改写成文华8.2 [文华财经]
- 咨询内容:
VARIABLE:dayCount=1,PositionCount=1,SellSign=0;
VARIABLE:EntAndExitSign=1,EntPoint=0,ExitPoint=0;
VARIABLE:N=0;MA1:MA(C,5);
MA3:MA(C,10);M:=MA(TR,20);
BUYHHV:=HHV(H,20);
SELLLLV:=LLV(L,10);ss:n,linethick0;
IF BARPOS>=21 THEN BEGIN
IF BARPOS=21 THEN
N:=M;
IF DayCount=6 OR BARPOS=21 THEN BEGIN{5天调整N值}
N:=(19*N+TR)/20;{计算N值}
DayCount:=2;
END
DayCount:=DayCount+1;
EntPoint:=ENTERBARS+1;
IF EntPoint=EntAndExitSign THEN BEGIN{说明STOP指令买进头寸成功}
PositionCount:=PositionCount+1;{头寸计数}
SellSign:=True;{开始以STOP卖出,如果达到指定的价格}
END
IF PositionCount=1 THEN BEGIN{第一头寸}
HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}
开1:BUY(H>=BUYHHV,HOW,MARKET);{在20日新高STOP指令买进}
END
IF PositionCount=2 THEN BEGIN{如到第二头寸}
HOW:=CASH(0)*0.01/N;{波动性百分比决定头寸规模}
开2:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第一头寸)+0.5个N以STOP指令买进}
END
IF PositionCount=3 THEN BEGIN{如到第三头寸}
HOW:=CASH(0)*0.01/N;
开3:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上头寸(即第二头寸)+0.5个N以STOP指令买进}
END
IF PositionCount=4 THEN BEGIN
HOW:=CASH(0)*0.01/N;
开4:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);
END
IF SellSign=True THEN BEGIN
ExitPoint:=EXITBARS+1;
IF ExitPoint=EntAndExitSign THEN BEGIN {说明卖出成功}
PositionCount:=1;{头寸计算复原}
SellSign:=False;
END
IF ENTERPRICE-2*N then SELL(L<=SELLLLV,100%,MARKET);{退出离盈利头寸}
ELSE
SELL(L<=ENTERPRICE-2*N,100%,MARKET);{退出亏损头寸}
END
END; - 文华技术人员:
可以参考以下编写://注意N的取值根据不同的合约 周期 资金大小不同
TR : =MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));A1:MA(C,5);MA3:MA(C,10);M:=MA(TR,20);BUYHHV:=HHV(H,20);SELLLLV:=LLV(L,10);NN:=BARSLAST(DATE<>REF(DATE,1))+1;N1:=INTPART(NN/5);N:(19*N1+TR)/20,NODRAW;SJ:=INTPART(MONEY*0.01/N);H>BUYHHV&&(BKVOL=0),BK(SJ);ISLASTBK&&C>=BKPRICE2+0.5*N,BK(SJ);L>BKPRICE2-2*N&&L<=SELLLLV,SP(BKVOL);L<=BKPRICE2-2*N,SP(BKVOL);TRADE_AGAIN(3);
有思路,想编写各种指标公式,程序化交易模型,选股公式,预警公式的朋友
可联系技术人员 QQ: 1145508240 进行 有偿 编写!(不贵!点击查看价格!)
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