白糖有突破，無(wú)信號(hào)
作者：金字塔 來(lái)源：cxh99.com 發(fā)布時(shí)間：2015年07月02日
- 咨詢內(nèi)容：
//開始執(zhí)行時(shí) 初始化數(shù)據(jù)IF BARPOS=1 THEN BEGIN
//POSITION := 0 ;
END //IF
//如果當(dāng)前是沒(méi)有持倉(cāng)的狀態(tài)IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多頭進(jìn)場(chǎng)條件
LONG := H > T20HI AND TIME>091500 AND TIME<145500 ;
//多頭進(jìn)場(chǎng)
IF LONG THEN BEGIN
MYENTRYPRICE := IF(OPEN>T20HI ,OPEN ,T20HI) ;
BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE+MINDIFF);
POSITION := 1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
END //IF
//建立空頭進(jìn)場(chǎng)條件
SHORT := L < T20LO AND TIME>091500 AND TIME<145500 ;
//空頭進(jìn)場(chǎng)
IF SHORT AND POSITION=0 THEN BEGIN
MYENTRYPRICE := IF(OPEN<T20LO ,OPEN ,T20LO) ;
BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE-MINDIFF);
POSITION := -1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
END
//不要跳轉(zhuǎn)，讓程序檢查同一根K線是否可以加倉(cāng)
//GOTO CONTINUELINE ;
END //IF
[此貼子已經(jīng)被作者于2014/5/6 15:26:47編輯過(guò)]
- 金字塔客服：
那么就是其他條件沒(méi)滿足
- 用戶回復(fù)：
如上圖
- 網(wǎng)友回復(fù)：
// 適用于10分鐘框架圖表// 這個(gè)版本可以用于在圖表上顯示信號(hào),也可以做自動(dòng)交易// 同一根K線多次發(fā)出指令// DESIGNED BY ZHANG// 2013.12.10
//聲明參數(shù)INPUT : T20(20,15,60,1) ;INPUT : ATRLEN(20,5,60,1) ;INPUT : POSNUM(3,1,20,1) ;INPUT : M(30,5,300,5) ;INPUT : X1(20,5,100,5) ;INPUT : Y1(60,5,100,5) ;INPUT : X2(5,1,10,1) ;INPUT : Y2(10,1,10,1) ;
//通道突破模塊--------------------1
//聲明變量NT := 1 ;
//調(diào)試信息帶時(shí)間戳BUYORDERTHISBAR := 0 ;
//當(dāng)前BAR有過(guò)交易VARIABLE:回溯值1:=20; //定義全局變量VARIABLE:回溯值2:=10; //定義全局變量
VARIABLE : _DEBUG = 1 ;
//是否輸出前臺(tái)交易指令VARIABLE : _TDEBUG = 1 ;
//是否輸出后臺(tái)交易指令VARIABLE : _DEBUGOUT = 0 ;
//是否輸出后臺(tái)交易的調(diào)試信息
VARIABLE : MYENTRYPRICE =0 ;
//開倉(cāng)價(jià)格VARIABLE : MYEXITPRICE =0 ;
//平倉(cāng)價(jià)格
VARIABLE : TURTLEUNITS=0 ;
//交易單位VARIABLE : POSITION=0 ;
//倉(cāng)位狀態(tài)//0表示沒(méi)有倉(cāng)位，1表示持有多頭， -1表示持有空頭
VARIABLE : T20HI=CLOSE;
//20周期的高點(diǎn)VARIABLE : T20LO=CLOSE;
//20周期的低點(diǎn)
VARIABLE : T10HI=CLOSE ;
//10周期的高點(diǎn)VARIABLE : T10LO=CLOSE ;
//10周期的低點(diǎn)
//自適應(yīng)模塊1市場(chǎng)波動(dòng)率:=STD(CLOSE,M);昨日市場(chǎng)波動(dòng)率:=STD(REF(CLOSE,1),M);波動(dòng)率的變化率:=(市場(chǎng)波動(dòng)率-昨日市場(chǎng)波動(dòng)率)/市場(chǎng)波動(dòng)率;回溯值1:=(1+波動(dòng)率的變化率)*回溯值1;//LOOKBACKDAYS回溯值1:=ROUND(回溯值1);//取整回溯值1:=MIN(回溯值1,Y1);//確認(rèn)回溯值不大于60回溯值1:=MAX(回溯值1,X1);//確認(rèn)回溯值不小于20X周期最高價(jià):REF(HHV(H,回溯值1),1);X周期最低價(jià):REF(LLV(L,回溯值1),1);
T20HI := X周期最高價(jià) ;T20LO := X周期最低價(jià) ;
