[原创]策略名称: Trading MadeSimple (TMS) - 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

策略名称: Trading MadeSimple (TMS)

策略归纳起来很简单：

1. 只在4H或者1H图上进行交易

2. TDI指标的红线和绿线产生交叉或者出现接触并反弹，同时随机指标(Stochastics)和EMA线给出确认信号

3. 在产生交叉后的第一个烛体或者第二个烛体进行开仓

4. 等待平仓信号产生，及时平仓

5. 等待盈利….

刚翻译过来，还没有开始验证，希望能与朋友分享、谢谢、

这里面的Heiken Ashi candles计算公式：
–haClose = (Open + High + Low+ Close) / 4
–haOpen = (haOpen(previous bar) + haClose(previous bar))/2
–haHigh = Maximum(High, haOpen)
–haLow = Minimum(Low,haOpen)

HA烛型图在绝大多数情况下通常会经历3-8个烛体才会反转方向，这是为什么我会在看到交易信号时在第1,2个烛体时进入的原因。而日本烛型图却没有良好的连贯性，起伏不定，使用HA烛型图则更为稳定。

Traders Dynamic Index：（TDI指标，交易指标）

LC:= REF(CLOSE,1);
RSI:=SMA(MAX(CLOSE-LC,0),13,1)/SMA(ABS(CLOSE-LC),13,1)*100;
MA1:=RSI/34;
UP:=MA1+1.6185*STD(RSI,34),COLORBLUE;
DN:=MA1-1.6185*STD(RSI,34),COLORBLUE;
MI:=(UP+DN)/2,COLORYELLOW;

MR:SUM(RSI,2)/2,COLORGREEN,LINETHICK2;
MS:SUM(RSI,7)/7,COLORRED,LINETHICK2;
K1:50,COLORWHITE;
K2:68,COLORWHITE;
K3:32,COLORWHITE;

Heiken_Ashi_Smoothed：（交易系统）

//=================================
//通畅移动平均线 (SMMA)
//该通畅移动平均线的第一个数值的计算和简单移动平均线一样:
//第二个和接下来的数值的计算，可参照下列公式:
INPUT:N(6,1,6,1);
SUM1:=SUM(CLOSE,N);
SMMA1:=SUM1/N;
maClose:=(SUM1-SMMA1+CLOSE)/N;
//==============================
SUM2:=SUM(OPEN,N);
SMMA2:=SUM2/N;
maOpen:=(SUM2-SMMA2+OPEN)/N;
//==============================
SUM3:=SUM(HIGH,N);
SMMA3:=SUM3/N;
maHigh:=(SUM3-SMMA3+HIGH)/N;
//==============================
SUM4:=SUM(LOW,N);
SMMA4:=SUM4/N;
maLow:=(SUM4-SMMA4+LOW)/N;
//==============================
////////////////////////////////////////////////////////////
haClose:=(maOpen+maHigh+maLow+maClose)/4;
haOpen:=(REF(Open,1)+ REF(haClose,1))/2;
haHigh:=Max(maHigh, Max(haOpen, haClose));
haLow:=Min(maLow, Min(haOpen, haClose));

HH:=HaHigh;
LL:=HaLow;
HH1:=BARSLAST((HH >= REF(HH,1)));
LL1:=BARSLAST((LL < REF(LL,1)));
STICKLINE((HH1 < LL1),HaClose,HaOpen,9,0),colorRED;
STICKLINE((HH1 < LL1),HaHigh,HaLow,0,0),colorRED;
STICKLINE((HH1 >= LL1),HaClose,HaOpen,9,0),colorWHITE;
STICKLINE((HH1 >= LL1),HaHigh,HaLow,0,0),colorWHITE;

