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-- 公式模型编写问题提交 (http://weistock.com/bbs/list.asp?boardid=4)
---- [求助]有关均价线的模型AAA (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=88913)
-- 发布时间：2015/12/28 11:33:06
-- [求助]有关均价线的模型AAA
有关均价线的模型
思路：
1、收盘价大于分时均价线价买入，收盘价小于分时均价线价卖出；
2、最大亏损12跳；
3、盈利4跳至9跳，如果回调至盈利1跳时平仓；盈利10跳至14跳，如果回调至盈利3跳时平仓；盈利15跳至19跳，如果回调至盈利8跳时平仓；盈利20跳至22跳，如果回调至盈利18跳时平仓；23跳以上跟踪止盈，则最新价从上一次高点回撤3跳，止赢；if c>=enterprice+4 and
c<=enterprice+9 and cross(enterprice+1,c) then sell(1,0,market);
if
c>=enterprice+10 and c<=enterprice+14 and cross(enterprice+3,c) then
sell(1,0,market);
if
c>=enterprice+15 and c<=enterprice+19 and cross(enterprice+8,c) then
sell(1,0,market);
if
c>=enterprice+20 and c<=enterprice+22 and cross(enterprice+18,c) then sell(1,0,market);
if
c<=enterprice-4 and c>=enterprice-9 and cross(c,enterprice-1) then
sellshort(1,0,market);
if
c<=enterprice-10 and c>=enterprice-14 and cross(c,enterprice-3) then
sellshort(1,0,market);
if
c<=enterprice-15 and c>=enterprice-19 and cross(c,enterprice-8) then
sellshort(1,0,market);
if
c<=enterprice-20 and c>=enterprice-22 and cross(c,enterprice-18) then
sellshort(1,0,market);
if
hhv(h,enterbars+1)>enterprice+20 and hhv(h,enterbars+1)+23 and
cross(enterprice-2,close) then sell(1,0,market);
if
llv(l,enterbars+1)<enterprice-20 and llv(l,enterbars+1)-23 and
cross(c,enterprice+2) then sellshort(1,0,market);
if
openprofit>=0 and time0>=timetot0(closetime(0))-60*2 then begin
sell(1,0,market);
sellshort(1,0,market);
end
-- 发布时间：2015/12/28 13:20:19
--
有关问题在原来的帖子回复，不要再发帖了
-- 发布时间：2015/12/28 14:00:58
--
5、盈利4跳至9跳，如果回调至盈利1跳时平仓；盈利10跳至14跳，如果回调至盈利3跳时平仓；盈利15跳至19跳，如果回调至盈利8跳时平仓；盈利20跳至22跳，如果回调至盈利18跳时平仓；23跳以上跟踪止盈，则最新价从上一次高点回撤3跳，止赢。
-- 发布时间：2015/12/28 14:23:12
--
dm:=4*-INTPART(LOG(C));
n1:=barslast(DATE<>REF(DATE,1))+1;
均线:ROUNDS(IF(sum(vol,n1)=0,C,sum(C*vol,n1)/sum(vol,n1)),dm),COLORYELLOW;
if close>均线 then begin
sellshort(1,0,market);
buy(holding=0,1,market);
end
if close<均线 then begin
sell(1,0,market);
buyshort(holding=0,1,market);
end
if openprofit<=-12*mindiff*multiplier then begin
sellshort(1,0,market);
sell(1,0,market);
end
if c>=enterprice+4*mindiff and c<=enterprice+9*mindiff and c<=hhv(h,enterbars+1)-mindiff then sell(1,0,market);
if c>=enterprice+10*mindiff and c<=enterprice+14*mindiff and c<=hhv(h,enterbars+1)-3*mindiff then sell(1,0,market);
if c>=enterprice+15*mindiff and c<=enterprice+19*mindiff and c<=hhv(h,enterbars+1)-8*mindiff then sell(1,0,market);
if c>=enterprice+20*mindiff and c<=enterprice+22*mindiff and c<=hhv(h,enterbars+1)-18*mindiff then sell(1,0,market);
if c<=enterprice-4*mindiff and c>=enterprice-9*mindiff and c>=llv(l,enterbars+1)+mindiff then sellshort(1,0,market);
if c<=enterprice-10*mindiff and c>=enterprice-14*mindiff and c>=llv(l,enterbars+1)+3*mindiff then sellshort(1,0,market);
if c<=enterprice-15*mindiff and c>=enterprice-19*mindiff and c>=llv(l,enterbars+1)+8*mindiff then sellshort(1,0,market);
if c<=enterprice-20*mindiff and c>=enterprice-22*mindiff and c>=llv(l,enterbars+1)+18*mindiff then sellshort(1,0,market);
if hhv(h,enterbars+1)>=enterprice+23*mindiff and close<=hhv(h,enterbars+1)-3*mindiff then sell(1,0,market);
if llv(l,enterbars+1)<=enterprice-23*mindiff and close>=llv(l,enterbars+1)+3*mindiff then sellshort(1,0,market);
-- 发布时间：2015/12/28 14:47:06
--
-- 发布时间：2015/12/28 15:07:17
--
上面的就是分时均价线
-- 发布时间：2015/12/28 15:33:13
--
此主题相关图片如下：111qq图片20151228152841.png
此主题相关图片如下：222qq图片20151228152914.png
-- 发布时间：2015/12/28 15:39:58
--
这个就是过滤原则的解释吗？
-- 发布时间：2015/12/28 15:44:44
--
前面的代码做如下修改：
variable:bj=0;
dm:=4*-INTPART(LOG(C));
n1:=todaybar;
均线:ROUNDS(IF(sum(vol,n1)=0,C,sum(C*vol,n1)/sum(vol,n1)),dm),COLORYELLOW;
if close>均线 then begin
sellshort(1,0,market);
buy(holding=0 and bj=1,1,market);
bj:=2;
end
if close<均线 then begin
sell(1,0,market);
buyshort(holding=0 and bj=2,1,market);
bj:=1;
end
-- 发布时间：2015/12/28 16:01:42
--
是的，谢谢老师。8楼的理解太对了。