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主题:[求助]图表程序转化为后台程序

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  发帖心情 Post By:2015/8/25 16:10:21    Post IP:58.246.57.26[显示全部帖子]

没有附件


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  发帖心情 Post By:2015/8/25 16:13:26    Post IP:58.246.57.26[显示全部帖子]

还是没有,代码直接复制上来


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  发帖心情 Post By:2015/8/25 16:23:11    Post IP:58.246.57.26[显示全部帖子]

有了


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  发帖心情 Post By:2015/8/25 16:46:30    Post IP:58.246.57.26[显示全部帖子]

那么图表出平仓信号,后台出不出平仓信号?

代码里面写了50点止损了吗?



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如果止损了,那么后台信号就图表不一样了,要么不写止损,或许还能做到和图表信号一样


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  发帖心情 Post By:2015/8/25 17:29:24    Post IP:58.246.57.26[显示全部帖子]

那尽量试试,


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  发帖心情 Post By:2015/8/26 11:15:54    Post IP:58.246.57.26[显示全部帖子]

现在改过了,就等测试结果了



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  发帖心情 Post By:2015/8/26 13:40:53    Post IP:58.246.57.26[显示全部帖子]

原来的策略命名为“策略1”,代码改成下面的:

 


INPUT:固定手数(1,1,20,1);
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:B01:=0;
VARIABLE:B02:=0;VARIABLE:A44:=HIGH;VARIABLE:A45:=LOW;VARIABLE:A46:=HIGH;VARIABLE:A47:=LOW;VARIABLE:JZ:=OPEN;VARIABLE:ZXJZ:=0;VARIABLE:NN:=0;VARIABLE:FDXS:=1;
KXS:=TODAYBAR;
DAYOPEN:=VALUEWHEN((DATE <> REF(DATE,1)),OPEN);
JZ:=REF(DAYOPEN,(KXS - 1));
GD:=MA(HIGH,1);
DD:=MA(LOW,1);
ZXTJ0:=(COUNT((((GD - JZ) > 21) OR ((JZ - DD) >= 11)),3) >= 3);
ZXTJ:=(COUNT(ZXTJ0,KXS) >= 1);
参数转换:=ZXTJ;
TZZQ:=2;
B03:=REF(MA(TR,29),0.1);
C01:=DATE;
B04:=固定手数;
A16:=(((10 * 10) * 10) * 5);
A03:=6;
A04:=1;
B09:=50;
A21:=0;
C02:=IF(ZXTJ,1.01,1.01);
A19:=0.6;
C03:=IF(ZXTJ,12.6,9.9);
A17:=6;
A28:=4000;
A29:=3300;
A30:=19000;
A31:=30000;
A34:=12000;
A35:=10000;
A37:=3300;
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(HIGH,15) - EMA(HIGH,21.6));
D03:=EMA(D02,0.5);
D04:=(4 * (D02 - D03));
D07:=(EMA(LOW,12) - EMA(LOW,25));
D08:=EMA(D07,10);
D09:=(2 * (D07 - D08));
D10:=MA(((D04 * 3) + D02),1);
D11:=MA(D10,2);
D12:=MA(((D09 * 3) + D07),1);
D13:=MA(D12,3);

JYCS:=TOTALDAYTRADE;
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
END
IF (ZXTJ = 1) THEN
BEGIN
 DRAWTEXTEX(1,1,20,5,'');
END
IF (E12 <= (-(A31) * B04)) THEN
BEGIN
 A14:=-(1);
 C06L:=1;
 //DRAWTEXTEX(1,1,120,990,'亏损较大,策略已停止实盘交易!');
END
IF (E12 >= (A35 * B04)) THEN
BEGIN
 C02:=(C02 * 1.75);
 //DRAWTEXTEX(1,1,120,900,'策略已运行于止赢保护模式!');
END
倒计时:=TQXD;
XDSJ:=B09;
A46:=((MA(HIGH,6) + (REF(HIGH,1) + ((0.1 / C02) + A11))) / 2);
A47:=((MA(LOW,6) + (REF(LOW,1) - ((0.1 / C02) + A11))) / 2);
FDXS:=IF((NN <= TZZQ),2,(1 + (FDDS * 0.15)));
F01:=((D10 - D11) * C02);
F02:=((D12 - D13) * C02);
B01:=((D10 > D11) AND (F01 >= FDXS));
B02:=((D12 < D13) AND (F02 <= -(FDXS)));
IF (BARPOS = 1) THEN
BEGIN
 A43:=0;
END
A07:=IF(ISLASTBAR,15,0.1);
A08:=IF(ISLASTBAR,15,0.1);

