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主题：顾比倒数策略
帅哥哟，离线，有人找我吗？
huo88
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等级：新手上路 帖子：51 积分：0 威望：0 精华：0 注册：2018/4/24 10:49:36 		  发帖心情 Post By：2018/7/12 9:26:50    Post IP：223.74.94.119[只看该作者]

//该模型为简单示范模型，用户需根据自己交易经验，修改完善后再实际应用!!!
//作者 Z7C9

//定义参数
H11:=HIGH;
L11:=LOW;
A:=IFELSE(HIGH>=REF(HIGH,1)&&HIGH>=REF(HIGH,2)&&HIGH>=REF(HIGH,3) &&HIGH>=REF(HIGH,4)&&HIGH>=REF(HIGH,5),LOW,0);
B:=IFELSE(LOW<=REF(LOW,1)&&LOW<=REF(LOW,2)&&LOW<=REF(LOW,3) &&LOW<=REF(LOW,4)&&LOW<=REF(LOW,5),HIGH,888888);
P1:=IFELSE(A>REF(L11,1),REF(L11,1),0);
P2:=IFELSE(A>REF(L11,2)&&A<=REF(L11,1),REF(L,2),0);
P3:=IFELSE(A>REF(L11,3)&&A<=REF(L11,1)&&A<=REF(L11,2),REF(L11,3),0);
P4:=IFELSE(A>REF(L11,4)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3),REF(L11,4),0);
P5:=IFELSE(A>REF(L11,5)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4),REF(L11,5),0);
P6:=IFELSE(A>REF(L11,6)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5),REF(L11,6),0);
P7:=IFELSE(A>REF(L11,7)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6),REF(L11,7),0);
P8:=IFELSE(A>REF(L11,8)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7),REF(L11,8),0);
P9:=IFELSE(A>REF(L11,9)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8),REF(L11,9),0);
P10:=IFELSE(A>REF(L11,10)&&A<=REF(L11,1)&&A<=REF(L11,2)&&A<=REF(L11,3)&&A<=REF(L11,4)&&A<=REF(L11,5)&&A<=REF(L11,6)&&A<=REF(L11,7)&&A<=REF(L11,8)&&A<=REF(L11,9),REF(L11,10),0);
AA:=P1+P2+P3+P4+P5+P6+P7+P8+P9+P10;
PP1:=IFELSE(AA>REF(L11,1),REF(L11,1),0);
PP2:=IFELSE(AA>REF(L11,2)&&AA<=REF(L11,1),REF(L11,2),0);
PP3:=IFELSE(AA>REF(L11,3)&&AA<=REF(L11,1)&&AA<=REF(L11,2),REF(L11,3),0);
PP4:=IFELSE(AA>REF(L11,4)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3),REF(L11,4),0);
PP5:=IFELSE(AA>REF(L11,5)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4),REF(L11,5),0);
PP6:=IFELSE(AA>REF(L11,6)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5),REF(L11,6),0);
PP7:=IFELSE(AA>REF(L11,7)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6),REF(L11,7),0);
PP8:=IFELSE(AA>REF(L11,8)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7),REF(L11,8),0);
PP9:=IFELSE(AA>REF(L11,9)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8),REF(L11,9),0);
PP10:=IFELSE(AA>REF(L11,10)&&AA<=REF(L11,1)&&AA<=REF(L11,2)&&AA<=REF(L11,3)&&AA<=REF(L11,4)&&AA<=REF(L11,5)&&AA<=REF(L11,6)&&AA<=REF(L11,7)&&AA<=REF(L11,8)&&AA<=REF(L11,9),REF(L11,10),0);
AAA:=PP1+PP2+PP3+PP4+PP5+PP6+PP7+PP8+PP9+PP10;
C11:=VALUEWHEN(AAA>0,AA);
T1:=IFELSE(B<REF(H11,1),REF(H11,1),0);
T2:=IFELSE(B<REF(H11,2)&&B>=REF(H11,1),REF(H11,2),0);
T3:=IFELSE(B<REF(H11,3)&&B>=REF(H11,1)&&B>=REF(H11,2),REF(H11,3),0);
T4:=IFELSE(B<REF(H11,4)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3),REF(H11,4),0);
