交易模型确定的自定义数据和K线图中指示的不同: - 金字塔软件问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

runmode:0;
VARIABLE:DZYCS:=0,KZYCS:=0;//全局变量控制止盈
VARIABLE:DZSCS:=0,KZSCS:=0;//全局变量控制止盈
otime:=130000;
ctime:=190000;
endtime:=ctime-500;
持仓:holding,nodraw;
胜率:PERCENTWIN*100,nodraw,colorred;
净利润:NETPROFIT,color6600dd,NODRAW;
//可用现金:cash(0),NODRAW;
上次盈亏:NUMPROFIT(1),COLORYELLOW,NODRAW;
浮动盈亏:OPENPROFIT,COLORMAGENTA,NODRAW;
//资产:asset,colorgray,NODRAW;
//总利润:GROSSPROFIT,NODRAW;
//分险收益比:PROFITRISKRATIO,NODRAW;
istradetime:= otime<time and time<ENDTIME;
持价:=ENTERPRICE,COLORGREEN,NODRAW;
IF HOLDING =0 THEN BEGIN
       出价:Exitprice,colormagenta,NODRAW;
   END
IF HOLDING>0 THEN BEGIN
        BUYBAR:=enterbars,NODRAW;
   end
IF HOLDING<0 THEN begin
       sellbar:=enterbars,NODRAW;
   end
MA5D:=stkindi(stklabel,'MYMA.EMA5',0,6,0);

//日diff:
   emd1:=stkindi(stklabel,'MYmacd.ema12',0,6,-1);
   emd2:=stkindi(stklabel,'MYmacd.ema26',0,6,-1);
   emad12:=emd1*11/13+c*2/13;
   emad26:=25/27* emd2 +c*2/27;
   DEADay1:=stkindi(stklabel,'MYmacd.dea',0,6,-1);
   DIFFDay:=Emad12-emad26,COLORyellow,NODRAW;
   DEADay:=DEADay1*4/5+DIFFDay/5,COLORffaa99,NODRAW;
   MACDD:=DIFFDay-DEADay;
   金叉:=CROSS(DIFFDay,DEADay);
   死叉:=CROSS(DEADay,DIFFDay);
{
//用于判断背离的DIFFDay
   DIFFDay上前上P:=stkindi(stklabel,'MACDDAY.DIFFDay上前上',0,6,0),colormagenta,NODRAW;
   DIFFDay下前下P:=stkindi(stklabel,'MACDDAY.DIFFDay下前下',0,6,0),colormagenta,NODRAW;
//用于判断价格增减幅度的对应的DIFFDay
   DIFFDay上前下P:=stkindi(stklabel,'MACDDAY.DIFFDay上前下',0,6,0),colorcyan,NODRAW;
   DIFFDay下前上P:=stkindi(stklabel,'MACDDAY.DIFFDay下前上',0,6,0),colorcyan,NODRAW;
//用于判断背离的DIFFDay对应的close
   REFCLOSE上前上P:=stkindi(stklabel,'MACDDAY.REFCLOSE上前上K',0,6,0);
   REFCLOSE下前下P:=stkindi(stklabel,'MACDDAY.REFCLOSE下前下K',0,6,0);
//用于做多,判断价格上涨的幅度:
   REFCD上前下K:=stkindi(stklabel,'MACDDAY. REFCD上前下K',0,6,0);
   LLVD上前下K:=stkindi(stklabel,'MACDDAY. LLVD上前下K',0,6,0);
   REFCD上前下KPLUS:=stkindi(stklabel,'MACDDAY. REFCD上前下KP',0,6,0);
   LLVD上前下KPLUS:=stkindi(stklabel,'MACDDAY. LLVD上前下KP',0,6,0);
//用于做空,判断价格下跌的幅度:
   REFCK下前上K:=stkindi(stklabel,'MACDDAY. REFCK下前上K',0,6,0);
   HHVK下前上K:=stkindi(stklabel,'MACDDAY. HHVK下前上K',0,6,0);
   REFCK下前上KPLUS:=stkindi(stklabel,'MACDDAY. REFCK下前上KP',0,6,0);
   HHVK下前上KPLUS:=stkindi(stklabel,'MACDDAY. HHVK下前上KP',0,6,0);
//用于判断DIFFDay处于高位还是低位的界限:
   DIFFDayHIGH:=HHV(DIFFDay,200);
   DIFFDayLOW:=LLV(DIFFDay,200);
   DIFFDayGAPH:=MAX(DIFFDayHIGH,ABS(DIFFDayLOW))*0.3;
   DIFFDayGAPL:=-MAX(DIFFDayHIGH,ABS(DIFFDayLOW))*0.3;
}
{//周diff:
   em1:=stkindi(stklabel,'MYmacd.ema12',0,7,-1);
   em2:=stkindi(stklabel,'MYmacd.ema26',0,7,-1);
   ema12:=em1*11/13+c*2/13;
   ema26:=25/27* em2 +c*2/27;
   dea1:=stkindi(stklabel,'MYmacd.dea',0,7,-1);
   diffWKDAY:=ema12-ema26,COLORRED,NODRAW;
   deaWKDAY:=dea1*4/5+diffWKDAY/5,COLORCYAN,NODRAW;
   MACDWEEK:=DIFFWKDAY-DEAWKDAY,NODRAW;
   周金叉:=cross(diffWKDAY,DEAWKDAY);
   周死叉:=cross(DEAWKDAY,diffWKDAY);
   }
//日KD:
{
   kD:=STKINDI('','KDMY.K',0,6,-1);
   dD:=STKINDI('','KDMY.D',0,6,-1);
   llvD:=STKINDI('','KDMY.llv1',0,6,0);
   hhvD:=STKINDI('','KDMY.hhv1',0,6,0);
   rsvD:=(c-llvD)/(hhvD-llvD)*100;
   KDAY:=(rsvD+(3-1)*kD)/3,COLORMAGENTA;
   DDAY:=(KDAY+(3-1)*dD)/3,COLORGREEN;
}
//周KDJ:
   k1:=STKINDI(stklabel,'KDMY.K',0,7,-1);
   d1:=STKINDI(stklabel,'KDMY.D',0,7,-1);
   llv2:=STKINDI(stklabel,'KDMY.llv1',0,7,0);
   hhv2:=STKINDI(stklabel,'KDMY.hhv1',0,7,0);
   rsv2:=(c-llv2)/(hhv2-llv2)*100;
   KWDAY:=(rsv2+(3-1)*k1)/3;
   DWDAY:=(KWDAY+(3-1)*d1)/3;
//用于判断diff和DIFFDay上升或下降的前一个周期diff
    refDIFFDay:=ref(DIFFDay,1);
//   refdiffwkday:=ref(diffwkday,1);