IF (((A43 = 0) AND (BARPOS > 1)) AND (HIGH > LOW)) 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 (TIME > 91400)) AND ((A15 >= 0) OR (EXITBARS >= 3))) THEN
 BEGIN
  A01:=IF((OPEN > JGD),(OPEN + (A07 * MINDIFF)),(JGD + (A07 * MINDIFF)));
  AA1:=A01;
  H1:HOLDING;
  开多1:BUY(1,B04,LIMITR,A01,1),IGNORECHECKPRICE;
  H2:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\开多1.WAV');
  A43:=1;
  N:=B03;
  A00:=1;
  A09:=ENTERPRICE;
  A06:=(A09 - LONGZS);
 END
 JGK:=A47;
 SHORT:=(LOW <= (JGK + 0.2));
 SHORTZS:=(A17 * B03);
 IF ((((((SHORT AND (A14 >= 0)) AND (TIME > 91400)) 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)));
  AA2:=a01;
  H3:HOLDING;
  开空:BUYSHORT(1,B04,LIMITR,A01,1),IGNORECHECKPRICE;
  H4:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\开空1.WAV');
  A43:=-(1);
  N:=B03;
  A00:=1;
  A09:=ENTERPRICE;
  A06:=(A09 + SHORTZS);
 END
 GOTO CONTINUELINE@;
END

//分界

IF (((A43 = 1) AND (BARPOS > 1)) AND (HIGH > LOW)) THEN
BEGIN
 DRLC:=A47;
 LONGX1:=(LOW < (DRLC + 1));
 IF ((LONGX1 AND (A00 = 0)) AND B02) THEN
 BEGIN
  A02:=IF((OPEN < DRLC),(OPEN - (A07 * MINDIFF)),(DRLC - (A07 * MINDIFF)));
  aa3:=a02;
  H5:HOLDING;
  平多1:SELL(1,B04,LIMITR,A02,1);
  H6:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\做空.WAV');
  A43:=0;
  A15:=0;
  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)));
   //=============关空
   aa4:=a01;
   H7:HOLDING;
   开空2:BUYSHORT(1,B04,LIMITR,A01,1);
   H8:HOLDING;
   A43:=-(1);
   A00:=1;
   N:=B03;
   A09:=ENTERPRICE;
   A06:=(A09 + (A17 * N));
  END
 END
 LONGX2:=(LOW < A06);
 IF ((LONGX2 AND (HOLDING >= 0)) AND (A00 = 0)) THEN
 BEGIN
  A02:=(MIN(OPEN,A06) - (A08 * MINDIFF));
  aa5:=a02;
  H9:HOLDING;
  平多S:SELL(1,B04,LIMITR,A02,1),IGNORECHECKPRICE;
  H10:HOLDING;
  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)));
   //==============关多
   H11:HOLDING;
   aa6:=a01;
   开空3:BUYSHORT(1,B04,LIMITR,A01,1);
   H12:HOLDING;
   A43:=-(1);
   A00:=1;
   N:=B03;
   A09:=ENTERPRICE;
   A06:=(A09 + (A17 * N));
  END
 END
 IF ((C06L AND (HOLDING >= 0)) AND (A14 < 0)) THEN
 BEGIN
  H13:HOLDING;
  平多Z:SELL(1,B04,MARKETR);
  H14:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\停盘.WAV');
  A43:=0;
  A14:=-(1);
 END
 IF (C06 AND (TQXD <= XDSJ)) THEN
 BEGIN
  H15:HOLDING;
  平多T:SELL(1,B04,MARKETR);
  H16:HOLDING;
  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

