图表模型转后台模型的问题 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

//输入参数

INPUT:SS(1,1,10000,1);

手数:=SS;

INPUT:周期参数(22,10,50,1);

INPUT:过滤参数(3,1,5,1);

//交易条件

多空线:=50-((100 * ( HHV(HIGH,周期参数) - CLOSE))/ (HHV(HIGH,周期参数) - LLV(LOW,周期参数)));

做多线:=45;

做空线:=-45;

//引入其他公式

BBI1:=STKINDI('if13','趋势指标.yy1',0,6);

BBI2:=STKINDI('if13','趋势指标.yy2',0,6);

BBI3:=STKINDI('if13','趋势指标.yy3',0,6);

bbi4:=STKINDI('if13','趋势指标.yy4',0,6);

B1:=STKINDI('if13','yyy.bbi1',0,6);

B2:=STKINDI('if13','yyy.bbi2',0,6);

//时间参数

开仓时间:=TIME>=091500 AND TIME<151300;

平仓时间:=TIME>151300;

//交易条件

开多平空条件1:=OPEN>=REF(HHV(H,22),1)+0.2 AND 开仓时间;

开多平空条件2:=HIGH>=REF(HHV(H,22),1)+0.2 AND 开仓时间;

开空平多条件1:=OPEN<=REF(LLV(L,22),1)-0.2 AND 开仓时间;

开空平多条件2:=LOW<=REF(LLV(L,22),1)-0.2 AND 开仓时间;

//平仓

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

IF 平仓时间 AND HOLDING>0 THEN BEGIN

收盘平多:SELL(1,手数,LIMITR,O);

TSELL(1,手数,MKT);

END

IF 平仓时间 AND HOLDING<0 THEN BEGIN

收盘平空:sellshort(1,手数,LIMITR,O);

TSELLshort(1,手数,MKT);

END

特殊参数1:=REF(HHV(H,22),1)+0.2;

IF OPEN>=REF(HHV(H,22),1)+0.2 AND HOLDING<0 AND REF(HOLDING,1)<0 THEN BEGIN

平空1:sellshort(1,手数,LIMITR,max(OPEN,特殊参数1));

Tsellshort(1,手数,MKT);

END

特殊参数2:=REF(HHV(H,22),1)+0.2;

IF HIGH>=REF(HHV(H,22),1)+0.2 AND HOLDING<0 AND REF(HOLDING,1)<0 THEN BEGIN

平空2:sellshort(1,手数,LIMITR,特殊参数2);

Tsellshort(1,手数,MKT);

END

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

特殊参数3:=REF(LLV(L,22),1)-0.2;

IF OPEN<=REF(LLV(L,22),1)-0.2 AND HOLDING>0 AND REF(HOLDING,1)>0 THEN BEGIN

平多1:sell(1,手数,LIMITR,min(OPEN,特殊参数3));

Tsell(1,手数,MKT);

END

特殊参数4:=REF(LLV(L,22),1)-0.2;

IF LOW<=REF(LLV(L,22),1)-0.2 AND HOLDING>0 AND REF(HOLDING,1)>0 THEN BEGIN

平多2:sell(1,手数,LIMITR,特殊参数4);

Tsell(1,手数,MKT);

END

//开仓

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

特殊参数5:=REF(LLV(L,22),1)-0.2;

IF 开空平多条件1 AND HOLDING=0 AND REF(COUNT(开空平多条件1,10)>=2,1) AND (BBI1>BBI2 AND BBI2>BBI3 or bbi1<bbi2 and bbi2>bbi3 and bbi3>bbi4) AND REF(COUNT((多空线 < 做空线),10)>=过滤参数,1) THEN BEGIN

开空1:buyshort(1,手数,LIMITR,min(OPEN,特殊参数5)),IGNORECHECKPRICE;

Tbuyshort(1,手数,MKT);

END

特殊参数6:=REF(LLV(L,22),1)-0.2;

IF 开空平多条件2 AND HOLDING=0 AND REF(COUNT(开空平多条件2,10)>=2,1)AND (BBI1>BBI2 AND BBI2>BBI3 or bbi1<bbi2 and bbi2>bbi3 and bbi3>bbi4) AND REF(COUNT((多空线 < 做空线),10)>=过滤参数,1) THEN BEGIN

开空2:buyshort(1,手数,LIMITR,特殊参数6),IGNORECHECKPRICE;

Tbuyshort(1,手数,MKT);

END

特殊参数7:=REF(HHV(H,22),1)+0.2;

IF 开多平空条件1 AND HOLDING=0 AND REF(COUNT(开多平空条件1,10)>=3,1)AND BBI1>BBI2 AND BBI2>BBI3 and b1<b2 AND REF(COUNT((多空线 > 做多线),10)>=过滤参数,1) THEN BEGIN

开多1:buy(1,手数,LIMITR,max(OPEN,特殊参数7)),IGNORECHECKPRICE;

Tbuy(1,手数,MKT);

END

特殊参数8:=REF(HHV(H,22),1)+0.2;

IF 开多平空条件2 AND HOLDING=0 AND REF(COUNT(开多平空条件2,10)>=3,1)AND BBI1>BBI2 AND BBI2>BBI3 and b1<b2 AND REF(COUNT((多空线 > 做多线),10)>=过滤参数,1) THEN BEGIN

开多2:buy(1,手数,LIMITR,特殊参数8),IGNORECHECKPRICE;

Tbuy(1,手数,MKT);

END

特殊参数7:=REF(HHV(H,22),1)+0.2;

IF 开多平空条件1 AND HOLDING=0 AND BBI1>BBI2 AND BBI2<BBI3 AND B1>B2 AND REF(COUNT(开多平空条件1,10)>=3,1) AND REF(COUNT((多空线 > 做多线),10)>=过滤参数,1) THEN BEGIN

开多3:buy(1,手数,LIMITR,max(OPEN,特殊参数7)),IGNORECHECKPRICE;

Tbuy(1,手数,MKT);

END

特殊参数8:=REF(HHV(H,22),1)+0.2;

IF 开多平空条件2 AND HOLDING=0 AND BBI1>BBI2 AND BBI2<BBI3 AND B1>B2 AND REF(COUNT(开多平空条件2,10)>=3,1) AND REF(COUNT((多空线 > 做多线),10)>=过滤参数,1) THEN BEGIN

开多4:buy(1,手数,LIMITR,特殊参数8),IGNORECHECKPRICE;

Tbuy(1,手数,MKT);

END

主题：图表模型转后台模型的问题