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) ---- [求助]请老师改成金字塔格式的 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=30715) |
-- 作者:mzy139 -- 发布时间:2012/11/18 15:26:51 -- [求助]请老师改成金字塔格式的 请老师改成金字塔格式的: Params Numeric Lots(1); Numeric nOffset(3); Numeric HLength(5); Numeric LLength(5); Numeric AtrLength(0.05); Numeric myBarsSinceEntry(9); Vars NumericSeries HHH; NumericSeries LLL; NumericSeries HHH1; NumericSeries LLL1; NumericSeries Atr; Numeric myPrice; NumericSeries StopLine; NumericSeries LastPrice; Numeric MinPoint; Begin MinPoint = MinMove*PriceScale; HHH = Highest(High,HLength); LLL = Lowest(Low,LLength); HHH1 = Highest(High,10); LLL1 = Lowest(Low,10); Atr = AvgTrueRange(10); If(MarketPosition==1) { //LLL1 = Max(LLL1,LastPrice); LLL1 = Max(LLL1,LLL1[1]); //PlotNumeric("LLL1",LLL1); If(BarsSinceEntry>myBarsSinceEntry || High>LastPrice+Atr[1]) { StopLine = Max(StopLine,LLL1[1] + (BarsSinceEntry)*Atr[1]*AtrLength); } PlotNumeric("多头止损:",StopLine); If(Low<StopLine) { myPrice = Min(Open,StopLine) - MinPoint*nOffset; Sell(Lots,myPrice); } } If(MarketPosition==-1) { //HHH1 = Min(HHH1,LastPrice); HHH1 = Min(HHH1,HHH1[1]); //PlotNumeric("HHH1",HHH1); If(BarsSinceEntry>myBarsSinceEntry || Low<LastPrice-Atr[1]) { StopLine = Min(StopLine,HHH1[1] - (BarsSinceEntry)*Atr[1]*AtrLength); } PlotNumeric("空头止损:",StopLine); If(High>StopLine) { myPrice = Max(Open,StopLine) + MinPoint*nOffset; BuyToCover(Lots,myPrice); } } If(MarketPosition<>1) { If(High>HHH[1]) { myPrice = Max(Open,HHH[1]); Buy(Lots,myPrice + MinPoint*nOffset); LastPrice = myPrice; StopLine = myPrice - Atr[1]*1.5; Return; } } If(MarketPosition<>-1) { If(Low<LLL[1]) { myPrice = Min(Open,LLL[1]); SellShort(Lots,myPrice - MinPoint*nOffset); LastPrice = myPrice; StopLine = myPrice + Atr[1]*1.5; Return; } } If(time == 0.1510) { Sell(Lots,Open - MinPoint*nOffset); BuyToCover(Lots,Open + MinPoint*nOffset); } End
|
-- 作者:jinzhe -- 发布时间:2012/11/19 9:31:05 -- 请解释下这段代码的用途, |