共39 条记录, 每页显示 10 条, 页签: [1] [2][3][4]

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标题：帮忙修改两个文华的策略

1楼

fhlszmj 发表于：2014/9/4 14:56:37

MA1:MA(C,F1);

N11:=BARSLAST(HOUR<>REF(HOUR,1))+1;

HZ1:REF(HHV(H,N11),N11);

LZ1:REF(LLV(L,N11),N11);

DIFF :=EMA(CLOSE,F2) - EMA(CLOSE,F3);

TIME > 0920 && TIME < 1500 && DIFF>REF(DIFF,1) &&REF(DIFF,1)>REF(DIFF,2)&& C>REF(C,1) &&REF(C,1)>REF(C,2),BK;

TIME > 0920 && TIME < 1500 && DIFF<REF(DIFF,1) &&REF(DIFF,1)<REF(DIFF,2)&& C<REF(C,1) &&REF(C,1)<REF(C,2),SK;

DIFF>REF(DIFF,1) &&REF(DIFF,1)>REF(DIFF,2)&& C>REF(C,1) &&REF(C,1)>REF(C,2) &&L>MA1 &&C>LZ1 ,BP;

DIFF<REF(DIFF,1) &&REF(DIFF,1)<REF(DIFF,2)&& C<REF(C,1) &&REF(C,1)<REF(C,2) &&H<MA1 &&C<HZ1 ,SP;

CLOSEMINUTE<=3 ,CLOSEOUT;

SETSIGMAXNUM(1);

AUTOFILTER;

=====================================================================

MID:MA(CLOSE,N);//求N个周期的收盘价均线，称为布林通道中轨

TMP2:=STD(CLOSE,M);//求M个周期内的收盘价的标准差

TOP:MID+P*TMP2;//布林通道上轨

BOTTOM:MID-P*TMP2;//布林通道下轨

L>MID&&(((REF(TOP,1)-REF(TOP,2))>0&&(REF(TOP,0)-REF(TOP,1))>0)),BPK;//&&REF(MA2,2)>REF(MA2,3)

H<MID&&(((REF(BOTTOM,2)-REF(BOTTOM,1))>0&&(REF(BOTTOM,1)-REF(BOTTOM,0))>0)),SPK;//&&REF(MA2,2)<REF(MA2,3)

N1:=N5/10;

(L<=BKPRICE*(1-N1/100))||(H<=BKHIGH*(1-N1/100)),SP;

(H>=SKPRICE*(1+N1/100))||(L>=SKLOW*(1+N1/100)),BP;

//SETDEALPERCENT(80);

AUTOFILTER;

2楼

jinzhe 发表于：2014/9/4 14:59:41

CLOSEMINUTE<=3 ,CLOSEOUT;

SETSIGMAXNUM(1);

AUTOFILTER;

这几个是什么意思？

3楼

fhlszmj 发表于：2014/9/4 15:00:56

收盘前3分钟平所有仓

一根k线只能交易一次

对模型进行过滤

4楼

jinzhe 发表于：2014/9/4 15:28:02

MA1:MA(C,F1);
N11:=BARSLAST(HOUR<>REF(HOUR,1))+1;
HZ1:REF(HHV(H,N11),N11);
LZ1:REF(LLV(L,N11),N11);
DIFF :=EMA(CLOSE,F2) - EMA(CLOSE,F3);
TIME > 0920 && TIME < 1500 && DIFF>REF(DIFF,1) &&REF(DIFF,1)>REF(DIFF,2)&& C>REF(C,1) &&REF(C,1)>REF(C,2),BK,tfilter;
TIME > 0920 && TIME < 1500 && DIFF<REF(DIFF,1) &&REF(DIFF,1)<REF(DIFF,2)&& C<REF(C,1) &&REF(C,1)<REF(C,2),SK,TFILTER;
DIFF>REF(DIFF,1) &&REF(DIFF,1)>REF(DIFF,2)&& C>REF(C,1) &&REF(C,1)>REF(C,2) &&L>MA1 &&C>LZ1 or time0>=timetot0(closetime(0))-3*60,BP,TFILTER;
DIFF<REF(DIFF,1) &&REF(DIFF,1)<REF(DIFF,2)&& C<REF(C,1) &&REF(C,1)<REF(C,2) &&H<MA1 &&C<HZ1 or time0>=timetot0(closetime(0))-3*60,SP,TFILTER;

[此贴子已经被作者于2014/9/4 15:28:46编辑过]

5楼

jinzhe 发表于：2014/9/4 15:30:12

BKPRIC BKHIGH

SKPRICE SKLOW

这4个是什么?

6楼

fhlszmj 发表于：2014/9/4 15:48:34

BKPRICE取买开信号位置的买开价位

BKHIGH取买开仓以来的最高价

SKPRICE取卖开信号位置的卖开价位

SKLOW取卖开仓以来的最高价

7楼

pyd 发表于：2014/9/4 16:08:27

(L<=BKPRICE*(1-N1/100))||(H<=BKHIGH*(1-N1/100)),SP;

(H>=SKPRICE*(1+N1/100))||(L>=SKLOW*(1+N1/100)),BP;

|| 这两竖杠什么意思？

[此贴子已经被作者于2014/9/4 16:08:42编辑过]

8楼

fhlszmj 发表于：2014/9/5 16:27:05

那个是 or 意思是：或者

======================================

跨周期引用具体是怎么用的？

9楼

fhlszmj 发表于：2014/9/5 16:31:48

我们的金字塔支持跨周期立即下单吗？

10楼

jinzhe 发表于：2014/9/5 16:43:05

stkindi函数

共39 条记录, 每页显示 10 条, 页签: [1] [2][3][4]