variable:a1=0;
c1:=INTPART(cyc(5)*100*0.96)/100;
a2:=intpart(ref(cyc(5),1)*100)/100;
a3:=intpart(ref(cyc(5),1)*0.96*100)/100;
vv:=intpart(min(capital*0.05,ref(ma(vol,34),1))/100);
a40:=intpart(maxcyc*100)/100;
a41:=intpart(ref(MAXCYC,1)*100)/100;
a4:=a1=0 and c>a2 or (ref(vol/100,1)<vv and c>intpart(a2*0.98*100)/100 and vol>min(capital*0.05,ref(ma(vol,34),1)));
a5:=a1=1 and c<min(a3,a41);
a1:=if(a4=1,1,if(a5=1,0,ref(a1,1)));
STICKLINE(a1=1 and c<o,c,o,8,1),color5454ff,layer0;
STICKLINE(a1=1 and c<o,c,o,6,0),colorffff54;
STICKLINE(a1=1 and c<o,c,l,0.5,0),color5454ff;
STICKLINE(a1=1 and c<o,h,o,0.5,0),color5454ff;
STICKLINE(a1=0 and c>o,c,o,8,1),colorffff54;
STICKLINE(a1=0 and c>o,c,h,0.5,0),colorffff54;
STICKLINE(a1=0 and c>o,l,o,0.5,0),colorffff54;
DRAWTEXT(cross(a1,0),l*0.9,'B'),coloryellow,LINETHICK3;
DRAWTEXT(cross(1,a1),h*1.05,'S'),COLORgreen,LINETHICK3;
DRAWFLAGTEXT(a1=0 and (c1*0.98-c)/c>0.1,c,'持币');
DRAWFLAGTEXT(a1=0 and (c1*0.98-c)/c<=0.1 and ref(vol/100,1)<vv,c,'明日收盘价超过'+str(c1)+';或收盘价超过'+str(intpart(c1*0.98*100)/100)+'且成交量大于'+str(vv)+'买入');
DRAWFLAGTEXT(a1=0 and (c1*0.98-c)/c<=0.1 and ref(vol/100,1)>=vv,c,'明日收盘价超过'+str(c1)+'买入');
DRAWFLAGTEXT(a1=1 and (c-min(c1,a40))/min(c1,a40)>0.1 ,c,'持股');
DRAWFLAGTEXT(a1=1 and (c-min(c1,a40))/min(c1,a40)<=0.1 ,c,'明日收盘价跌破'+str(min(c1,a40))+'卖出');
MA5:MA(CLOSE,5),colorwhite;
MA10:MA(CLOSE,10),coloryellow;
MA20:MA(CLOSE,20),COLORFF00FF;
MA30:MA(CLOSE,30),colorgreen;
ma60:ma(close,60),colorred;
ma120:ma(close,120),colorblue;
ma250:ma(close,250),colorcyan;
获利比例:=(WINNER(C)*1000)/10;
平均成本:=(COST(50)*100)/100;
穿透力:=(winner(C)-winner(ref(C,1)))/v*capital;
90%成本:=FLOOR(COST(50-90/2)*100)/100;
~:=CEILING(COST(50+90/2)*100)/100;
90集中度:=INTPART((~-90%成本)/(~+90%成本)*1000)/10;
70%成本:=FLOOR(COST(50-70/2)*100)/100;
~~:=CEILING(COST(50+70/2)*100)/100;
70集中度:=INTPART((~~-70%成本)/(~~+70%成本)*1000)/10;
DRAWTEXTABS(0,6,' 获利比例:'+STR(获利比例)),COLOR44bbff;
DRAWTEXTABS(0,18,' 平均成本:'+STR(平均成本)),COLOR44bbff;
DRAWTEXTABS(0,30,' 穿透力:'+STR(穿透力)),COLOR44bbff;
DRAWTEXTABS(0,42,'90%成本:'+STR(90%成本)+'-'+STR(~)),COLOR44bbff;
DRAWTEXTABS(0,54,'90集中度:'+STR(90集中度)),COLOR44bbff;
DRAWTEXTABS(0,66,'70%成本:'+STR(70%成本)+'-'+STR(~~)),COLOR44bbff;
DRAWTEXTABS(0,78,'70集中度:'+STR(70集中度)),COLOR44bbff;
===================
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原公式如上,其中cyc为成本均线,未在金字塔中找到相应函数。但其他软件有相应代码。
下面是复制飞狐的CYC源代码,不懂如何使用。
若有大师能搞定,请顺便加上ENTERLONG等交易代码。
赠人民币现金!
