条件 LONGX1 := (LOW < T10LO) ; IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ; SELL( _DEBUG ,0,LIMITR,MYEXITPRICE); POSITION := 0 ; TURTLEUNITS := 0 ; END
//建立多头止损条件 LONGX2 := (LOW<MYENTRYPRICE-2*N) ;
IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ; MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ; SELL( _DEBUG ,0,LIMITR,MYEXITPRICE); POSITION := 0 ; TURTLEUNITS := 0 ; END
GOTO CONTINUELINE ;
END //IF
//如果当前持有空头仓位的状态
IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN
//空头加仓条件 WHILE (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ; MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ; BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE); TURTLEUNITS := TURTLEUNITS+1 ; BUYORDERTHISBAR := 1; END //IF
//建立空头离场条件 SHORTX1 := H > T10HI ;
IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ; SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE); POSITION := 0 ; TURTLEUNITS := 0 ; END
//建立空头止损条件 SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;
IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ; MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ; SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE); POSITION := 0 ; TURTLEUNITS := 0 ; END
END //IF
//显示账户状态 CONTINUELINE@ 资产:ASSET,LINETHICK0; 可用现金:CASH(0),LINETHICK0; POS:HOLDING,LINETHICK0; 交易次数:TOTALDAYTRADE, LINETHICK0 ;
IF _DEBUGOUT>0 THEN BEGIN
DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'BARPOS=%.0F\' ,BARPOS,NT ) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'T20HI=%.2F\' ,T20HI ,NT) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'N=%.2F\' ,N ,NT) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'CLOSE=%.2F\' ,C ,NT) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'POSITION=%.0F\' ,POSITION,NT ) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'TURTLEUNITS=%.0F\' ,TURTLEUNITS,NT ) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'MYENTRYPRICE=%.0F\' ,MYENTRYPRICE ,NT) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'MYEXITPRICE=%.0F\' ,MYEXITPRICE ,NT) ; END //IF
当前持仓:HOLDING,COLORGRAY,LINETHICK0; 当前资产:ASSET,NOAXIS,COLORGRAY;
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-- 作者:fan1379
-- 发布时间:2018/3/28 10:54:14
--
老师:
1.放在红色得位置了,但是出现截图中得提示和输出,是哪里又写错了吗?;
2.止损后面那两个数字:0.5和0.9意思是50%和90%还是怎么理解?。
谢谢!
//该模型为简单示范模型,用户需根据自己交易经验,修改完善后再实际应用!!! //《定制的海龟交易系统V1.0图表版本》 // 适用于多时间框架图表 // 这个版本可以用于在图表上显示信号,也可以做自动交易 // 同一根K线多次发出指令。 // DESIGNED BY LIKAI // 2010.07.16
//声明参数 INPUT : T20(20,15,60,1) ; INPUT : T10(10,10,30,1); INPUT : ATRLEN(20,15,30,1) ; INPUT : POSNUM(1,1,20,1) ;
//声明变量 NT := 1 ; //调试信息带时间戳 BUYORDERTHISBAR := 0 ; //当前BAR有过交易
VARIABLE : _DEBUG = 1 ; //是否输出前台交易指令 VARIABLE : _TDEBUG = 1 ; //是否输出后台交易指令 VARIABLE : _DEBUGOUT = 0 ; //是否输出后台交易的调试信息
VARIABLE : MYENTRYPRICE =0 ; //开仓价格 VARIABLE : MYEXITPRICE =0 ; //平仓价格
VARIABLE : TURTLEUNITS=0 ; //交易单位 VARIABLE : POSITION=0 ; //仓位状态 //0表示没有仓位,1表示持有多头, -1表示持有空头
VARIABLE : T20HI=CLOSE ; //20周期的高点 VARIABLE : T20LO=CLOSE ; //20周期的低点
VARIABLE : T10HI=CLOSE ; //10周期的高点 VARIABLE : T10LO=CLOSE ; //10周期的低点
//准备需要计算的变量 T20HI := REF(HHV(H,T20),1) ; T20LO := REF(LLV(L,T20),1) ;
T10HI := REF(HHV(H,T10),1) ; T10LO := REF(LLV(L,T10),1) ;
AVGTR := REF(MA(TR,ATRLEN),1) ;
//止盈 IF C-AVGENTERPRICE>150*MINDIFF THEN BEGIN SELL(1,HOLDING,MARKET); END
//止损 IF AVGENTERPRICE-C>20*MINDIFF THEN BEGIN SELL(1,HOLDING,MARKET); END
//开始执行时 初始化数据 IF BARPOS=1 THEN BEGIN //POSITION := 0 ;
END //IF
