求版主看看，这个策略真是吗?是否编写有问题 - 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

求版主看看，这个策略真是吗?是否编写有问题

Input : 固定手数(1,1,100,1),p(8,1,15,1),p1(25,5,30,1);

//声明变量

A00:= 0 ;

VARIABLE : A01=0 ;

VARIABLE : A02=0 ;

VARIABLE : A03=0 ;

VARIABLE : A04=0 ;

VARIABLE : A05=1;

VARIABLE : A06=0;

VARIABLE : A07=0;

VARIABLE : A08=0;

VARIABLE : A09=0;

VARIABLE : A10=0;

VARIABLE : A11=0;

VARIABLE : A12=0;

VARIABLE : A13=0;

VARIABLE : A14=0;

VARIABLE : A15=0;

VARIABLE : A16:=0;

VARIABLE : A17:=0;

VARIABLE : A18:=0;

VARIABLE : A19:=0;

VARIABLE : A20:=0;

VARIABLE : A21:=0;

VARIABLE : A22=0;

VARIABLE : A23=0;

VARIABLE : A24=0;

VARIABLE : A25=0;

VARIABLE : A26=0;

VARIABLE : A27=0;

VARIABLE : A28=0;

VARIABLE : A29=0;

VARIABLE : A30=0;

VARIABLE : A31=0;

VARIABLE : A32=0;

VARIABLE : A33=0;

VARIABLE : A34=0;

VARIABLE : A35=0;

VARIABLE : A37=0;

VARIABLE : A38=0;

VARIABLE : A39=0;

VARIABLE : A40=0;

VARIABLE : A41=0;

VARIABLE : A42=0 ;

VARIABLE : A43=0 ;

VARIABLE : A44=high ;

VARIABLE : A45=low ;

VARIABLE : jz=open ; //当日开盘价

VARIABLE : zxjz=0 ; //转换条件

VARIABLE : nn=0; //开仓历时

VARIABLE : fdxs=1; //放大系数

kxs:=todaybar,linethick0;

dayopen:=valuewhen(date<>ref(date,1),open);

jz:=ref(dayopen,kxs-1),linethick0;

gd:=ma(high,1);

dd:=ma(low,1);

zxtj0:=count(gd-jz>4 or jz-dd>=14,3)>=3,linethick0;

zxtj:=count(zxtj0,kxs)>=1,linethick0;

参数转换:=zxtj,linethick0;

tzzq:=2;

B03 := ref(ma(tr,18),1);

C01 :=date;

B04 :=固定手数;

A16 :=10*10*10*5;

A03:=8;

A04:=1;

B09:=60;

A21:=0;

C02:=if(zxtj,1.55,1.95); //信号参数

A19:=0.6;

C03:=if(zxtj,11.95,9.95); //止损系数

A17:=6;

A28:=4000;

A29:=3300;

A30:=19000;

A31:=10000; //当日最大亏损

A34:=12000;

A35:=10000;

A37:=3300;

//限制模块

//周期绑定

nn:=enterbars;

fdyk:=ref(openprofit,1);

fdds:=intpart(fdyk/300)/B04;

Otime:=Opentime(1)+A21*100;

Ctime:=Closetime(0)-A03*100;

C05:=Time>=Otime and Time<=Ctime;

C06:=Time>=Closetime(0)-A04*100 and Time<=Closetime(0)-(A04+1)*100+A16;

Zhkx:=if(islastbar,dynainfo(207),time);

Tqxd:=time0-timetot0(Zhkx);

kxsj:=B09-Tqxd;

D02:=EMA(H,11)-EMA(H,24);

D03:=EMA(D02,8);

D04:=2*(D02-D03);

D07:=EMA(L,11)-EMA(L,24);

D08:=EMA(D07,8);

D09:=2*(D07-D08);

D10:=Ma(D04*2+D02,1);

D11:=Ma(D10,2);

D12:=Ma(D09*2+D07,1);

D13:=Ma(D12,2);

E01:=slope(high,2)*5;

E02:=slope(low,2)*5;

jycs:=totaldaytrade,linethick0;

E12:=asset-ref(asset,barslast(date<>ref(date,1))+1);

E14:=ref(E12,1);

if E12=0 then begin

A14:=0;

end

if zxtj=0 then begin

drawtextex(1,1,120,940,''),colorwhite;

end

if zxtj=1 then begin

drawtextex(1,1,120,940,'' ),colorwhite;

end

if E12<=-A31*B04 then begin

A14:=-1;

C06l:=1;

drawtextex(1,1,120,990,'' ),colorwhite;

end

if E12>=A35*B04 then begin

C02:=C02*0.75;

drawtextex(1,1,120,900,'' ),colorwhite;

end

倒计时:=tqxd,linethick0;

xdsj:=B09;

