[原创]发一个用SAR编写的策略，仅供参考 - 交易策略发布专区 - 金字塔客服中心 - 专业程序化交易软件提供商

//仅供初学者参考或测试用。

input:PosNum(1,1,100,1);

input:zqcs(3,1,12,1);

input:ZYL(5,1,10,0.5);

input:sacs(5,1,10,1);

input:sa0cs(1,0.1,2,0.01);

{ 1 .全局变量 }

ThisBar := 0 ;

VARIABLE : CC=0;

VARIABLE : BB=0;

VARIABLE : kcj=0;

VARIABLE : pcj=0;

VARIABLE : kcs=0;

SA:=SAR(3,sacs, 15);

SA0:=SAR(3,sa0cs, 10);

SA1:=SAR(3,1,10);

SA2:=SAR(3,0.5,10);

QG:=HHV(REF(HIGH,1),zqcs);

QD:=LLV(REF(LOW,1),zqcs);

QG1:=MAX(QG,SA0);

QD1:=MIN(QD,SA0);

HD:=if(islastbar,mindiff*3,mindiff);

FDYK1:OPENPROFITPER/POSNUM,LINETHICK0;

FDYK:=REF(FDYK1,1),LINETHICK0;

SAS:IF(FDYK<=-0.5,SA,if(FDYK>=ZYL,SA,SA2));

VARIABLE : SAS=SA2;

IF BB=0 AND CC<>0 AND FDYK<=-0.35 THEN BEGIN

SAS:=SA;

BB:=1;

END

IF BB=0 AND CC<>0 AND FDYK>=ZYL THEN BEGIN

SAS:=SA;

BB:=1;

END

IF BB=1 AND CC=0 THEN BEGIN

SAS:=SA2;

BB:=0;

END

KD:=HIGH>=SA1 AND HIGH>=QG1 AND QG1>=SA2; //开多条件

PD:=LOW<=SAS; //平多条件

KK:=LOW<=SA1 AND LOW<=QD1 AND QD1<=SA2; //开空条件

PK:=HIGH>=SAS; //平空条件

IF CC=-1 AND PK THEN BEGIN

平空:SELLSHORT(1,1,LIMITR,MAX(SAS,OPEN)+HD);

CC:=0;

THISBAR:=-1;

END //平空信号

IF CC=1 AND PD THEN BEGIN

平多:SELL(PD,1,LIMITR,MIN(SAS,OPEN)-HD);

CC:=0;

THISBAR:=1;

END //平多信号

IF CC=0 AND KD AND THISBAR=0 THEN BEGIN

开多:BUY(1,1,LIMITR,MAX(QG1,MAX(SA1,OPEN))+HD);

CC:=1;

THISBAR:=1;

END //开多信号

IF CC=0 AND KK AND THISBAR=0 THEN BEGIN

开空:BUYSHORT(1,1,LIMITR,MIN(QD1,MIN(SA1,OPEN))-HD);

CC:=-1;

THISBAR:=-1;

END //开空信号

////////////////////////////////////////////////////////////////////////

{12 . 显示账户状态 }

资产:asset,noaxis,colorgray,precision0;

持仓:holding,linethick0;

盈亏比:payoffrate,color0000ff,nodraw,precision2;

胜率:ceiling(percentwin*100),color0000ff,linethick0,precision0;

日交易数:totaldaytrade,linethick0;

日盈亏:asset-ref(asset,barslast(date<>ref(date,1))+1),linethick0,precision0;

主题：[原创]发一个用SAR编写的策略，仅供参考