IF日内突破交易规则 股指突破模型[金字塔模型]

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模型策略源码：INPUT:NMIN(39,10,60,10); //设置参数时间 INPUT:NOFFSET(20,2,50,2); //设置参数滑点 INPUT:LOTS(1,1,100,1); //设置参数仓位 INPUT:STOPSET(50,50,100,10); //设置参数止损 VARIABLE:FLAG=0; //用于限制开仓次数 VARIABLE:STOP_P=0; //用于变动止损 CYC:=BARSLAST(DATE>REF(DATE,1))+1; //统计日内K线数// www.cxh99.com HH:=VALUEWHEN(TIME<=91500+NMIN*100,HHV(H,CYC)); {在从开盘到设定时间(默认参数开盘39分)内保存当天最高价} LL:=VALUEWHEN(TIME<=91500+NMIN*100,LLV(L,CYC)); {在从开盘到设定时间(默认参数开盘39分)内保存当天最低价 // www.cxh99.com } IF HIGH > HH AND HOLDING<=0 AND FLAG<>1 THEN {如果最高价突破设定时间内的前高加设定偏移并且目前没有多单,那么} BEGIN MYPRICE: = HH + NOFFSET*MINDIFF; {预设进场价.既等于设定时间内的前高加设定偏移} IF C >= MYPRICE THEN BEGIN MYPRICE: = C; FLAG:=1; SELLSHORT(HOLDING<0,0,LIMITR,MYPRICE); {如果有空单先平} BUY(HOLDING=0,LOTS,LIMITR,MYPRICE); {如果没有多单则以开盘价开多LOTS手 } IF C<=HH-STOPSET*MINDIFF THEN SELL(HOLDING>0,0,LIMITR,C-NOFFSET*MINDIFF); // www.cxh99.com IF C>=HH+STOPSET*MINDIFF THEN STOP_P:=4; IF C<=HH+STOP_P*MINDIFF THEN SELL(HOLDING>0,0,LIMITR,C-NOFFSET*MINDIFF); IF C>=HH*1.03 THEN SELL(HOLDING>0,0,LIMITR,C-NOFFSET*MINDIFF); END END IF LOW <= LL AND HOLDING>=0 AND FLAG<>3 THEN {以下开空部分同上,只不过方向相反} BEGIN MYPRICE: = LL - NOFFSET*MINDIFF; IF C <= MYPRICE THEN BEGIN MYPRICE: = C; FLAG:=3; SELL(HOLDING>0,0,LIMITR,MYPRICE); BUYSHORT(HOLDING=0,LOTS,LIMITR,MYPRICE); IF C>=LL+STOPSET*MINDIFF THEN SELLSHORT(HOLDING<0,0,LIMITR,C+NOFFSET*MINDIFF); IF C<=LL-STOPSET*MINDIFF THEN STOP_P:=4; IF C>=LL-STOP_P*MINDIFF THEN SELLSHORT(HOLDING<0,0,LIMITR,C+NOFFSET*MINDIFF); IF C<=LL*0.97 THEN SELLSHORT(HOLDING<0,0,LIMITR,C+NOFFSET*MINDIFF); END END IF TIME >= 151000 THEN {收盘平仓} BEGIN SELL(HOLDING>0,0,LIMITR,C-NOFFSET*MINDIFF); // www.cxh99.com SELLSHORT(HOLDING<0,0,LIMITR,C+NOFFSET*MINDIFF); END
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