//自適應(yīng)模塊2市場(chǎng)波動(dòng)率:=STD(CLOSE,M);昨日市場(chǎng)波動(dòng)率:=STD(REF(CLOSE,1),M);波動(dòng)率的變化率:=(市場(chǎng)波動(dòng)率-昨日市場(chǎng)波動(dòng)率)/市場(chǎng)波動(dòng)率;回溯值1:=(1+波動(dòng)率的變化率)*回溯值1;//LOOKBACKDAYS回溯值1:=ROUND(回溯值1);//取整回溯值1:=MIN(回溯值1,Y2);//確認(rèn)回溯值不大于60回溯值1:=MAX(回溯值1,X2);//確認(rèn)回溯值不小于20y周期最高價(jià):=REF(HHV(H,回溯值1),1);y周期最低價(jià):=REF(LLV(L,回溯值1),1);
T10HI := y周期最高價(jià) ;T10LO := y周期最低價(jià) ;
AVGTR := REF(MA(TR,ATRLEN),1) ;
//開始執(zhí)行時(shí) 初始化數(shù)據(jù)IF BARPOS=1 THEN BEGIN
//POSITION := 0 ;
END //IF
//如果當(dāng)前是沒(méi)有持倉(cāng)的狀態(tài)IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多頭進(jìn)場(chǎng)條件
LONG := H > T20HI AND TIME>091500 AND TIME<145500 ;
//多頭進(jìn)場(chǎng)
IF LONG THEN BEGIN
MYENTRYPRICE := IF(OPEN>T20HI ,OPEN ,T20HI) ;
BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE+MINDIFF);
POSITION := 1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
END //IF
//建立空頭進(jìn)場(chǎng)條件
SHORT := L < T20LO AND TIME>091500 AND TIME<145500 ;
//空頭進(jìn)場(chǎng)
IF SHORT AND POSITION=0 THEN BEGIN
MYENTRYPRICE := IF(OPEN<T20LO ,OPEN ,T20LO) ;
BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE-MINDIFF);
POSITION := -1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
END
//不要跳轉(zhuǎn)，讓程序檢查同一根K線是否可以加倉(cāng)
//GOTO CONTINUELINE ;
END //IF
- 網(wǎng)友回復(fù)：
//如果當(dāng)前持有多頭倉(cāng)位的狀態(tài)
IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多頭離場(chǎng)條件
LONGX1 := LOW < T10LO ;
IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<T10LO,OPEN ,T10LO) ;
SELL( _DEBUG ,POSNUM,LIMITR,MYEXITPRICE-MINDIFF);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
//建立多頭止損條件
LONGX2 := (LOW<MYENTRYPRICE-2*N) ;
IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;
MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE-MINDIFF);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END //日內(nèi)平多倉(cāng) IF TIME>=145500 THEN BEGIN 收盤平多:SELL(1,POSNUM,MARKET); END
GOTO CONTINUELINE ;
END //IF
//如果當(dāng)前持有空頭倉(cāng)位的狀態(tài)
IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN
//建立空頭離場(chǎng)條件
SHORTX1 :=( H > T10HI ) ;
IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>T10HI ,OPEN ,T10HI ) ;
SELLSHORT( _DEBUG,POSNUM,LIMITR,MYEXITPRICE+MINDIFF);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
//建立空頭止損條件
SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;
IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;
MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE+MINDIFF);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
//日內(nèi)平空倉(cāng) IF TIME>=145500 THEN BEGIN 收盤平空:SELLSHORT(1,POSNUM,MARKET); END
END //IF
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