//分界

IF (((A43 = -(1)) AND (BARPOS > 1)) AND (HIGH > LOW)) THEN
BEGIN
 KTLC:=A46;
 SHORTX1:=(HIGH > (KTLC - 1));
 IF ((SHORTX1 AND (A00 = 0)) AND B01) THEN
 BEGIN
  A02:=IF((OPEN > KTLC),(OPEN + (A07 * MINDIFF)),(KTLC + (A07 * MINDIFF)));
  H17:HOLDING;
  aa7:=a02;
  平空1:SELLSHORT(1,B04,LIMITR,A02,1);
  H18:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\做多.WAV');
  A43:=0;
  A15:=0;
  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)));
   H19:HOLDING;
   aa8:=a01;
   开多2:BUY(1,B04,LIMITR,A01,1);
   H20:HOLDING;
   A43:=1;
   A00:=1;
   N:=B03;
   A09:=ENTERPRICE;
   A06:=(A09 - (A17 * N));
  END
 END
 SHORTX2:=(HIGH > A06);
 IF ((SHORTX2 AND (HOLDING <= 0)) AND (A00 = 0)) THEN
 BEGIN
  A02:=(MAX(OPEN,A06) + (A08 * MINDIFF));
  H21:HOLDING;
  aa9:=a02;
  平空S:SELLSHORT(1,B04,LIMITR,A02,1),IGNORECHECKPRICE;
  H22:HOLDING;
  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)));
   //=============关多
   H23:HOLDING;
   aa10:=a01;
   开多3:BUY(1,B04,LIMITR,A01,1);
   H24:HOLDING;
   A43:=1;
   A00:=1;
   N:=B03;
   A09:=ENTERPRICE;
   A06:=(A09 - (A17 * N));
  END
 END
 IF ((C06L AND (HOLDING <= 0)) AND (A14 < 0)) THEN
 BEGIN
  H25:HOLDING;
  平空Z:SELLSHORT(1,B04,MARKETR);
  H26:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\停盘.WAV');
  A43:=0;
  A14:=-(1);
 END
 IF (C06 AND (TQXD <= XDSJ)) THEN
 BEGIN
  H27:HOLDING;
  平空T:SELLSHORT(1,B04,MARKETR);
  H28:HOLDING;
  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
CONTINUELINE@;
资产:=ASSET;
当日盈亏:(ASSET - REF(ASSET,(BARSLAST((DATE <> REF(DATE,1))) + 1))),NODRAW;

 


 



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  发帖心情 Post By:2015/8/26 13:42:31    Post IP:58.246.57.26[显示全部帖子]

后台交易策略如下:

 

h1:stkindi('','策略1.h1',0,datatype);
h2:stkindi('','策略1.h2',0,datatype);
h3:stkindi('','策略1.h3',0,datatype);
h4:stkindi('','策略1.h4',0,datatype);
h5:stkindi('','策略1.h5',0,datatype);
h6:stkindi('','策略1.h6',0,datatype);
h7:stkindi('','策略1.h7',0,datatype);
h8:stkindi('','策略1.h8',0,datatype);
h9:stkindi('','策略1.h9',0,datatype);
h10:stkindi('','策略1.h10',0,datatype);
h11:stkindi('','策略1.h11',0,datatype);
h12:stkindi('','策略1.h12',0,datatype);
h13:stkindi('','策略1.h13',0,datatype);
h14:stkindi('','策略1.h14',0,datatype);
h15:stkindi('','策略1.h15',0,datatype);
h16:stkindi('','策略1.h16',0,datatype);
h17:stkindi('','策略1.h17',0,datatype);
h18:stkindi('','策略1.h18',0,datatype);
h19:stkindi('','策略1.h19',0,datatype);
h20:stkindi('','策略1.h20',0,datatype);
h21:stkindi('','策略1.h21',0,datatype);
h22:stkindi('','策略1.h22',0,datatype);
h23:stkindi('','策略1.h23',0,datatype);
h24:stkindi('','策略1.h24',0,datatype);
h25:stkindi('','策略1.h25',0,datatype);
h26:stkindi('','策略1.h26',0,datatype);
h27:stkindi('','策略1.h27',0,datatype);
h28:stkindi('','策略1.h28',0,datatype);
aa1:stkindi('','策略1.AA1',0,datatype);
aa2:stkindi('','策略1.aa2',0,datatype);
aa3:stkindi('','策略1.aa3',0,datatype);
aa4:stkindi('','策略1.aa4',0,datatype);
aa5:stkindi('','策略1.aa5',0,datatype);
aa6:stkindi('','策略1.aa6',0,datatype);
aa7:stkindi('','策略1.aa7',0,datatype);
aa8:stkindi('','策略1.aa8',0,datatype);
aa9:stkindi('','策略1.aa9',0,datatype);
aa10:stkindi('','策略1.aa10',0,datatype);
if h1=0 and h2>0 then  begin
 tcancel(1,3);
 tcancel(1,2);
 tbuy(1,1,lmt,aa1);
end

