帮忙修改程序化交易模型 - 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

老师帮忙修改成金字塔图表程序化交易模型，谢谢！

INPUT:P(26,20,100,8);

INPUT:S(12,5,40,4);

INPUT:B1(26,5,300,30);

INPUT:B2(2,0.1,10,1);

INPUT:N2(10,1,120,12);

INPUT:N3(20,1,200,20);

INPUT:N4(60,1,200,20);

MA2:=MA(C,N2);

MA3:=MA(C,N3);

MA4:=MA(C,N4);

MID := MA(CLOSE,B1);

UPPER:= MID + B2*STD(CLOSE,B1);

LOWER:= MID - B2*STD(CLOSE,B1),COLORRED;

DIFF := EMA(CLOSE,S) - EMA(CLOSE,P);

VARIABLE:VMIN = 091500;//用于隔夜高开或低开时间差

IF (ABS(O-REF(C,1))>=20*MINDIFF AND TIME>090000 AND TIME<090400) THEN VMIN := 093000;

//开多仓条件：

BOPEON:=C>UPPER AND DIFF>0 AND C>O AND C>MA4 AND THOLDING=0 AND TIME>VMIN AND TIME<150000;

//平多仓条件：

BLINE:=IF(THOLDING>0,HHV(HIGH,TTYPEBAR(1,1))-110*MINDIFF,L-110*MINDIFF);//多单移动止损线

//PARTLINE(THOLDING>0, BLINE, COLORRGB(255,0,0)); 这个在后台不显示

BLIQCON:= (THOLDING>0 AND CROSS(MA3,MA2)) OR (THOLDING>0 AND BLINE>C);

//开空仓条件：

SOPCON:=C<LOWER AND DIFF<0 AND C<O AND C<MA4 AND THOLDING=0 AND TIME>VMIN AND TIME<150000;

//平空仓条件：

SLINE:=IF(THOLDING<0,LLV(LOW,TTYPEBAR(1,3))+110*MINDIFF,H+110*MINDIFF);//空单移动止损线

//PARTLINE(THOLDING<0, SLINE, COLORRGB(0,255,0)); 这个在后台不显示

SLIQCON:= (THOLDING<0 AND CROSS(MA2,MA3)) OR (THOLDING<0 AND SLINE<C);

TSELLSHORT(SLIQCON,THOLDING,LMT,C);

TBUY(BOPEON,1,LMT,C);

TSELL(BLIQCON,THOLDING,LMT,C);

TBUYSHORT(SOPCON,1,LMT,C);

//收盘前平仓

TSELL(TIME>151100 AND THOLDING>0,THOLDING,LMT,C-MINDIFF*2);

TSELLSHORT(TIME>151100 AND THOLDING<0,THOLDING,LMT,C+MINDIFF*2);

你这个策略还是图表的思维逻辑，直接把后台函数改成图表函数就行了

INPUT:P(26,20,100,8);
INPUT:S(12,5,40,4);
INPUT:B1(26,5,300,30);
INPUT:B2(2,0.1,10,1);
INPUT:N2(10,1,120,12);
INPUT:N3(20,1,200,20);
INPUT:N4(60,1,200,20);
MA2:=MA(C,N2);
MA3:=MA(C,N3);
MA4:=MA(C,N4);
MID := MA(CLOSE,B1);
UPPER:= MID + B2*STD(CLOSE,B1);
LOWER:= MID - B2*STD(CLOSE,B1),COLORRED;
DIFF := EMA(CLOSE,S) - EMA(CLOSE,P);
VARIABLE:VMIN = 091500;//用于隔夜高开或低开时间差
IF (ABS(O-REF(C,1))>=20*MINDIFF AND TIME>090000 AND TIME<090400) THEN VMIN := 093000;
//开多仓条件：
BOPEON:=C>UPPER AND DIFF>0 AND C>O AND C>MA4 AND HOLDING=0 AND TIME>VMIN AND TIME<150000;
//平多仓条件：
BLINE:=IF(HOLDING>0,HHV(HIGH,TYPEBAR(1,1))-110*MINDIFF,L-110*MINDIFF);//多单移动止损线
//PARTLINE(HOLDING>0, BLINE, COLORRGB(255,0,0)); 这个在后台不显示
BLIQCON:= (HOLDING>0 AND CROSS(MA3,MA2)) OR (HOLDING>0 AND BLINE>C);
//开空仓条件：
SOPCON:=C<LOWER AND DIFF<0 AND C<O AND C<MA4 AND HOLDING=0 AND TIME>VMIN AND TIME<150000;
//平空仓条件：
SLINE:=IF(HOLDING<0,LLV(LOW,TYPEBAR(1,3))+110*MINDIFF,H+110*MINDIFF);//空单移动止损线
//PARTLINE(HOLDING<0, SLINE, COLORRGB(0,255,0)); 这个在后台不显示
SLIQCON:= (HOLDING<0 AND CROSS(MA2,MA3)) OR (HOLDING<0 AND SLINE<C);

SELLSHORT(SLIQCON,HOLDING,LIMIT,C);
BUY(BOPEON,1,LIMIT,C);
SELL(BLIQCON,HOLDING,LIMIT,C);
BUYSHORT(SOPCON,1,LIMIT,C);

//收盘前平仓
SELL(TIME>151100 AND HOLDING>0,HOLDING,LIMIT,C-MINDIFF*2);
SELLSHORT(TIME>151100 AND HOLDING<0,HOLDING,LIMIT,C+MINDIFF*2);

好的，收到了，谢谢老师!

主题：帮忙修改程序化交易模型