===================
;------------------------------------------------------------------------------
;
; 名称: .text (代码区段)
; 虚拟地址: 10001000h 虚拟大小: 00005122h
; RawData 入口: 00001000h RawData 大小: 00006000h
;
SUB_L10001000:
mov eax,00000001h
retn 000Ch
;------------------------------------------------------------------------------
Align 16_CYC5@4:
sub esp,00000030h
mov ecx,[esp+34h]
push ebx
push esi
push edi
mov eax,[ecx+18h]
mov edi,[ecx+3Ch]
xor ebx,ebx
mov dword ptr [esp+40h],00000000h
fld dword ptr [eax+10h]
fadd dword ptr [eax+04h]
lea edx,[eax+10h]
lea esi,[eax+04h]
mov edi,[edi+18h]
mov dword ptr [esp+0Ch],00000000h
fmul dword ptr [L100070EC]
mov [esp+2Ch],edi
mov edi,[ecx+14h]
test edi,edi
mov dword ptr [esp+10h],00000000h
mov dword ptr [esp+14h],00000000h
fst dword ptr [esp+1Ch]
fst dword ptr [esp+18h]
fst dword ptr [esp+20h]
fstp dword ptr [esp+24h]
jle L10001202
lea edi,[eax+14h]
L10001079:
fld dword ptr [esi]
fadd dword ptr [edx]
mov eax,[edi]
mov [esp+28h],eax
fmul dword ptr [L100070EC]
fld dword ptr [esp+2Ch]
fcomp dword ptr [L100070E8]
fnstsw ax
test ah,41h
jz L100010A2
mov eax,[ecx+34h]
jmp L100011EA
L100010A2:
fld dword ptr [esp+28h]
fcomp dword ptr [L100070E8]
fnstsw ax
test ah,41h
jz L100010BB
mov eax,[ecx+34h]
jmp L100011EA
L100010BB:
fld dword ptr [esp+28h]
fdiv dword ptr [esp+2Ch]
fmul dword ptr [L100070E4]
fld dword ptr [L100070E0]
fsub ST,ST(1)
fld ST(0)
fmul dword ptr [esp+40h]
fstp dword ptr [esp+30h]
fld dword ptr [esp+0Ch]
fmul qword ptr [L100070D8]
fld ST(1)
fmulp ST(1),ST
fstp dword ptr [esp+34h]
fld dword ptr [esp+10h]
fmul qword ptr [L100070D0]
fld ST(1)
fmulp ST(1),ST
fstp dword ptr [esp+38h]
fld dword ptr [esp+14h]
fmul qword ptr [L100070C8]
fxch ST(1)
fmulp ST(1),ST
fld dword ptr [esp+30h]
fadd ST,ST(2)
fstp dword ptr [esp+40h]
fld dword ptr [esp+34h]
fadd ST,ST(2)
fstp dword ptr [esp+0Ch]
fld dword ptr [esp+38h]
fadd ST,ST(2)
fstp dword ptr [esp+10h]
fld ST(0)
fadd ST,ST(2)
fstp dword ptr [esp+14h]
fld dword ptr [esp+40h]
fcomp qword ptr [L100070C0]
fnstsw ax
test ah,41h
jnz L10001158
fld dword ptr [esp+1Ch]
fmul dword ptr [esp+30h]
fld ST(2)
fmul ST,ST(4)
faddp ST(1),ST
fdiv dword ptr [esp+40h]
jmp L1000115A
已根据该帖进行了改写,不过不太成功:
http://www.weistock.com/bbs/dispbbs.asp?BoardID=10&ID=8513&replyID=36877&skin=1
variable:a1=0;
cyc:=ma(c,5);
maxcyc:=ma(c,34);