if h3=0 and h4<0 then begin
 tcancel(1,1);
 tcancel(1,4);
 tbuyshort(1,1,lmt,aa2);
end

if h5>0 and h6=0 then tsell(1,1,lmt,aa3);

if h7=0 and h8<0 then begin
 tcancel(1,1);
 tcancel(1,4);
 tbuyshort(1,1,lmt,aa4);
end

if h9>0 and h10=0 then tsell(1,1,lmt,aa5);

if h11=0 and h12<0 then begin
 tcancel(1,1);
 tcancel(1,4);
 tbuyshort(1,1,lmt,aa6);
end

if h13>0 and h14=0 then tsell(1,1,mkt);
if h15>0 and h16=0 then tsell(1,1,mkt);

if h17<0 and h18=0 then tsellshort(1,1,lmt,aa7);
if h18=0 and h20>0 then begin
 tcancel(1,3);
 tcancel(1,2);
 tbuy(1,1,lmt,aa8);
end

if h21<0 and h22=0 then tsellshort(1,1,lmt,aa9);

if h23=0 and h24>0 then begin
 tcancel(1,3);
 tcancel(1,2);
 tbuy(1,1,lmt,aa10);
end

if h25<0 and h26=0 then tsellshort(1,1,mkt);
if h27<0 and h28=0 then tsellshort(1,1,mkt);

if dynainfo(7)-tenterprice>50*mindiff and tsellholding(0)>0 then tsellshort(1,0,mkt);
if tenterprice-dynainfo(7)>50*mindiff and tbuyholding(0)>0 then tsell(1,0,mkt);



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jinzhe
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等级:罗宾汉 帖子:46311 积分:50819 威望:0 精华:2 注册:2011/3/23 8:50:25
  发帖心情 Post By:2015/8/26 14:08:52    Post IP:58.246.57.26[显示全部帖子]


INPUT:固定手数(1,1,20,1);
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:B01:=0;
VARIABLE:B02:=0;VARIABLE:A44:=HIGH;VARIABLE:A45:=LOW;VARIABLE:A46:=HIGH;VARIABLE:A47:=LOW;VARIABLE:JZ:=OPEN;VARIABLE:ZXJZ:=0;VARIABLE:NN:=0;VARIABLE:FDXS:=1;
KXS:=TODAYBAR;
DAYOPEN:=VALUEWHEN((DATE <> REF(DATE,1)),OPEN);
JZ:=REF(DAYOPEN,(KXS - 1));
GD:=MA(HIGH,1);
DD:=MA(LOW,1);
ZXTJ0:=(COUNT((((GD - JZ) > 21) OR ((JZ - DD) >= 11)),3) >= 3);
ZXTJ:=(COUNT(ZXTJ0,KXS) >= 1);
参数转换:=ZXTJ;
TZZQ:=2;
B03:=REF(MA(TR,29),0.1);
C01:=DATE;
B04:=固定手数;
A16:=(((10 * 10) * 10) * 5);
A03:=6;
A04:=1;
B09:=50;
A21:=0;
C02:=IF(ZXTJ,1.01,1.01);
A19:=0.6;
C03:=IF(ZXTJ,12.6,9.9);
A17:=6;
A28:=4000;
A29:=3300;
A30:=19000;
A31:=30000;
A34:=12000;
A35:=10000;
A37:=3300;
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(HIGH,15) - EMA(HIGH,21.6));
D03:=EMA(D02,0.5);
D04:=(4 * (D02 - D03));
D07:=(EMA(LOW,12) - EMA(LOW,25));
D08:=EMA(D07,10);
D09:=(2 * (D07 - D08));
D10:=MA(((D04 * 3) + D02),1);
D11:=MA(D10,2);
D12:=MA(((D09 * 3) + D07),1);
D13:=MA(D12,3);