//近上叉多: KD1:近上金叉开多(diff和dea都在0值以上,且必须是前期已经上涨后,经过小幅回调之后,再重新上涨):
   KD1:=DZYCS=0 AND DIFFDay>0 and 金叉,NODRAW;
//近上已多: KD2:近上已金叉且周K>D开多:
   KD2:=DZYCS=0 AND DIFFDay>0 AND DIFFDay>DEADay,NODRAW;
   KD:KD1 OR KD2,NODRAW;
//开多信号:

if kd1=1 then begin
   近上叉多:BUY(HOLDING=0,50%,MARKETR),COLORRED;
end
if kd2=1 then begin
   近上已多:BUY(HOLDING=0,50%,MARKETR),COLORRED;
end

//多止盈条件:
HHBUY1:=HHV(H,BUYBAR);
LARGE21:=LARGE(H,BUYBAR,2),COLORRED,NODRAW;
IF HOLDING>0 THEN BEGIN
    HHBUY:=HHBUY1,COLORRED,NODRAW;
    LARGE2:=LARGE21,COLORRED,NODRAW;
end
多移盈:=HOLDING>0 AND REF(KD,BUYBAR)=1 AND LARGE2=REF(LARGE2,1) AND H<REF(LARGE2,1);//KMA26<REF(KMA26,1);
//多止损:=HOLDING>0 AND REF(KD,BUYBAR)=1 AND C<MA5D;

   //平近上多:
   PD1:=死叉,COLORGRAY,NODRAW;
   //平近上多已:
   PD2:=死叉,COLORGRAY,NODRAW;

//日周期

ddd1:=ref(KD1,buybar),NODRAW;
ddd2:=ref(KD2,buybar),NODRAW;