c1:=INTPART(cyc*100*0.96)/100;
a2:=intpart(ref(cyc,1)*100)/100;
a3:=intpart(ref(cyc,1)*0.96*100)/100;
vv:=intpart(min(capital*0.05,ref(ma(vol,34),1))/100);
a40:=intpart(maxcyc*100)/100;
a41:=intpart(ref(MAXCYC,1)*100)/100;
a4:=a1=0 and c>a2 or (ref(vol/100,1)<vv and c>intpart(a2*0.98*100)/100 and vol>min(capital*0.05,ref(ma(vol,34),1)));
a5:=a1=1 and c<min(a3,a41);
a1:=if(a4=1,1,if(a5=1,0,ref(a1,1)));
STICKLINE(a1=1 and c<o,c,o,8,1),color5454ff,layer0;
STICKLINE(a1=1 and c<o,c,o,6,0),colorffff54;
STICKLINE(a1=1 and c<o,c,l,0.5,0),color5454ff;
STICKLINE(a1=1 and c<o,h,o,0.5,0),color5454ff;
STICKLINE(a1=0 and c>o,c,o,8,1),colorffff54;
STICKLINE(a1=0 and c>o,c,h,0.5,0),colorffff54;
STICKLINE(a1=0 and c>o,l,o,0.5,0),colorffff54;
DRAWTEXT(cross(a1,0),l-10*mindiff,'B'),coloryellow,LINETHICK3;
DRAWTEXT(cross(1,a1),h+10*mindiff,'S'),COLORgreen,LINETHICK3;
//DRAWFLAGTEXT(a1=0 and (c1*0.98-c)/c>0.1,c,'持币');
//DRAWFLAGTEXT(a1=0 and (c1*0.98-c)/c<=0.1 and ref(vol/100,1)<vv,c,'明日收盘价超过'+str(c1)+';或收盘价超过'+str(intpart(c1*0.98*100)/100)+'且成交量大于'+str(vv)+'买入');
//DRAWFLAGTEXT(a1=0 and (c1*0.98-c)/c<=0.1 and ref(vol/100,1)>=vv,c,'明日收盘价超过'+str(c1)+'买入');
//DRAWFLAGTEXT(a1=1 and (c-min(c1,a40))/min(c1,a40)>0.1 ,c,'持股');
//DRAWFLAGTEXT(a1=1 and (c-min(c1,a40))/min(c1,a40)<=0.1 ,c,'明日收盘价跌破'+str(min(c1,a40))+'卖出');
MA5:=MA(CLOSE,5),colorwhite;
MA10:=MA(CLOSE,10),coloryellow;
MA20:=MA(CLOSE,20),COLORFF00FF;
MA30:=MA(CLOSE,30),colorgreen;
ma60:=ma(close,60),colorred;
ma120:=ma(close,120),colorblue;
ma250:=ma(close,250),colorcyan;
获利比例:=(WINNER(C)*1000)/10;
平均成本:=(COST(50)*100)/100;
穿透力:=(winner(C)-winner(ref(C,1)))/v*capital;
90%成本:=FLOOR(COST(50-90/2)*100)/100;
~:=CEILING(COST(50+90/2)*100)/100;
90集中度:=INTPART((~-90%成本)/(~+90%成本)*1000)/10;
70%成本:=FLOOR(COST(50-70/2)*100)/100;
~~:=CEILING(COST(50+70/2)*100)/100;
70集中度:=INTPART((~~-70%成本)/(~~+70%成本)*1000)/10;
//DRAWTEXTABS(0,6,' 获利比例:'+STR(获利比例)),COLOR44bbff;
//DRAWTEXTABS(0,18,' 平均成本:'+STR(平均成本)),COLOR44bbff;
//DRAWTEXTABS(0,30,' 穿透力:'+STR(穿透力)),COLOR44bbff;
//DRAWTEXTABS(0,42,'90%成本:'+STR(90%成本)+'-'+STR(~)),COLOR44bbff;
//DRAWTEXTABS(0,54,'90集中度:'+STR(90集中度)),COLOR44bbff;
//DRAWTEXTABS(0,66,'70%成本:'+STR(70%成本)+'-'+STR(~~)),COLOR44bbff;
//DRAWTEXTABS(0,78,'70集中度:'+STR(70集中度)),COLOR44bbff;
//
《量化思路》那本书里有成本均线的代码,其实很简单的。明天我和大智慧里的成本均线对照一下看看。
我自己解决掉了。
不过不太好用,汗。