代碼

//策略:恒溫器系統(tǒng)
//類型:中長(zhǎng)期通道突破
//版本:1.0
//修訂時(shí)間:2012.11.6
//Designed By Rogarz

//中間變量
input:m(50,5,300,30),N(1.25,0.1,10,0.1),ss(1,1,100,1),k1(0.5,0.1,1,0.1),k2(0.75,0.1,1,0.1);
variable:A:=0;//0表示倉(cāng)位是在趨勢(shì)模式下下單  1表示在震蕩模式下下單
MID :  MA(CLOSE,M);//布林中軌
UPPER:MID + N*STD(CLOSE,M);//布林上軌
LOWER:MID - N*STD(CLOSE,M);//布林下軌
今開(kāi):=callstock(stklabel,vtopen,6,0);
CMI:=abs(close-ref(close,29))/(hhv(high,30)-LLV(L,30))*100;//0-100 取值越大，說(shuō)明趨勢(shì)越強(qiáng)，CMI<20震蕩模式，反之為趨勢(shì)
關(guān)鍵價(jià):(high+low+close)/3;//關(guān)鍵價(jià)的計(jì)算，國(guó)外常稱作中樞價(jià)格(pivot point)
ATR10:=ma(tr,10);
3日均低價(jià):=ma(L,3);

3日均高價(jià):=ma(h,3);

手?jǐn)?shù):=ss;

//交易條件
if C<關(guān)鍵價(jià) then begin
趨買市開(kāi)多平空條件:=C>max(今開(kāi)+k1*ATR10,3日均低價(jià));
趨買市開(kāi)空平多條件:=C<min(今開(kāi)-k2*ATR10,3日均高價(jià));
end
    
if c>關(guān)鍵價(jià) then begin
趨賣市開(kāi)多平空條件:=C>max(今開(kāi)+k2*atr10,3日均低價(jià));
趨賣市開(kāi)空平多條件:=C<min(今開(kāi)-k1*atr10,3日均高價(jià));
end

趨勢(shì)開(kāi)多條件:=c>upper;
趨勢(shì)開(kāi)空條件:=c<lower;
趨勢(shì)平多條件:=c<mid;
趨勢(shì)平空條件:=c>mid;

震蕩多單平倉(cāng)條件:=c<=enterprice-3*atr10;
震蕩空單平倉(cāng)條件:=c>=enterprice+3*ATR10;

//交易系統(tǒng)
if cmi<20 then begin {震蕩模式}
   if C<關(guān)鍵價(jià) then begin
   趨買市平空:sellshort(趨買市開(kāi)多平空條件 and holding<=0,手?jǐn)?shù),market);
   趨買市平多:sell(趨買市開(kāi)空平多條件 and holding>=0,手?jǐn)?shù),market);
   趨買市開(kāi)多:buy(趨買市開(kāi)多平空條件 and holding<=0,手?jǐn)?shù),market);
   趨買市開(kāi)空:buyshort(趨買市開(kāi)空平多條件 and holding>=0,手?jǐn)?shù),market);
   A:=1;
   end
   if c>關(guān)鍵價(jià) then begin
   趨賣市平空:sellshort(趨賣市開(kāi)多平空條件 and holding<=0,手?jǐn)?shù),market);
   趨賣市平多:sell(趨賣市開(kāi)空平多條件 and holding>=0,手?jǐn)?shù),market);
   趨賣市開(kāi)多:buy(趨賣市開(kāi)多平空條件 and holding<=0,手?jǐn)?shù),market);
   趨賣市開(kāi)空:buyshort(趨賣市開(kāi)空平多條件 and holding>=0,手?jǐn)?shù),market);
   a:=1;
   end
ENd

if cmi>=20 then BEGIN {趨勢(shì)模式}
 if a=1 then begin //趨勢(shì)模式下 原震蕩模式下 倉(cāng)位處理
    震蕩多單平倉(cāng):sell(震蕩多單平倉(cāng)條件 and holding>0,手?jǐn)?shù),market);
    震蕩空單平倉(cāng):sellshort(震蕩空單平倉(cāng)條件 and holding<0,手?jǐn)?shù),market);
    a:=0;
    end
    
    if a=0 then begin
 趨勢(shì)平空:sellshort(趨勢(shì)平空條件 and holding<0,手?jǐn)?shù),market);
 趨勢(shì)平多:sell(趨勢(shì)平多條件 and holding>0,手?jǐn)?shù),market);
 趨勢(shì)開(kāi)多:buy(趨勢(shì)開(kāi)多條件 and holding<=0,手?jǐn)?shù),market);
 趨勢(shì)開(kāi)空:buyshort(趨勢(shì)開(kāi)空條件 and holding>=0,手?jǐn)?shù),market);
 A:=0;
 end
ENd
//注意先平后開(kāi)原則