A46 :=(ma(high,3)+(ref(high,1)+(1.4/C02+A19)))/2;

A47 :=(ma(low,3)+(ref(low,1)-(1.4/C02+A19)))/2;

fdxs:=if(nn<=tzzq,2,1+(fdds*0.015));

F01:=(D10-D11)*C02;

F02:=(D12-D13)*C02;

B01:D10>D11 and F01>=fdxs,linethick0;

B02:D12<D13 and F02<=-fdxs,linethick0;

B011:IF(B01,O,0),linethick0;

B022:IF(B02,O,0),linethick0;

If Barpos=1 Then Begin

A43 := 0 ;

End

A07:=if(islastbar,0,1);

A08:=if(islastbar,0,1);

en:=enterbars; //开仓历来的周期数

enlv:=LLv(l,en+1); //开仓以来的最低值

enhv:=hhv(h,en+1); //开仓以来的最高值

//设变量持仓状态下的最大盈利

win:=0; //最大获利

win2:=0; //最大获利幅度

win3:=0; //最大获利后的最大回调幅度

if holding > 0 and enterbars > 0 then begin

win:=(enhv-enterprice);

win2:=(enhv-enterprice)/enterprice*100;

win3:=(enhv-c)/win*100;

end

if holding < 0 and enterbars > 0 then begin

win1:=(enterprice- enlv),linethick0;

win21:=(enterprice-enlv)/enterprice*100;

win31:=(c-enlv)/win*100,linethick0;

end

If A43=0 and Barpos>1 and h>l Then Begin

Jgk:=A47;

Short :=low<=jgk+0.2;

Jgd:=A46;

Long :=high>=jgd-0.2 ;

Longzs :=A17*B03;

if Long AND Short=0 And A14>=0 and C05 and holding=0 and (A15>=0 or exitbars>=3) then begin

A01 := IF(Open>Jgd,Open+A07*Mindiff ,Jgd+A07*Mindiff);

buy(1,B04,limitr,A01),ignorecheckprice;

Playsound(1,'D:\Weisoft Stock\WAV\开多1.wav' );

DRAWICON( 1,A01,8);

A43 := 1 ;

N := B03 ;

A00:= 1;

A09:=enterprice;

A06:=A09-Longzs;

end //if

Jgk:=A47;

Short :=low<=jgk+0.2;

Shortzs :=A17*B03{+A07*Mindiff};

if Short and A14>=0 and C05 and A43=0 and holding=0 and (A15<=0 or exitbars>=3) then begin

A01:= If(Open<jgk,Open-A07*Mindiff ,jgk-A07*Mindiff);

buyshort(1,B04,limitr,A01),ignorecheckprice;

Playsound(1,'D:\Weisoft Stock\WAV\开空1.wav' );

DRAWICON( 1,A01,9);

A43 := -1 ;

N := B03 ;

A00:= 1;

A09:=enterprice;

A06:=A09+Shortzs;

end

goto ContinueLine;

End //If

If A43=1 and Barpos>1 and h>l Then Begin

Drlc:=MIN(A47,B022);

LongX1 :=low<Drlc+0 ;

if LongX1 and A00=0 and B02 then begin

A02 := IF(Open<drlc,Open-A07*Mindiff ,drlc-A07*Mindiff) ;

sell(1,B04,limitr,A02),orderqueue,ignorecheckprice;

Playsound(1,'D:\Weisoft Stock\WAV\做空.wav' );

DRAWICON( 1,A02,9);

A43 := 0 ;

A15:=0;

Jgk:=MIN(A47,B022);

Short1:=low<Jgk ;

if Short1 and A15<=0 and A14>=0 and C05 and A43=0 and holding>=0 and A15<=0 then begin

A01 := If(Open<if(A15=0,drlc,A06),Open-A07*Mindiff,if(A15=0,drlc,A06)-A07*Mindiff);

buyshort(1,B04,limitr,A01),orderqueue,ignorecheckprice;

DRAWICON( 1,A02,9);

A43 := -1 ;

A00:= 1 ;

N := B03 ;

A09:=enterprice;

A06:=A09+A17*N;

end

LongX2 :=low<A06;

if LongX2 and holding>=0 and A00=0 then begin

A02 :=min(open,A06)-A08*Mindiff;

平多S:sell(1 ,B04,limitr,A02),ignorecheckprice;

Playsound(1,'D:\Weisoft Stock\WAV\平多Y.wav' );

A43 := 0 ;

A15:=-1;

Jgk:=A47;

Short1:=low<=Jgk ;

if Short1 and A15<=0 and A14>=0 and C05 and A43=0 and holding>=0 and A15<=0 then begin

