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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)
----  请高手改写成金字塔下的抛物线转向系统-SAR交易系统  (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=80135)

--  作者:keke0425
--  发布时间:2015/6/25 15:31:07
--  请高手改写成金字塔下的抛物线转向系统-SAR交易系统

 

Params
Numeric AfStep(0.02);
Numeric AfLimit(0.2) ;
Numeric malen(120);
Numeric stopLoss(1);
Numeric BuyLots(1);
Numeric offset(0);
Vars
Numeric oParCl( 0 );
Numeric oParOp( 0 );
Numeric oPosition( 0 );
Numeric oTransition( 0 );
NumericSeries oParOp_s;
Numeric oParOp_p;
Numeric i_offset;
Numeric ma;
Bool bUpline;
string strkey;
string strValue;
Numeric i_stopLoss;

Begin
ma = Average(Open,malen);
bUpline = Open>= ma;
ParabolicSAR( AfStep, AfLimit, oParCl, oParOp, oPosition, oTransition ) ;
oParOp_s = oParOp;
oParOp_p = oParOp_s[1];
i_offset = offset*MinMove*PriceScale;
i_stopLoss = stopLoss*(OpenD(0)/100);

Commentary("oParOp:"+Text(oParOp));
Commentary("oTransition:"+Text(oTransition));
Commentary("oPosition:"+Text(oPosition));
If(CurrentBar>malen)
{
PlotNumeric("oParCl",oParCl);
If(malen != 0)
{
PlotNumeric("ma",ma);
}

If(MarketPosition == 0)
{
If(malen == 0)
{
bUpline = True;
}

If(oTransition == 1 and bUpline)
{
Buy(BuyLots,Max(Open,oParOp_p)+i_offset);
Return;
}

If(malen == 0)
{
bUpline = False;
}

If(oTransition == -1 and bUpline==False)
{
SellShort(BuyLots,Min(Open,oParOp_p)-i_offset);
Return;
}
}

If(MarketPosition == 1)
{
If(malen == 0)
{
bUpline = False;
}

If(LastEntryPrice-Low>=i_stopLoss)
{
Sell(BuyLots,Min(Open,LastEntryPrice-i_stopLoss)-i_offset);
Return;
}
If(oPosition == -1)
{

If(oTransition == -1 and bUpline==False)
{
SellShort(BuyLots,Min(Open,oParOp_p)-i_offset);
}
Else
{
Sell(BuyLots,Min(Open,oParOp_p)-i_offset);
}
}
}

If(MarketPosition == -1)
{
If(malen == 0)
{
bUpline = True;
}

If(High-LastEntryPrice>=i_stopLoss)
{
BuyToCover(BuyLots,Max(Open,LastEntryPrice+i_stopLoss)+i_offset);
Return;
}
If(oPosition == 1)
{
If(oTransition == 1 and bUpline)
{
Buy(BuyLots,Max(Open,oParOp_p)+i_offset);
}
Else
{
BuyToCover(BuyLots,Max(Open,oParOp_p)+i_offset);
}
}
}
}
End


--  作者:keke0425
--  发布时间:2015/6/25 15:32:35
--  
只有部分指标 请帮忙改写成金字塔的 谢谢
--  作者:jinzhe
--  发布时间:2015/6/25 15:36:22
--  
请注释一下每段话