//日周期取价:
if holding>0 then begin
   if ddd1=1 then begin
       ddb:='kd1';
       近上叉多价:ENTERPRICE,COLORYELLOW;
       end
   if ddd2=1 then begin
       ddb:='kd2';
       近上已多价:ENTERPRICE,COLORYELLOW;
       end
end
//日周期平多操作:
   //
   IF 多移盈=1 THEN BEGIN
       近上叉多盈:SELL(HOLDING>0 AND ddb='kd1',0,MARKETR),COLORMAGENTA;//胜率低
       DZYCS:=1;
   END
   平近上叉多:SELL(HOLDING>0 and PD1=1 and ddb='kd1' ,0,MARKETR),COLORMAGENTA;
   //
   IF 多移盈=1 THEN BEGIN
       近上已盈:SELL(HOLDING>0 AND ddb='kd2',0,MARKETR),COLORMAGENTA;//胜率低
       DZYCS:=1;
   END
   平近上已多:SELL(HOLDING>0 AND PD2=1 and ddb='kd2',0,MARKETR),COLORAAAA11;//胜率低

//开空条件:

//KK1:近下死叉开空(diff和dea都在0以下,且前期经过小幅下跌反弹后继续下跌):
   KK1:=KZYCS=0 AND DEADay<0 AND 死叉,COLORGREEN,NODRAW;
//KK2:近下(已死叉)且周K<周D开空:
   KK2:=KZYCS=0 AND DEADay<0 AND DEADay>DIFFDay,COLORGREEN,NODRAW;

   KK:KK1 OR KK2,NODRAW;
//开空信号:
//日周期开空:

if kk1=1 then begin
   近下叉空:BUYSHORT(HOLDING>=0,50%,MARKETR),COLORGREEN;
   end
if kk2=1 then begin
   近下已空:BUYSHORT(HOLDING>=0,50%,MARKETR),COLORGREEN;
   end
//空止盈条件:

   LLS1:=LLV(L,SELLBAR),COLORGREEN,NODRAW;
   LOW21:=LARGE(L,SELLBAR ,SELLBAR-1 ),COLORGREEN,NODRAW;
   IF HOLDING<0 THEN begin
       LLS:=LLS1,COLORGREEN,NODRAW;
       LOW2:=LOW21,COLORGREEN,NODRAW;
   end
   空移盈:=HOLDING<0 AND REF(KK,SELLBAR)=1 AND LOW2>=REF(LOW2,1) AND REF(LOW2,1)<L AND MA5D>REF(MA5D,1);
   //空止损:=HOLDING<0 AND REF(KK,SELLBAR)=1 AND C>MA5D;

//平空条件:

//平近下空:
   PK1:=金叉,COLORYELLOW,NODRAW;
//平近下空已叉:
   PK2:=金叉,COLORYELLOW,NODRAW;

//日周期:
   kkk1:=ref(KK1,sellbar),NODRAW;
   kkk2:=ref(kk2,sellbar),NODRAW;

   //日周期:
if holding<0 then begin
   if kkk1=1 then begin
       kks:='kk1';
       近下叉空价:ENTERPRICE,COLORcyan;
       end
   if kkk2=1 then begin
       kks:='kk2';
       近下已空价:ENTERPRICE,COLORcyan;
       end

end
//日周期平空:
   IF 空移盈=1 THEN BEGIN
       近下叉空盈:SELLSHORT(HOLDING<0 and kks='kk1' ,0,MARKETR),COLORCYAN;
       KZYCS:=1;
   END
   平近下叉空:SELLSHORT(HOLDING<0 and PK1=1 and kks='kk1' ,0,MARKETR),COLORCYAN;
   //
   IF 空移盈=1 THEN BEGIN
       近下已空盈:SELLSHORT(HOLDING<0 and kks='kk2' ,0,MARKETR),COLORCYAN;
       KZYCS:=1;
   END
   平近下已空:SELLSHORT(HOLDING<0 and PK2=1 and kks='kk2' ,0,MARKETR),COLORgray;

//多止盈后,恢复开多的控制条件:
   IF REF(多移盈,EXITBARS)=1 AND EXITBARS>=1 AND L<MA5D THEN DZYCS:=0;
   //多盈志:   DZYCS,colorred,NOdraw;
//空止盈后,恢复开空的控制条件;
   IF REF(空移盈,EXITBARS)=1 AND EXITBARS>=1 AND H>MA5D THEN KZYCS:=0;
   //空盈志:   KZYCS,colorcyan,NOdraw;

主题：交易模型确定的自定义数据 和K线图中指示的不同:

主题：交易模型确定的自定义数据和K线图中指示的不同: