等价K线交易之VBA源码[其他期货软件]

思路

第一次运行宏的时候利用历史数据给出一个结果。

然后根据实际情况给出实时的结果

提示：我这里已经构架了整体的思路，只是没有写交易指令部分。有需要的朋友，直接添加VBA交易指令即可交易！

这里只提供研究交流思路，模型不保证盈利！

• 源码内容：

  i = 0
  open = 0
  m = 0
  k = 0
  j = 0
  dtyl = 0
  ktyl = 0
  qj = 5   //根据自己需要修改

  mj1close = 0
  mj2close = 0

  Sub dengjiaxian()
      ' 得到框架名称为"Technic"，窗格名称为"Main"的窗格对象
      Set Grid = Technic.GetGridByName("Main")
      set minutedata = Grid.GetMinuteData
      Count =  minutedata.Count
      open = minutedata.newprice(0)
      mj1close = minutedata.newprice(0)
      mj2close = minutedata.newprice(0)

      for i = 1 to count-1
          close = minutedata.newprice(i)
          if close > open and close-open > qj then
             open = close
             if m = 0 then dtdbyk = 0 else dtdbyk = mj2close-close
             if m = 0-1 or m = 0 then
                mj1close = close
                dtyl = dtyl+dtdbyk
                application.MsgOut Date &" " &Time&" "& "第"&i+1&"笔"&" "&"多："&" "&close&" "&"单笔盈利"&" "&" "&dtdbyk&" "& "当日空头累计盈利为：" &dtyl
                j = j+1
             end if
             m = 1
          elseif   close < open and open-close > qj then
             open = close
             if m = 0 then dtdbyk = 0 else ktdbyk = close - mj1close
             if m = 1 or m = 0 then
                mj2close = close
                ktyl = ktyl+ktdbyk
                application.MsgOut Date &" " &Time&" "& "第"&i+1&"笔"&" "&"空："&" "&close&" "&"单笔盈利"&" "&" "&ktdbyk&" "&"当日多头累计盈利为：" &ktyl
                k = k+1
             end if
             m = 0-1
          end if
       next
  End Sub

  Sub APPLICATION_VBAStart()
   call Application.SetTimer(0,100) '创建一个0号定时器，间隔时间1秒
  End Sub

  Sub APPLICATION_Timer(ID)
      '定时器事件处理
       Application.ActivateFrame "Technic" '确保技术分析主框架处于激活状态
      
      ' 得到框架名称为"Technic"，窗格名称为"Main"的窗格对象
      Set Grid = Technic.GetGridByName("Main")
      set minutedata = Grid.GetMinuteData
      Count =  minutedata.Count
          close = minutedata.newprice(Count-1)
       if Count-1 > i then  
          if close > open and close-open > qj then
             open = close
             if m = 0 then dtdbyk = 0 else dtdbyk = mj2close-close
             if m = 0-1 or m = 0 then
                mj1close = close
                dtyl = dtyl+dtdbyk
                application.MsgOut Date &" " &Time&" "& "第"&i+1&"笔"&" "&"多："&" "&close&" "&"单笔盈利"&" "&" "&dtdbyk&" "& "当日空头累计盈利为：" &dtyl
                application.MsgOut Date &" " &Time&" "& "多头" &j& "次" &" "& "多头盈利" &ktyl& "点"&" "& "空头" &k& "次"&" "& "空头盈利" &dtyl& "点" &" "& "总计" &k+j& "次"&" "& "总盈利" &ktyl+dtyl& "点"
                j = j+1
             end if
             m = 1
          elseif   close < open and open-close > qj then
             open = close
             if m = 0 then dtdbyk = 0 else ktdbyk = close - mj1close
             if m = 1 or m = 0 then
                mj2close = close
                ktyl = ktyl+ktdbyk
                application.MsgOut Date &" " &Time&" "& "第"&i+1&"笔"&" "&"空："&" "&close&" "&"单笔盈利"&" "&" "&ktdbyk&" "&"当日多头累计盈利为：" &ktyl
                application.MsgOut Date &" " &Time&" "& "多头" &j& "次" &" "& "多头盈利" &ktyl& "点"&" "& "空头" &k& "次"&" "& "空头盈利" &dtyl& "点" &" "& "总计" &k+j& "次"&" "& "总盈利" &ktyl+dtyl& "点"
                k = k+1
             end if
             m = 0-1
          end if      
       end if
  End Sub

  sub rnjy()
      call dengjiaxian()
      call APPLICATION_Timer(ID)
  End Sub