T5:=IFELSE(B<REF(H11,5)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4),REF(H11,5),0);
T6:=IFELSE(B<REF(H11,6)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5),REF(H11,6),0);
T7:=IFELSE(B<REF(H11,7)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6),REF(H11,7),0);
T8:=IFELSE(B<REF(H11,8)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7),REF(H11,8),0);
T9:=IFELSE(B<REF(H11,9)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8),REF(H11,9),0);
T10:=IFELSE(B<REF(H11,10)&&B>=REF(H11,1)&&B>=REF(H11,2)&&B>=REF(H11,3)&&B>=REF(H11,4)&&B>=REF(H11,5)&&B>=REF(H11,6)&&B>=REF(H11,7)&&B>=REF(H11,8)&&B>=REF(H11,9),REF(H11,10),0);
BB:=IFELSE((T1+T2+T3+T4+T5+T6+T7+T8+T9+T10)=0,888888,T1+T2+T3+T4+T5+T6+T7+T8+T9+T10);
TT1:=IFELSE(BB<REF(H11,1),REF(H11,1),0);
TT2:=IFELSE(BB<REF(H11,2)&&BB>=REF(H11,1),REF(H11,2),0);
TT3:=IFELSE(BB<REF(H11,3)&&BB>=REF(H11,1)&&BB>=REF(H11,2),REF(H11,3),0);
TT4:=IFELSE(BB<REF(H11,4)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3),REF(H11,4),0);
TT5:=IFELSE(BB<REF(H11,5)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4),REF(H11,5),0);
TT6:=IFELSE(BB<REF(H11,6)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5),REF(H11,6),0);
TT7:=IFELSE(BB<REF(H11,7)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6),REF(H11,7),0);
TT8:=IFELSE(BB<REF(H11,8)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7),REF(H11,8),0);
TT9:=IFELSE(BB<REF(H11,9)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8),REF(H11,9),0);
TT10:=IFELSE(BB<REF(H11,10)&&BB>=REF(H11,1)&&BB>=REF(H11,2)&&BB>=REF(H11,3)&&BB>=REF(H11,4)&&BB>=REF(H11,5)&&BB>=REF(H11,6)&&BB>=REF(H11,7)&&BB>=REF(H11,8)&&BB>=REF(H11,9),REF(H11,10),0);
BBB:=TT1+TT2+TT3+TT4+TT5+TT6+TT7+TT8+TT9+TT10;
D:=VALUEWHEN(BBB>0,BB);
UD:=IFELSE(CLOSE>D&&REF(CLOSE,1)<=D,1,IFELSE(CLOSE<C11&&REF(CLOSE,1)>=C11,-3,0));
K:=VALUEWHEN(UD<>0,UD);
G:=IFELSE(K=1,C11,D),COLORRED;
G1:=VALUEWHEN(ISLASTBAR,G);
TMP:=-K;
//TMP>0,SPK;
//TMP<=0,BPK;
IF HOLDING=0 THEN BEGIN   //若持仓为0
 IF TMP<=0 THEN           //且TMP<=0
  BUY(1,1,LIMITR,CLOSE);  //开多单
END
IF HOLDING=0 THEN BEGIN   //若持仓为0
 IF TMP>0 THEN            //且TMP>0
  BUYSHORT(1,1,LIMITR,CLOSE);  //开空单 
END



IF HOLDING>0 THEN BEGIN   //若持有多单
 IF TMP>0 THEN BEGIN      //且TMP>0
 
 
 
  SELL(1,HOLDING,LIMITR,CLOSE);   //平多单
  BUYSHORT(1,1,LIMITR,CLOSE);    //开空单
 END
END
IF HOLDING<0 THEN BEGIN    //若持有空单
 IF TMP<=0 THEN BEGIN      //且TMP<=0
  SELLSHORT(1,HOLDING,LIMITR,CLOSE);  //平空单
  BUY(1,1,LIMITR,CLOSE);    //开多单
 END
END
 
 //其他  
次数:TOTALTRADE,LINETHICK0;
胜率:PERCENTWIN,LINETHICK0;
连亏:MAXSEQLOSS,LINETHICK0;
连赢:MAXSEQWIN,LINETHICK0;
当前持仓:HOLDING,COLORGRAY,LINETHICK0;
当前资产:ASSET,NOAXIS,COLORGRAY;
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