REF(SUM((H+L+C)/3,5)/5,2),COLORYELLOW,LINETHICK2;//外汇中计算简单移动平均线，并且右移两个K线

小弟水平有限，希望棋友一起学习、谢谢

                  Traders Dynamic Index                        |
//|                                                                  |
//| This hybrid indicator is developed to assist traders in their   |
//| ability to decipher and monitor market conditions related to    |
//| trend direction, market strength, and market volatility.        |
//|                                                                  |
//| Even though comprehensive, the T.D.I. is easy to read and use. |
//|                                                                  |
//| Green line = RSI Price line                                     |
//| Red line = Trade Signal line                                    |
//| Blue lines = Volatility Band                                    |
//| Yellow line = Market Base Line                                  |
//|                                                                  |
//| Trend Direction - Immediate and Overall                         |
//|   Immediate = Green over Red...price action is moving up.        |
//|               Red over Green...price action is moving down.      |
//|                                                                  |
//|   Overall = Yellow line trends up and down generally between the |
//|             lines 32 & 68. Watch for Yellow line to bounces off |
//|             these lines for market reversal. Trade long when     |
//|             price is above the Yellow line, and trade short when |
//|             price is below.                                      |
//|                                                                  |
//| Market Strength & Volatility - Immediate and Overall            |
//|   Immediate = Green Line - Strong = Steep slope up or down.      |
//|                            Weak = Moderate to Flat slope.        |
//|                                                                  |
//|   Overall = Blue Lines - When expanding, market is strong and    |
//|             trending. When constricting, market is weak and      |
//|             in a range. When the Blue lines are extremely tight |
//|             in a narrow range, expect an economic announcement   |
//|             or other market condition to spike the market.       |
//|                                                                  |
//|                                                                  |
//| Entry conditions                                                |
//|   Scalping - Long = Green over Red, Short = Red over Green      |
//|   Active - Long = Green over Red & Yellow lines                  |
//|            Short = Red over Green & Yellow lines                 |
//|   Moderate - Long = Green over Red, Yellow, & 50 lines           |
//|              Short= Red over Green, Green below Yellow & 50 line |
//|                                                                  |
//| Exit conditions*                                                |
//|   Long = Green crosses below Red                                 |
//|   Short = Green crosses above Red                                |
//|   * If Green crosses either Blue lines, consider exiting when    |
//|     when the Green line crosses back over the Blue line.         |
//|                                                                  |
//|                                                                  |
//| IMPORTANT: The default settings are well tested and proven.     |
//|             But, you can change the settings to fit your         |
//|             trading style.                                       |                                                               |

截图：

图片点击可在新窗口打开查看不知道怎么发截图、就算了、

[此贴子已经被作者于2013-3-25 16:28:57编辑过]

楼主你的 Trading MadeSimple (TMS)指标翻译过来有点不对..就是从上下轨不对 MT4指标的上下轨不是镜像的而你的这个事镜像的

多谢uk198971兄的

Traders Dynamic Index：（TDI指标，交易指标）

我試了, 其中我令以下句子显示出來

MA1:=RSI/34;
UP:MA1+1.6185*STD(RSI,34),COLORBLUE;
DN:MA1-1.6185*STD(RSI,34),COLORBLUE;

MI:(UP+DN)/2,COLORYELLOW;

比較原mt4部份源码:

for(int x=i; x<i+Volatility_Band; x++) {
         RSI[x-i] = RSIBuf[x];
         MA += RSIBuf[x]/Volatility_Band;
      }
      UpZone[i] = (MA + (1.6185 * StDev(RSI,Volatility_Band)));
      DnZone[i] = (MA - (1.6185 * StDev(RSI,Volatility_Band)));
      MdZone[i] = ((UpZone[i] + DnZone[i])/2);
      }

效果和原版mt4是不同的, 即显示volatility band和原版mt4完全不同, 希望有高手改寫一下令其效果和原版mt4是相同,谢谢

[此贴子已经被作者于2014/7/16 6:41:09编辑过]

从代码上看，没啥不同

主题：[原创]策略名称: Trading MadeSimple (TMS)