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- 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]请老师讲下面交易系统改成以开盘价即时下单的 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=31513)
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-- 作者:mzy139
-- 发布时间:2012/12/14 15:08:41
-- [求助]请老师讲下面交易系统改成以开盘价即时下单的
TD:=DATATYPE; EP:=IF(TD=1,0.2,IF(TD=2,0.4,IF(TD=3,1,IF(TD=4,1.38,IF(TD=5,1.62,IF(TD=6,4,IF(TD=13,0.33,IF(TD=17,0.33,IF(TD=7,13,2.62))))))))); XL:="JRTJ2@XTL"; FpC:="JRTJ2@FTC"; fkc:="FFunc@MyC"; VAL1 :="AbleTrend@VAL1"(8,19,4500); VAL2 :="AbleTrend@VAL2"; JYS :="JRTJ2@QDL"(ep/100,1); Ja1:=ref(FkC<JYS,1)=1 and CROSS(FkC,JYS); Jb2:=ref(FkC>JYS,1)=1 and CROSS(JYS,FkC); variable: x=0, y=0, N1=1; i_offset:=N1*MINDIFF; IF val2>0 then x:=1; if val1>0 then x:=-1; if Ja1 then y:=1; if Jb2 then y:=-1; tmp:=x+y; if holding=0 then begin if tmp>0 then buy(1,2,limitr,max(fpc,open+i_offset)); end if holding=0 then begin if tmp<0 then buyshort(1,2,limitr,min(fpc,open-i_offset)); end if holding>0 then begin if tmp<0 then begin sell(1,holding,limitr,min(fpc,open-i_offset)); buyshort(1,2,limitr,min(fpc,open-i_offset)); end end if holding<0 then begin if tmp>0 then begin sellshort(1,holding,limitr,max(fpc,open+i_offset)); buy(1,2,limitr,max(fpc,open+i_offset)); end end 资金:asset,noaxis,color999999,linethick1,LINEDOT; 胜率%:percentwin*100,colorFF,linethick0; 盈亏比:(SEQWIN/SEQLOSS),linethick0; 次数:totaltrade,linethick0; 连亏:maxseqloss,linethick0; 连盈:maxseqwin,linethick0; 最大亏率:WORSTPERCENT,linethick0; 最大利率:BESTPERCENT,linethick0;
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-- 作者:RogarZ
-- 发布时间:2012/12/14 15:18:28
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TD:=DATATYPE; EP:=IF(TD=1,0.2,IF(TD=2,0.4,IF(TD=3,1,IF(TD=4,1.38,IF(TD=5,1.62,IF(TD=6,4,IF(TD=13,0.33,IF(TD=17,0.33,IF(TD=7,13,2.62))))))))); XL:="JRTJ2@XTL"; FpC:="JRTJ2@FTC"; fkc:="FFunc@MyC"; VAL1 :="AbleTrend@VAL1"(8,19,4500); VAL2 :="AbleTrend@VAL2"; JYS :="JRTJ2@QDL"(ep/100,1); Ja1:=ref(FkC<JYS,1)=1 and CROSS(FkC,JYS); Jb2:=ref(FkC>JYS,1)=1 and CROSS(JYS,FkC); variable: x=0, y=0, N1=1; i_offset:=N1*MINDIFF; IF val2>0 then x:=1; if val1>0 then x:=-1; if Ja1 then y:=1; if Jb2 then y:=-1; tmp:=x+y; if holding=0 then begin if tmp>0 then buy(1,2,limit,open); end if holding=0 then begin if tmp<0 then buyshort(1,2,limit,open); end if holding>0 then begin if tmp<0 then begin sell(1,holding,limit,open); buyshort(1,2,limit,open); end end if holding<0 then begin if tmp>0 then begin sellshort(1,holding,limit,open); buy(1,2,limit,open); end end 资金:asset,noaxis,color999999,linethick1,LINEDOT; 胜率%:percentwin*100,colorFF,linethick0; 盈亏比:(SEQWIN/SEQLOSS),linethick0; 次数:totaltrade,linethick0; 连亏:maxseqloss,linethick0; 连盈:maxseqwin,linethick0; 最大亏率:WORSTPERCENT,linethick0; 最大利率:BESTPERCENT,linethick0;
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-- 作者:mzy139
-- 发布时间:2012/12/14 15:23:36
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图表程序化交易设置时用固定时间间隔还是走完k线以后?
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-- 作者:jinzhe
-- 发布时间:2012/12/14 15:26:09
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固定1秒轮询
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-- 作者:mzy139
-- 发布时间:2012/12/14 17:21:05
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-- 作者:mzy139
-- 发布时间:2012/12/14 17:22:07
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怎传不上图片呢?
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-- 作者:mzy139
-- 发布时间:2012/12/14 17:24:10
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-- 作者:mzy139
-- 发布时间:2012/12/14 17:36:51
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图一是原指标
此主题相关图片如下:360截图20121214173550158.jpg
此主题相关图片如下:360截图20121214173630743.jpg
[此贴子已经被作者于2012-12-14 17:38:47编辑过]
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-- 作者:RogarZ
-- 发布时间:2012/12/14 21:18:57
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TD:=DATATYPE; EP:=IF(TD=1,0.2,IF(TD=2,0.4,IF(TD=3,1,IF(TD=4,1.38,IF(TD=5,1.62,IF(TD=6,4,IF(TD=13,0.33,IF(TD=17,0.33,IF(TD=7,13,2.62))))))))); XL:="JRTJ2@XTL"; FpC:="JRTJ2@FTC"; fkc:="FFunc@MyC"; VAL1 :="AbleTrend@VAL1"(8,19,4500); VAL2 :="AbleTrend@VAL2"; JYS :="JRTJ2@QDL"(ep/100,1); Ja1:=ref(FkC<JYS,1)=1 and CROSS(FkC,JYS); Jb2:=ref(FkC>JYS,1)=1 and CROSS(JYS,FkC); variable: x=0, y=0, N1=1; i_offset:=N1*MINDIFF; IF val2>0 then x:=1; if val1>0 then x:=-1; if Ja1 then y:=1; if Jb2 then y:=-1; tmp:=x+y; if holding=0 then begin if tmp>0 then buy(1,2,market); end if holding=0 then begin if tmp<0 then buyshort(1,2,
market ); end if holding>0 then begin if tmp<0 then begin sell(1,holding,
market ); buyshort(1,2,
market ); end end if holding<0 then begin if tmp>0 then begin sellshort(1,holding,
market ); buy(1,2,
market ); end end 资金:asset,noaxis,color999999,linethick1,LINEDOT; 胜率%:percentwin*100,colorFF,linethick0; 盈亏比:(SEQWIN/SEQLOSS),linethick0; 次数:totaltrade,linethick0; 连亏:maxseqloss,linethick0; 连盈:maxseqwin,linethick0; 最大亏率:WORSTPERCENT,linethick0; 最大利率:BESTPERCENT,linethick0;
楼主,这个是最简单的改下交易指令,建议自己学习下基本金字塔的写法 走完K线模式下 |
[此贴子已经被作者于2012-12-14 21:20:26编辑过]
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