求高手修改一个文华模型到金字塔 - 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

T1:=(TIME>0900 AND TIME<1455);//

T2:=(TIME>1015 AND TIME<1455);//

T3:=(TIME>1455);

CJL:=(VOL>=MA(MAX(MA(VOL,5),MA(VOL,3)),9) OR VOL>=MA(MAX(MA(VOL,5),MA(VOL,3)),12) OR VOL>=MA(MAX(MA(VOL,5),MA(VOL,3)),15) OR VOL>=MA(MAX(MA(VOL,5),MA(VOL,3)),18));//成交量

JL:=((HIGH-REF(LOW,1))>=3 AND (HIGH-REF(LOW,2))>=4) AND (((HHV(HIGH,3)-LLV(LOW,3))>=5 OR (HHV(HIGH,6)-LLV(LOW,6))>=6 OR (HHV(HIGH,9)-LLV(LOW,9))>=7 OR (HHV(HIGH,12)-LLV(LOW,12))>=8)) AND (HIGH>=REF(HHV(HIGH,12),1)+1);//急拉

MD1:=((REF(HIGH,1)-LOW)>=5 AND (REF(HIGH,2)-LOW)>=6) AND (((HHV(HIGH,3)-LLV(LOW,3))>=7 OR (HHV(HIGH,6)-LLV(LOW,6))>=8 OR (HHV(HIGH,9)-LLV(LOW,9))>=9 OR (HHV(HIGH,12)-LLV(LOW,12))>=10)) AND (LOW<=REF(LLV(LOW,12),1)-2);//猛打

BZ:=((HIGH-REF(LOW,1))>=3 AND (HIGH-REF(LOW,2))>=4) AND (((HHV(HIGH,3)-LLV(LOW,3))>=5 OR (HHV(HIGH,4)-LLV(LOW,4))>=6 OR (HHV(HIGH,5)-LLV(LOW,5))>=7 OR (HHV(HIGH,6)-LLV(LOW,6))>=8)) AND (HIGH>=REF(HHV(HIGH,12),1)+1);//暴涨

BD:=((REF(HIGH,1)-LOW)>=5 AND (REF(HIGH,2)-LOW)>=6) AND (((HHV(HIGH,3)-LLV(LOW,3))>=7 OR (HHV(HIGH,4)-LLV(LOW,4))>=8 OR (HHV(HIGH,5)-LLV(LOW,5))>=9 OR (HHV(HIGH,6)-LLV(LOW,6))>=10)) AND (LOW<=REF(LLV(LOW,12),1)-2);//暴跌 CXH99.COM

BF:=((HIGH>=HHV(HIGH,12) OR HIGH>=HHV(HIGH,18) OR HIGH>=HHV(HIGH,24) OR HIGH>=HHV(HIGH,30) OR HIGH>=HHV(HIGH,36)) AND (HIGH>=REF(HHV(HIGH,12),1)+3));//波峰

BG:=((LOW<=LLV(LOW,12) OR LOW<=LLV(LOW,18) OR LOW<=LLV(LOW,24) OR LOW<=LLV(LOW,30) OR LOW<=LLV(LOW,36)) AND (LOW<=REF(LLV(LOW,12),1)-5));//波谷

A51:=(REF(VOL,1)>=MA(HHV(MAX(MA(REF(VOL,1),5),MA(REF(VOL,1),3)),10),3) AND REF(HIGH,1)>=MA(HHV(MAX(MA(REF(CLOSE,1),3),MA(REF(OPEN,1),3)),10),3));//天量天价}

A52:=((REF(H,1)-MA(REF(CLOSE,1),10))/MA(REF(CLOSE,1),10)*100>=0.1);//5周期乖离率}

A53:=(3*SMA((REF(HIGH,1)-LLV(REF(LOW,1),5))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))*100,5,1)-2*SMA(SMA((REF(HIGH,1)-LLV(REF(LOW,1),5))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))*100,5,1),5,1)>=80);//5周期KDJ www.cxh99.com}

A54:=(SMA(MAX(REF(HIGH,1)-REF(HIGH,2),0),5,1)/SMA(ABS(REF(HIGH,1)-REF(HIGH,2)),5,1)*100>=70);//5周期RSI}

A55:=(100*(HHV(REF(HIGH,1),5)-REF(CLOSE,1))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))<=30);//5周期WR}

A56:=((REF(HIGH,1)-HHV(REF(HIGH,2),5)>=3) OR (REF(HIGH,1)-LLV(REF(LOW,2),5)>=5));

A57:=(REF(HIGH,1)>=HHV(REF(HIGH,1),5) OR REF(HIGH,1)>=HHV(REF(HIGH,1),10) OR REF(HIGH,1)>=HHV(REF(HIGH,1),15) OR REF(HIGH,1)>=HHV(REF(HIGH,1),20) OR REF(HIGH,1)>=HHV(REF(HIGH,1),25) OR REF(HIGH,1)>=HHV(REF(HIGH,1),30));//昨周期波峰}

A58:=((OPEN+HIGH+LOW)/3<=(REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3 AND MA((OPEN+HIGH+LOW)/3,2)/MA((OPEN+HIGH+LOW)/3,3)<=MA((REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3,2)/MA((REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3,3));//变异平均线VMA}

A59:=(SMA(MAX(HIGH-REF(HIGH,1),0),5,1)/SMA(ABS(HIGH-REF(HIGH,1)),5,1)*100<=SMA(MAX(REF(HIGH,1)-REF(HIGH,2),0),5,1)/SMA(ABS(REF(HIGH,1)-REF(HIGH,2)),5,1)*100);//相对强弱RSI}

A5:=(A51 AND A52 AND A53 AND A54 AND A55 AND A56 AND A57 AND (A58 OR A59));//开空6}

B51:=(REF(VOL,1)>=MA(HHV(MAX(MA(REF(VOL,1),3),MA(REF(VOL,1),2)),10),3) AND REF(LOW,1)<=MA(LLV(MIN(MA(REF(CLOSE,1),3),MA(REF(OPEN,1),3)),10),3));//天量地价}

B52:=((REF(L,1)-MA(REF(CLOSE,1),10))/MA(REF(CLOSE,1),10)*100<=-0.1);//5周期乖离率}

B53:=(3*SMA((REF(LOW,1)-LLV(REF(LOW,1),5))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))*100,5,1)-2*SMA(SMA((REF(LOW,1)-LLV(REF(LOW,1),5))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))*100,5,1),5,1)<=20);//5周期KDJ}

B54:=(SMA(MAX(REF(LOW,1)-REF(LOW,2),0),5,1)/SMA(ABS(REF(LOW,1)-REF(LOW,2)),5,1)*100<=30);//5周期RSI WWW.CXH99.COM}

B55:=(100*(HHV(REF(HIGH,1),5)-REF(CLOSE,1))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))>=70);//5周期WR}

B56:=((LLV(REF(LOW,2),5)-REF(LOW,1)>=5) OR (HHV(REF(HIGH,2),5)-REF(LOW,1)>=10));

B57:=(REF(LOW,1)<=LLV(REF(LOW,1),5) OR REF(LOW,1)<=LLV(REF(LOW,1),10) OR REF(LOW,1)<=LLV(REF(LOW,1),15) OR REF(LOW,1)<=LLV(REF(LOW,1),20) OR REF(LOW,1)<=LLV(REF(LOW,1),25) OR REF(LOW,1)<=LLV(REF(LOW,1),30));//昨周期波谷}

B58:=((OPEN+HIGH+LOW)/3>=(REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3 AND MA((OPEN+HIGH+LOW)/3,2)/MA((OPEN+HIGH+LOW)/3,3)>=MA((REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3,2)/MA((REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3,3));//变异平均线VMA}

B59:=(SMA(MAX(LOW-REF(LOW,1),0),5,1)/SMA(ABS(LOW-REF(LOW,1)),5,1)*100>=SMA(MAX(REF(LOW,1)-REF(LOW,2),0),5,1)/SMA(ABS(REF(LOW,1)-REF(LOW,2)),5,1)*100);//相对强弱RSI}