//如果当前是没有持仓的状态 IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多头进场条件 LONG := H > T20HI ; //多头进场 IF LONG THEN BEGIN MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ; BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE); POSITION := 1 ; TURTLEUNITS := 1 ; N := AVGTR ; BUYORDERTHISBAR := 1;
END //IF
//建立空头进场条件 SHORT := L < T20LO ; //空头进场 IF SHORT AND POSITION=0 THEN BEGIN MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ; BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE); POSITION := -1 ; TURTLEUNITS := 1 ; N := AVGTR ; BUYORDERTHISBAR := 1;
END //不要跳转,让程序检查同一根K线是否可以加仓 //GOTO CONTINUELINE ; END //IF
//如果当前持有多头仓位的状态
IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
//多头加仓条件 WHILE (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ; MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ; BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE); TURTLEUNITS := TURTLEUNITS+1 ; BUYORDERTHISBAR := 1;
END //WHILE //建立多头离场条件 LONGX1 := (LOW < T10LO) ; IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ; SELL( _DEBUG ,0,LIMITR,MYEXITPRICE); POSITION := 0 ; TURTLEUNITS := 0 ; END
//建立多头止损条件 LONGX2 := (LOW<MYENTRYPRICE-2*N) ;
IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ; MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ; SELL( _DEBUG ,0,LIMITR,MYEXITPRICE); POSITION := 0 ; TURTLEUNITS := 0 ; END
GOTO CONTINUELINE ;
END //IF
//如果当前持有空头仓位的状态
IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN
//空头加仓条件 WHILE (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ; MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ; BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE); TURTLEUNITS := TURTLEUNITS+1 ; BUYORDERTHISBAR := 1; END //IF
//建立空头离场条件 SHORTX1 := H > T10HI ;
IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ; SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE); POSITION := 0 ; TURTLEUNITS := 0 ; END
//建立空头止损条件 SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;
IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ; MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ; SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE); POSITION := 0 ; TURTLEUNITS := 0 ; END
END //IF
DTYDZS:=(HHV(H,ENTERBARS)-CLOSE)/AVGENTERPRICE>=0.5; KTYDZS:=(CLOSE-LLV(L,ENTERBARS))/AVGENTERPRICE>=0.9; SELL(DTYDZS,0,MARKET); SELLSHORT(KTYDZS,0,MARKET);
//显示账户状态 CONTINUELINE@ 资产:ASSET,LINETHICK0; 可用现金:CASH(0),LINETHICK0; POS:HOLDING,LINETHICK0; 交易次数:TOTALDAYTRADE, LINETHICK0 ;
IF _DEBUGOUT>0 THEN BEGIN
DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'BARPOS=%.0F\' ,BARPOS,NT ) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'T20HI=%.2F\' ,T20HI ,NT) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'N=%.2F\' ,N ,NT) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'CLOSE=%.2F\' ,C ,NT) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'POSITION=%.0F\' ,POSITION,NT ) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'TURTLEUNITS=%.0F\' ,TURTLEUNITS,NT ) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'MYENTRYPRICE=%.0F\' ,MYENTRYPRICE ,NT) ; DEBUGFILE2(\'C:\\DEBUGFILE.TXT\',\'MYEXITPRICE=%.0F\' ,MYEXITPRICE ,NT) ; DEBUGFILE2(\'C:/DEBUGFILE.TXT\',\'DTYDZS=%.OF\',DTYDZS,NT); DEBUGFILE2(\'C:/DEBUGFILE.TXT\',\'KTYDZS=%.OF\',KTYDZS,NT); END //IF
当前持仓:HOLDING,COLORGRAY,LINETHICK0; 当前资产:ASSET,NOAXIS,COLORGRAY; 此主题相关图片如下:1.png
此主题相关图片如下:22.png
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