A01 := If(Open<if(A15=0,drlc,A06),Open-A07*Mindiff,if(A15=0,drlc,A06)-A07*Mindiff);

buyshort(1,B04,limitr,A01),orderqueue,ignorecheckprice;

DRAWICON( 1,A01,9);

A43 := -1 ;

A00:= 1 ;

N := B03 ;

A09:=enterprice;

A06:=A09+A17*N;

end

if C06l and holding>=0 and A14<0 Then begin

平多z:SELL(1,B04,marketr);

Playsound(1 ,'D:\Weisoft Stock\WAV\停盘.wav' );

A43 := 0 ;

A14 :=-1;

end

if C06 and tqxd<=xdsj Then begin

平多t:SELL(1,B04,marketr);

Playsound(1 ,'D:\Weisoft Stock\WAV\平多t.wav' );

A43 := 0 ;

A14:=0;

A15:=0;

end

if A43=1 and high>A09 then begin

A09:=high;

A06:=A09-C03*N;

end

End //If

If A43 = -1 and Barpos>1 and h>l Then Begin

Ktlc:=MAX(A46,B011);

ShortX1 :=high>Ktlc-0;

if ShortX1 and A00=0 and B01 then begin

A02 := If(Open>ktlc,Open+A07*Mindiff ,ktlc+A07*Mindiff) ;

sellshort(1,B04,limitr,A02),orderqueue,ignorecheckprice;

Playsound(1,'D:\Weisoft Stock\WAV\做多.wav' );

DRAWICON( 1,A02,8);

A43 := 0;

A15:=0;

Jgd:=MAX(A46,B011);

Long1:=high>Jgd ;

if Long1 and A15>=0 and A14>=0 and C05 and holding<=0 and A15>=0 and A43=0 then begin

A01 := IF(Open>if(A15=0,ktlc,A06),Open+A07*Mindiff,if(A15=0,ktlc,A06)+A07*Mindiff);

buy(1,B04,limitr,A01),orderqueue,ignorecheckprice;

DRAWICON( 1,A01,8);

A43 := 1 ;

A00:= 1 ;

N := B03 ;

A09:=enterprice;

A06:=A09-A17*N;

end //if

end

ShortX2 := high>A06 ;

if ShortX2 and holding<=0 and A00=0 then begin

A02 :=max(open,A06)+A08*Mindiff;

平空S:sellshort(1,B04,limitr,A02),ignorecheckprice;

Playsound(1,'D:\Weisoft Stock\WAV\平空Y.wav' );

A43 := 0 ;

A15:=1;

Jgd:=A46;

Long1:=high>=Jgd ;

if Long1 and A15>=0 and A14>=0 and C05 and holding<=0 and A15>=0 and A43=0 then begin

A01 := IF(Open>if(A15=0,ktlc,A06),Open+A07*Mindiff,if(A15=0,ktlc,A06)+A07*Mindiff);

buy(1,B04,limitr,A01),orderqueue,ignorecheckprice;

A43 := 1 ;

A00:= 1 ;

N := B03 ;

A09:=enterprice;

A06:=A09-A17*N;

end //if

end

if C06l and holding<=0 and A14<0 Then begin

平空z:sellshort(1 ,B04,marketr);

Playsound(1,'D:\Weisoft Stock\WAV\停盘.wav' );

A43 := 0 ;

A14 :=-1;

end

if C06 and tqxd<=xdsj Then begin

平空t:sellshort(1 ,B04,marketr);

Playsound(1,'D:\Weisoft Stock\WAV\平空t.wav' );

A43 := 0 ;

A14:=0;

A15:=0;

end

if A43=-1 and low<A09 then begin

A09:=low;

A06:=A09+C03*N;

end

End //If

ContinueLine@ 资产:=asset,noaxis,COLORGREEN;

持仓:holding,linethick0;

交易次数:totaldaytrade,linethick0;

正确率:percentwin,linethick0;

STICKLINE((HOLDING>0),LOW,HIGH,0.1,1,COLORYELLOW);

STICKLINE(((HOLDING>0) and (CLOSE>OPEN)),CLOSE,OPEN,8,1,COLORYELLOW);

STICKLINE(((HOLDING>0) and (CLOSE<=OPEN)),CLOSE,OPEN,8,0,COLORYELLOW);

STICKLINE((HOLDING<0),LOW,HIGH,0.1,1,COLORCYAN);

STICKLINE(((HOLDING<0) and (CLOSE>OPEN)),CLOSE,OPEN,8,1,COLORCYAN);

STICKLINE(((HOLDING<0) and (CLOSE<=OPEN)),CLOSE,OPEN,8,0,COLORCYAN)；

[此贴子已经被作者于2016-7-21 21:14:41编辑过]

主题：求版主看看，这个策略真是吗?是否编写有问题