| 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) ---- 请高手改一个策略 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=7825) |
| -- 作者：闪灵 -- 发布时间：2011/9/1 16:57:15 -- 请高手改一个策略 改成金字塔的... Inputs: bollingerLengths(50),trendLiqLength(50),numStdDevs(2), swingPrcnt1(0.50),swingPrcnt2(0.75),atrLength(10), swingTrendSwitch(20); Vars:cmiVal(0),buyEasierDay(0),sellEasierDay(0),trendLokBuy(0), trendLokSell(0),keyOfDay(0),swingBuyPt(0),swingSellPt(0), trendBuyPt(0),trendSellPt(0),swingProtStop(0); cmiVal = ChoppyMarketIndex(30); buyEasierDay = 0; sellEasierDay = 0; trendLokBuy = Average(Low,3); trendLokSell= Average(High,3); keyOfDay = (High + Low + Close)/3; if(Close > keyOfDay) then sellEasierDay = 1; if(Close <= keyOfDay) then buyEasierDay = 1; if(buyEasierDay = 1) then begin swingBuyPt = Open of tomorrow + swingPrcnt1*AvgTrueRange(atrLength); swingSellPt = Open of tomorrow - swingPrcnt2*AvgTrueRange(atrLength); end; if(sellEasierDay = 1) then begin swingBuyPt = Open of tomorrow + swingPrcnt2*AvgTrueRange(atrLength); swingSellPt = Open of tomorrow - swingPrcnt1*AvgTrueRange(atrLength); end; swingBuyPt = MaxList(swingBuyPt,trendLokBuy); swingSellPt = MinList(swingSellPt,trendLokSell); trendBuyPt = BollingerBand(Close,bollingerLengths,numStdDevs); trendSellPt = BollingerBand(Close,bollingerLengths,- numStdDevs); if(cmiVal < swingTrendSwitch)then begin if (MarketPosition <> 1) then Buy("SwingBuy") next bar at swingBuyPt stop; if(MarketPosition <> -1) then SellShort("SwingSell") next bar at swingSellPt stop; end else begin swingProtStop = 3*AvgTrueRange(atrLength); Buy("TrendBuy") next bar at trendBuyPt stop; SellShort("TrendSell") next bar at trendSellPt stop; Sell from Entry("TrendBuy") next bar at Average(Close,trendLiqLength) stop; BuyToCover from Entry("TrendSell") next bar at Average(Close,trendLiqLength) stop; Sell from Entry("SwingBuy") next bar at EntryPrice - swingProtStop stop; BuyToCover from Entry("SwingSell") next bar at EntryPrice + swingProtStop stop; end; [此贴子已经被作者于2011-9-1 17:00:03编辑过]
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| -- 作者：闪灵 -- 发布时间：2011/9/1 17:00:20 -- 晕啊怎么不能换行啊.. |
| -- 作者：26327756l -- 发布时间：2011/9/1 17:17:40 -- 我来帮你换行，请使用IE浏览器。
Inputs: bollingerLengths(50),trendLiqLength(50),numStdDevs(2), swingPrcnt1(0.50),swingPrcnt2(0.75),atrLength(10), swingTrendSwitch(20); [此贴子已经被作者于2011-9-1 17:18:16编辑过]
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| -- 作者：fly -- 发布时间：2011/9/2 9:08:55 -- 看不懂. 还不如说出这段代码的思路,看能否实现呢 |