JYCS:=TOTALDAYTRADE;
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
END
IF (ZXTJ = 1) THEN
BEGIN
 DRAWTEXTEX(1,1,20,5,'');
END
IF (E12 <= (-(A31) * B04)) THEN
BEGIN
 A14:=-(1);
 C06L:=1;
 //DRAWTEXTEX(1,1,120,990,'亏损较大,策略已停止实盘交易!');
END
IF (E12 >= (A35 * B04)) THEN
BEGIN
 C02:=(C02 * 1.75);
 //DRAWTEXTEX(1,1,120,900,'策略已运行于止赢保护模式!');
END
倒计时:=TQXD;
XDSJ:=B09;
A46:=((MA(HIGH,6) + (REF(HIGH,1) + ((0.1 / C02) + A11))) / 2);
A47:=((MA(LOW,6) + (REF(LOW,1) - ((0.1 / C02) + A11))) / 2);
FDXS:=IF((NN <= TZZQ),2,(1 + (FDDS * 0.15)));
F01:=((D10 - D11) * C02);
F02:=((D12 - D13) * C02);
B01:=((D10 > D11) AND (F01 >= FDXS));
B02:=((D12 < D13) AND (F02 <= -(FDXS)));
IF (BARPOS = 1) THEN
BEGIN
 A43:=0;
END
A07:=IF(ISLASTBAR,15,0.1);
A08:=IF(ISLASTBAR,15,0.1);

IF (((A43 = 0) AND (BARPOS > 1)) AND (HIGH > LOW)) 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 (TIME > 91400)) AND ((A15 >= 0) OR (EXITBARS >= 3))) THEN
 BEGIN
  A01:=IF((OPEN > JGD),(OPEN + (A07 * MINDIFF)),(JGD + (A07 * MINDIFF)));
  AA1:A01;
  H1:HOLDING;
  开多1:BUY(1,B04,LIMITR,A01,1),IGNORECHECKPRICE;
  H2:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\开多1.WAV');
  A43:=1;
  N:=B03;
  A00:=1;
  A09:=ENTERPRICE;
  A06:=(A09 - LONGZS);
 END
 JGK:=A47;
 SHORT:=(LOW <= (JGK + 0.2));
 SHORTZS:=(A17 * B03);
 IF ((((((SHORT AND (A14 >= 0)) AND (TIME > 91400)) 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)));
  AA2:a01;
  H3:HOLDING;
  开空:BUYSHORT(1,B04,LIMITR,A01,1),IGNORECHECKPRICE;
  H4:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\开空1.WAV');
  A43:=-(1);
  N:=B03;
  A00:=1;
  A09:=ENTERPRICE;
  A06:=(A09 + SHORTZS);
 END
 GOTO CONTINUELINE@;
END

//分界

IF (((A43 = 1) AND (BARPOS > 1)) AND (HIGH > LOW)) THEN
BEGIN
 DRLC:=A47;
 LONGX1:=(LOW < (DRLC + 1));
 IF ((LONGX1 AND (A00 = 0)) AND B02) THEN
 BEGIN
  A02:=IF((OPEN < DRLC),(OPEN - (A07 * MINDIFF)),(DRLC - (A07 * MINDIFF)));
  aa3:a02;
  H5:HOLDING;
  平多1:SELL(1,B04,LIMITR,A02,1);
  H6:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\做空.WAV');
  A43:=0;
  A15:=0;
  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)));
   //=============关空
   aa4:a01;
   H7:HOLDING;
   开空2:BUYSHORT(1,B04,LIMITR,A01,1);
   H8:HOLDING;
   A43:=-(1);
   A00:=1;
   N:=B03;
   A09:=ENTERPRICE;
   A06:=(A09 + (A17 * N));
  END
 END
 LONGX2:=(LOW < A06);
 IF ((LONGX2 AND (HOLDING >= 0)) AND (A00 = 0)) THEN
 BEGIN
  A02:=(MIN(OPEN,A06) - (A08 * MINDIFF));
  aa5:a02;
  H9:HOLDING;
  平多S:SELL(1,B04,LIMITR,A02,1),IGNORECHECKPRICE;
  H10:HOLDING;
  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)));
   //==============关多
   H11:HOLDING;
   aa6:a01;
   开空3:BUYSHORT(1,B04,LIMITR,A01,1);
   H12:HOLDING;
   A43:=-(1);
   A00:=1;
   N:=B03;
   A09:=ENTERPRICE;
   A06:=(A09 + (A17 * N));
  END
 END
 IF ((C06L AND (HOLDING >= 0)) AND (A14 < 0)) THEN
 BEGIN
  H13:HOLDING;
  平多Z:SELL(1,B04,MARKETR);
  H14:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\停盘.WAV');
  A43:=0;
  A14:=-(1);
 END
 IF (C06 AND (TQXD <= XDSJ)) THEN
 BEGIN
  H15:HOLDING;
  平多T:SELL(1,B04,MARKETR);
  H16:HOLDING;
  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

