共6 条记录, 每页显示 10 条, 页签: [1]

标题：版主帮我修改几个文华财经的交易模型哦。谢谢。

1楼

kk031007 发表于：2011/12/8 9:49:36

1. 60均线上下买卖

MA1:=MA(CLOSE,N1);
CROSS(C,MA1),bpk;
CROSS(MA1,C),spk;

2. 考夫曼拐头买卖

KMA>REF(KMA,1)&&REF(KMA,1)>REF(KMA,2)&&REF(KMA,3)>REF(KMA,2)&&REF(KMA,4)>REF(KMA,3),BPK;
KMA<REF(KMA,1)&&REF(KMA,1)<REF(KMA,2)&&REF(KMA,3)<REF(KMA,2)&&REF(KMA,4)<REF(KMA,3),SPK;

3 均线交叉买卖

MA1:=MA(CLOSE,10);
MA2:=MA(CLOSE,20);
MA3:=MA(CLOSE,60);
A:=MA2-MA3;

(A>0&&CROSS(MA1,MA2))||CROSS(MA2,MA3), BK;
(A<0&&CROSS(MA2,MA1))||CROSS(MA3,MA2), SK;
(C>MA3&&CROSS(MA2,MA1))||(C<MA3), SP;

(C<MA3&&CROSS(MA1,MA2))||(C>MA3),BP;

2楼

jinzhe 发表于：2011/12/8 10:00:00

1先写出来，后面的稍等下

MA1:=MA(CLOSE,NN1);

EXITSHORT:CROSS(C,MA1),TFILTER;

ENTERLONG:CORSS(C,MA1),TFILTER;
EXITLONG:CROSS(MA1,C),TFILTER;

ENTERSHORT:CROSS(MA1,C),TFILTER;

[此贴子已经被作者于2011-12-8 10:10:49编辑过]

3楼

jinzhe 发表于：2011/12/8 10:02:23

仔细看了下，上面的可以完全在金字塔里面编译通过，

修改下让上面的模型更合金字塔的规范

4楼

jinzhe 发表于：2011/12/8 10:05:49

公式2

DIRECTION:=CLOSE-REF(CLOSE,N);
VOLATILITY:=SUM(ABS((CLOSE-REF(CLOSE,1))),N);
ER:=ABS(DIRECTION/VOLATILITY);
FASTSC:=2/(2 + 1);
SLOWSC:=2/(30 + 1);
SC:=ER*(FASTSC-SLOWSC)+SLOWSC;
SCSQ:=SC*SC;
KMA:DMA(CLOSE,SCSQ);
COND1:=KMA>REF(KMA,1) AND REF(KMA,1)>REF(KMA,2) AND REF(KMA,3)>REF(KMA,2)AND REF(KMA,4)>REF(KMA,3);
COND2:=KMA<REF(KMA,1) AND REF(KMA,1)<REF(KMA,2) AND REF(KMA,3)<REF(KMA,2) AND REF(KMA,4)<REF(KMA,3);
EXITSHORT:COND1,TFILTER;
ENTERLONG:COND1,TFILTER;
EXITLONG:COND2,TFILTER;
ENTERSHORT:COND2,TFILTER;

[此贴子已经被作者于2011-12-8 10:11:34编辑过]

5楼

jinzhe 发表于：2011/12/8 10:06:09

1中的N1和2里面的N需要自己定义

6楼

jinzhe 发表于：2011/12/8 10:11:52

公式3

MA1:=MA(CLOSE,10);
MA2:=MA(CLOSE,20);
MA3:=MA(CLOSE,60);
A:=MA2-MA3;
COND1:=(A>0 AND CROSS(MA1,MA2)) OR CROSS(MA2,MA3),;
COND2:=(C>MA3 AND CROSS(MA2,MA1)) OR (C<MA3);
COND3:=(C<MA3 AND CROSS(MA1,MA2)) OR(C>MA3);
COND4:=(A<0 AND CROSS(MA2,MA1)) OR CROSS(MA3,MA2);
EXITSHORT:COND2,TFILTER;
ENTERLONG:COND1,TFILTER;
EXITLONG:COND3,TFILTER;
ENTERSHORT:COND4,TFILTER;

共6 条记录, 每页显示 10 条, 页签: [1]