-- 作者:何拥华
-- 发布时间:2015/6/2 20:39:16
-- 有盈利程序,求进一步修改,我有策略
input:jg(10,5,100,1),T1(8,3,20,1),n(0,0,10,1),dy(20,3,30,1),fl(0,0,1,1);
hp:=CALLSTOCK(STKLABEL,vtHIGH,6,-1); lp:=CALLSTOCK(STKLABEL,vtLow,6,-1); jjp:=(hp+lp)/2,POINTDOT;
jw:=MINDIFF; //价位 hh:jjp+jg*jw,POINTDOT; LL:jjp-jg*jw,POINTDOT;
ss:=if(h>hp or l<lp,2,1); if fl=1 then BEGIN maxss:=asset/(MULTIPLIER*c*0.15); ss:=if(h>hp or l<lp,intpart(maxss*0.5),INTPART(maxss*0.25));; end
n1:=9;p1:=3;p2:=3; RSV:=(CLOSE-LLV(LOW,N1))/(HHV(HIGH,N1)-LLV(LOW,N1))*100; K:=SMA(RSV,P1,1); D:=SMA(K,P2,1); J:=3*K-2*D;
H1p:=ref(h,1); L1p:=ref(l,1);
entb:=if(NUMPROFIT(1)>dy*1000,EXITBARS>=10,1);
//k2dt:=if(TYPE(1)=4,EXITBARS>=8,1); //空转多间隔 //d2kt:=if(TYPE(1)=2,EXITBARS>=8,1);
kd:=h>hh and h>h1p and k>d and k-d>15 and k<80; kdjc:=h1p>ref(h,2) and l<L1p and c>L1p; if kd and entb then buy(holding=0,ss,limitr,max(h1p+1*jw,HH)); if kdjc and holding=ss then djc:buy(1,ss,limitr,L1p); cyc:=ENTERBARS;
pd100:=L<L1p and l<AVGENTERPRICE; pdp10:=min(L1p-jw,AVGENTERPRICE); pd101:=k<d and cyc>0; pdp11:=c; pd102:=L<ref(L,2); pdp12:=ref(L,2)-jw; pd20:=H1p<ref(h,2) ; pd200:=L1p<ref(L,2); pdp2:=ref(h,5)+n*jw; pd40:=k>80 and j>100;
if pd100 then pd10:sell(holding>0,holding,limitr,pdp10); if pd101 then pd11:sell(holding>0,holding,limitr,pdp11); if pd102 then pd12:sell(holding>0,holding,limitr,pdp12); if (pd20 or pd200) and cyc>T1 and h>AVGENTERPRICE and H>=pdp2 then pd2:sell(holding>0,holding,limitr,max(l,pdp2)); //if pd30 or pd300 then pd3:sell(holding>0,holding,limitr,c); if pd40 then pd4:sell(holding<0,holding,limitr,c);
kk:=L<LL and L<L1p and k<d and d-k>15 and k>20; kkjc:=L1p<ref(l,2) and h>H1p and c<H1p;
if kk and entb then buyshort(holding=0,ss,limitr,min(L1p-1*jw,LL)); if kkjc and holding=ss then kjc:buyshort(1,ss,limitr,h1p); cyc:=ENTERBARS;
pk100:=h>H1p and h>AVGENTERPRICE; pkp10:=max(H1p+jw,AVGENTERPRICE); pk101:=k>d and cyc>0; pkp11:=c; pk102:=H>ref(H,2); pkp12:=ref(H,2)+jw; pk20:=L1p>ref(l,2); pk200:=H1p>ref(H,2); pkp2:=ref(L,5)-n*jw; //pk30:=k>d and k-d>1; pk40:=k<20 and j<0;
if pk100 then pk10:sellshort(holding<0,-holding,limitr,pkp10); if pk101 then pk11:sellshort(holding<0,-holding,limitr,pkp11); if pk102 then pk12:sellshort(holding<0,-holding,limitr,pkp12); if (pk20 or pk200) and cyc>T1 and L<AVGENTERPRICE and L<=pkp2 then pk2:sellshort(holding<0,-holding,limitr,min(h,pkp2)); //if pk30 then pk3:sellshort(holding<0,-holding,limitr,c); if pk40 then pk4:sellshort(holding<0,-holding,limitr,c);
if time>=151300 THEN BEGIN sell(1,holding,limitr,o); sellshort(1,-holding,limitr,o); end
ry:=asset-ref(asset,TODAYBAR); 持:holding,colorwhite,linethick0; 盈:asset-1000000,noaxis,COLORcyan ,linethick1; 日盈:ry,noaxis,colorred,linethick0; 浮盈:OPENPROFIT,linethick0; 日次:TOTALDAYTRADE,linethick0; 数:totaltrade,colorwhite,linethick0; 回撤:MAXDRAWDOWN,linethick0,colorgray;
rr1:=barslast(month<>ref(month,1)); 月盈利:asset-ref(asset,rr1+1),linethick0;
{
买持:tbuyholdingex(\'\',\'\',0),linethick0; 卖持:tsellholdingex(\'\',\'\',0),linethick0;
if K5>D5 and K5<75 THEN //K值大于D值,且K值小于75后 tbuy(DYNAINFO(7)>hp and 买持=0 ,1,lmt,DYNAINFO( 34)); tbuy(买持>0 and DYNAINFO(7)>TENTERPRICE+jg*jw,1,lmt,DYNAINFO(34)),; tsell(DYNAINFO(7)<ref(l,1),0,lmt,TAVGENTERPRICEEX2(\'\' ,\'\' ,0)+jw); //以持仓均价上方可委托价挂单 //止损部分 if K5<D5 then BEGIN TCANCELex(1,2,\'\',STKLABEL); tsell(1,0,mkt); end //止盈部分 if K5>D5 and K5>75 THEN tsell(K1>D1 and k1>80,0,lmt,DYNAINFO( 34));
//开空部分 if k5<D5 and k5>25 then tbuyshort(DYNAINFO(7)<lp and 卖持=0,1,lmt,DYNAINFO(28)); tbuyshort(卖持>0 and DYNAINFO(7)<TENTERPRICE-jg*jw,1,lmt,DYNAINFO(28)); tsellshort(DYNAINFO(7)>ref(H,1),0,lmt,TAVGENTERPRICEEX2(\'\' ,\'\' ,1)-jw);
if k5>d5 then BEGIN TCANCELex(1,4,\'\',STKLABEL); tsellshort(1,0,mkt); end
if k5<d5 and k5<25 then tsellshort(k1<d1 and k1<20,0,lmt,DYNAINFO(28));
t2:=time>=185800 and time<=185900 or (time>=025800 and time<=025900); if t2 THEN BEGIN tsell(买持>0,0,mkt); tsellshort(卖持>0,0,mkt); end
有能修改的,和我 联系QQ,248734337 微信;h13971030404 <!--EndFragment-->
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