//分界

IF (((A43 = -(1)) AND (BARPOS > 1)) AND (HIGH > LOW)) THEN
BEGIN
 KTLC:=A46;
 SHORTX1:=(HIGH > (KTLC - 1));
 IF ((SHORTX1 AND (A00 = 0)) AND B01) THEN
 BEGIN
  A02:=IF((OPEN > KTLC),(OPEN + (A07 * MINDIFF)),(KTLC + (A07 * MINDIFF)));
  H17:HOLDING;
  aa7:a02;
  平空1:SELLSHORT(1,B04,LIMITR,A02,1);
  H18:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\做多.WAV');
  A43:=0;
  A15:=0;
  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)));
   H19:HOLDING;
   aa8:a01;
   开多2:BUY(1,B04,LIMITR,A01,1);
   H20:HOLDING;
   A43:=1;
   A00:=1;
   N:=B03;
   A09:=ENTERPRICE;
   A06:=(A09 - (A17 * N));
  END
 END
 SHORTX2:=(HIGH > A06);
 IF ((SHORTX2 AND (HOLDING <= 0)) AND (A00 = 0)) THEN
 BEGIN
  A02:=(MAX(OPEN,A06) + (A08 * MINDIFF));
  H21:HOLDING;
  aa9:a02;
  平空S:SELLSHORT(1,B04,LIMITR,A02,1),IGNORECHECKPRICE;
  H22:HOLDING;
  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)));
   //=============关多
   H23:HOLDING;
   aa10:a01;
   开多3:BUY(1,B04,LIMITR,A01,1);
   H24:HOLDING;
   A43:=1;
   A00:=1;
   N:=B03;
   A09:=ENTERPRICE;
   A06:=(A09 - (A17 * N));
  END
 END
 IF ((C06L AND (HOLDING <= 0)) AND (A14 < 0)) THEN
 BEGIN
  H25:HOLDING;
  平空Z:SELLSHORT(1,B04,MARKETR);
  H26:HOLDING;
  PLAYSOUND(1,'D:\WEISOFT STOCK\WAV\停盘.WAV');
  A43:=0;
  A14:=-(1);
 END
 IF (C06 AND (TQXD <= XDSJ)) THEN
 BEGIN
  H27:HOLDING;
  平空T:SELLSHORT(1,B04,MARKETR);
  H28:HOLDING;
  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
CONTINUELINE@;
资产:=ASSET;
当日盈亏:(ASSET - REF(ASSET,(BARSLAST((DATE <> REF(DATE,1))) + 1))),NODRAW;

 

{
KD:=;          //开多条件
PD:=;          //平多条件
KK:=;          //开空条件
PK:=;          //平空条件


平空:SELLSHORT(PK,1,THISCLOSE);                  //平空信号
开多:BUY(KD AND HOLDING=0,1,THISCLOSE);          //开多信号
平多:SELL(PD,1,THISCLOSE);                       //平多信号
开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE);     //开空信号

}
{
信号语句排列规则——先平后开
“费率设置”按钮——用于合理设置模型“费率”,以便在图形上正确输出如下帐户信息:

持仓:HOLDING,LINETHICK0;
资产:ASSET,NOAXIS;
可用现金:CASH(0),LINETHICK0;

您可以在查看菜单->交易系统模板 中设置自己需要的模板
}

{
KD:=;          //开多条件
PD:=;          //平多条件
KK:=;          //开空条件
PK:=;          //平空条件


平空:SELLSHORT(PK,1,THISCLOSE);                  //平空信号
开多:BUY(KD AND HOLDING=0,1,THISCLOSE);          //开多信号
平多:SELL(PD,1,THISCLOSE);                       //平多信号
开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE);     //开空信号

}
{
信号语句排列规则——先平后开
“费率设置”按钮——用于合理设置模型“费率”,以便在图形上正确输出如下帐户信息:

持仓:HOLDING,LINETHICK0;
资产:ASSET,NOAXIS;
可用现金:CASH(0),LINETHICK0;

您可以在查看菜单->交易系统模板 中设置自己需要的模板
}

 

 



金字塔—专业程序化交易量化投资平台

客户服务部

----------------------------------------------------------- 欢迎您参加我公司的技术培训,具体培训需求请发邮件到service@weistock.com

您的宝贵建议或者投诉,请发往邮箱:weiwei@weistock.com

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