主题：[原创]公布一个可以实用的自动交易程序

//股指期货自动交易程序
//编制：zg611029 qq:2313936161

//上下轨和中轨的距离

input:n(13,1,20,1);

//中轴偏移值

input:m(70,-200,200,1);

//回撤止赢点数

input:m1(24,5,30,1);

//交易手数：
tn:=1;

r1:=barslast(day-ref(day,1)<>0);

r5:ref(o,r1)+0.1*m;
r6:r5+n;
r7:r5-n;

if time>091500 and time<150000 then

begin

if cross(h,r6) then
begin
buy(holding=0,tn,limitr,r6);
end
if cross(r7,l) then
begin
buyshort(holding=0,tn,limitr,r7);
end
if holding>0 and cross(r5,l) then
begin
sell(1,0,limitr,r5);
end
if holding<0 and cross(h,r5) then
begin
sellshort(1,0,limitr,r5);
end

end

//回撤止赢

r10:=enterbars;

r11:=llv(l,r10+1);

r12:=hhv(h,r10+1);

if time>091500 and time<150000 then

begin

if holding>0 and r12-c>m1 and r10>=1 then

begin

sell(1,0,thisclose);

end

if holding<0 and c-r11>m1 and r10>=1 then

begin

sellshort(1,0,thisclose);

end
end
//收盘前清仓
if time>=151000 then
begin
sellshort(holding<0,0,thisclose);
sell(holding>0,0,thisclose);
end

持仓:holding,colorwhite,linethick0;
交易总数:totaltrade,colorwhite,linethick0;
盈亏:asset-1000000,noaxis,colorred,linethick1;

 

 

 

注意 13 70 24 都是优化的结果。