B5:=(B51 AND B52 AND B53 AND B54 AND B55 AND B56 AND B57 AND (B58 OR B59));//多开6}

TT:=(BARSLAST(DATE<>REF(DATE,1))+1);//今天 CXH99.COM

H1:=(T2 AND HIGH>=HHV(HIGH,TT));//今天开盘以来最高价

L1:=(T2 AND LOW<=LLV(LOW,TT));//今天开盘以来最低价

KDSS:=IFELSE(BKVOL>0,BKVOL,1);//开多手数

KKSS:=IFELSE(SKVOL>0,SKVOL,1);//开空手数

PDSS:=IFELSE(BKVOL>3,INTPART(BKVOL/2),1);//平多手数

PKSS:=IFELSE(SKVOL>3,INTPART(SKVOL/2),1);//平空手数

T1 AND (B5 OR (T2 AND L1) OR (MD1 OR BD)),BP(PKSS*MYVOL);//平空信号

T1 AND BG AND ((CJL AND (MD1 OR BD)) OR B5 OR (T2 AND L1)),BK(KDSS*MYVOL);//开多信号

T1 AND (A5 OR (T2 AND H1) OR (JL OR BZ)),SP(PDSS*MYVOL);//平多信号

T1 AND BF AND ((CJL AND (JL OR BZ)) OR A5 OR (T2 AND H1)),SK(KKSS*MYVOL);//开空信号

MONO_SIGNAL;//一根K线只支持一个信号，取最先出现的信号作为有效信号。

T3,CLOSEOUT;//尾盘清仓，确保T+0交易

BKVOL和skvol分别指的是什么？

BP(PKSS*MYVOL)这一句以及下面的那3句分别指什么？

模组信号多头持仓
用法：
BKVOL返回模组信号多头持仓。
（1）效果测试中
a.信号执行方式选择K线走完确认信号下单或者出信号立即下单，K线走完复核：
BK（BPK）信号出现的当根K线上，BKVOL取值不变，与上根K线上返回值保持一致；
BK（BPK）信号的下根K线上，BKVOL的取值增加开仓手数的数值；
SP（SPK）信号出现的当根K线上，BKVOL取值不变，与上根K线上返回值保持一致；
SP（SPK）信号的下根K线上，BKVOL的取值减少平仓手数的数值；
b.信号执行方式选择出信号立即下单，不进行复核：
BK（BPK）信号出现的当根K线上，BKVOL取值增加开仓手数的数值；
BK（BPK）信号的下根K线上，BKVOL的取值不变，与上根K线上返回值保持一致；
SP（SPK）信号出现的当根K线上，BKVOL取值减少平仓手数的数值；
SP（SPK）信号的下根K线上，BKVOL的取值不变，与上根K线上返回值保持一致；
（2）模组运行中过滤模型初始化上一信号选择买开，并且初始化进来多头持仓为M,BKVOL返回值增加M，选择上一信号为其他信号，BKVOL返回值为0
（3）模组运行中非过滤模型初始化上一信号选择买开或者卖平，并且初始化进来多头持仓为M，BKVOL返回值增加M，选择上一信号为其他信号，BKVOL返回值为0
（4）模组运行过程中BK（BPK）信号出现并且确认固定后，BKVOL的取值增加开仓手数的数值；SP（SPK）信号出现并且确认固定后，BKVOL的取值减少平仓手数的数值

模组信号空头持仓
用法：
SKVOL返回模组信号空头持仓。
（1）效果测试中
a.信号执行方式选择K线走完确认信号下单或者出信号立即下单，K线走完复核：
SK（SPK）信号出现的当根K线上，SKVOL取值不变，与上根K线上返回值保持一致；
SK（SPK）信号的下根K线上，SKVOL的取值增加开仓手数的数值；
BP（BPK）信号出现的当根K线上，SKVOL取值不变，与上根K线上返回值保持一致；
BP（BPK）信号的下根K线上，SKVOL的取值减少平仓手数的数值；
b.信号执行方式选择出信号立即下单，不进行复核：
SK（SPK）信号出现的当根K线上，SKVOL取值增加开仓手数的数值；
SK（SPK）信号的下根K线上，SKVOL的取值不变，与上根K线上返回值保持一致；
BP（BPK）信号出现的当根K线上，SKVOL取值减少平仓手数的数值；
BP（BPK）信号的下根K线上，SKVOL的取值不变，与上根K线上返回值保持一致；
（2）模组运行中过滤模型初始化上一信号选择卖开，并且初始化进来空头持仓为M,SKVOL返回值增加M，选择上一信号为其他信号，SKVOL返回值为0
（3）模组运行中非过滤模型初始化上一信号选择卖开或者买平，并且初始化进来空头持仓为M，SKVOL返回值增加M，选择上一信号为其他信号，SKVOL返回值为0
（4）模组运行过程中SK（SPK）信号出现并且确认固定后，SKVOL的取值增加开仓手数的数值；BP（BPK）信号出现并且确认固定后，SKVOL的取值减少平仓手数的数值