等级: 免费版
- 注册:
- 2021-12-24
- 曾用名:
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// 金字塔PEL-50多空融合策略(修正安装版)
// 版本号:V5.1 | 修正日期:2024-08-20
PARAM:
// === 核心参数 ===
M5_MA(10), // 5分钟均线周期 [必须定义]
DailyMA(30), // 日线趋势周期
BreakDays(50), // 突破周期
RSIPeriod(20), // RSI周期
RSI_LongLevel(40), // 多头RSI阈值
RSI_ShortLevel(55), // 空头RSI阈值
ATRPeriod(18), // ATR周期
ContractUnit(200), // 合约乘数
// === 智能调节模块 ===
VolatilityLookback(55), // 波动率观测周期
HedgeRatio(0.18), // 基准对冲比例
MaxDailyTrade(3); // 最大日交易次数
VAR:
M5_EMA(0), DailyEMA(0), ATRVal(0), VolRegime(0),
NorthSignal(0), LiquidityIndex(0), TradeCounter(0),
BreakHigh(0), BreakLow(0); // 增加突破价变量声明
// ====== 智能初始化 ======
M5_EMA = EMA(C, M5_MA); // 正确引用已定义参数
DailyEMA = EMA(Security("IC8888", "D", C), DailyMA);
ATRVal = ATR(ATRPeriod);
VolRegime = STD(C,VolatilityLookback)/Ref(STD(C,252),VolatilityLookback);
NorthSignal = MA(GetNorthMoney("IC"),3);
LiquidityIndex = GetLiquidity("IC_SmallCap");
// ====== 多空信号生成 ======
BreakHigh = Highest(H, BreakDays); // 补全突破价计算
BreakLow = Lowest(L, BreakDays);
LongCondition = C > BreakHigh AND
M5_EMA > EMA(M5_EMA,5) AND
RSI(C,RSIPeriod) > RSI_LongLevel * (1 + 0.15*(VolRegime-1)) AND
NorthSignal > 50 * Max(0.7, 1 - 0.3*(Year==2022)) AND
LiquidityIndex > 0.6;
ShortCondition = C < BreakLow AND
M5_EMA < EMA(M5_EMA,5) AND
RSI(C,RSIPeriod) < RSI_ShortLevel * (0.9 + 0.1*(Year>=2024)) AND
NorthSignal < -30 * (VolRegime^0.5) AND
LiquidityIndex < 0.45 + 0.1*(Month>6);
// ...(后续代码保持不变)...
上述策略我应该怎么安装?策略公式是否有格式语法错误?请附安装过程截图
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