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) ---- 求tb改金字塔 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=29697) |
-- 作者:kongfzchina -- 发布时间:2012/10/9 19:29:21 -- 求tb改金字塔 //------------------------------------------------------------------------ // 简称: JYXT_Aberration // 名称: Aberration // 类别: 公式应用 // 类型: 用户应用 // 输出:Rookies //------------------------------------------------------------------------ Params Numeric Length(35); Numeric StdDevUp(2.0); Numeric StdDevDn(-2.0); Numeric Lots(1); Vars NumericSeries UpperBand; NumericSeries LowerBand; NumericSeries AveMa; Numeric StdValue; Begin AveMa=Average(Close[1],Length); StdValue = StandardDev(Close[1],Length); UpperBand=Avema+StdDevUp*StdValue; LowerBand=Avema-StdDevUp*StdValue; PlotNumeric("UpperBand",UpperBand); PlotNumeric("LowerBand",LowerBand); PlotNumeric("AveMa",AveMa); If(MarketPosition!=1 &&CrossOver(Close[1],UpperBand[1])) { Buy(Lots,Open); } If(MarketPosition!=-1 &&CrossUnder(Close[1],LowerBand[1])) { SellShort(Lots,Open); } If(MarketPosition==1 && Close[1]<AveMa[1]) { Sell(Lots,Open); } If(MarketPosition==-1 && Close[1]>AveMa[1]) { BuyToCover(Lots,Open); } End |
-- 作者:every -- 发布时间:2012/10/10 9:07:53 -- 对TB的有些函数不熟悉,速度慢不说,可能还会改的不达效果.
推荐楼主把想改的这段TB的代码,用自然语言的形式描述出来,让客服直接用金字塔的语言去实现 |
-- 作者:wood3559 -- 发布时间:2012/10/12 11:23:51 -- 供参考 input: length(25,10,60,1); input: stdDevUp(2,0.1,4,0.2); input: stdDevDn(2,0.1,4,0.2); variable: stdValue=0; variable: Lots=1; VARIABLE: isThisBarTrade=0; isThisBarTrade:=0; AveMa:=ma(ref(close,1),length); stdValue:=std(ref(close,1),length); UpperBand:=Avema + stdDevUp * stdValue; LowerBand:=AveMa - stdDevDn * stdValue; buy_cond:=cross(ref(close,1),ref(UpperBand,1)); buyshort_cond:=cross(ref(lowerBand,1),ref(close,1)); sell_cond:=ref(close,1)<ref(AveMa,1); sellshort_cond:=ref(close,1)>ref(AveMa,1); Long_EntryPrice:=open+2*MINDIFF; Short_EntryPrice:=open-2*MINDIFF; if holding<>1 and buy_cond and not(isThisBarTrade) then begin
buy(1,lots,limitr,Long_EntryPrice);
isThisBarTrade:=1; end; else if holding<>-1 and buyshort_cond and not(isThisBarTrade) then begin
buyshort(1,lots,limitr,Short_EntryPrice);
isThisBarTrade:=1; end; else if holding=1 and sell_cond and not(isThisBarTrade) then begin
sell(1,lots,limitr,Short_EntryPrice); end; else if holding=-1 and sellshort_cond and not(isThisBarTrade) then begin
sellshort(1,lots,limitr,Long_EntryPrice); end; 资产:ASSET,NOAXIS; 可用现金:CASH(0),LINETHICK0; 持仓:HOLDING,LINETHICK0; |