帮忙修改两个文华的策略 [金字塔]
- 咨询内容：
MA1:MA(C,F1);N11:=BARSLAST(HOUR<>REF(HOUR,1))+1;HZ1:REF(HHV(H,N11),N11);LZ1:REF(LLV(L,N11),N11);DIFF :=EMA(CLOSE,F2) - EMA(CLOSE,F3);TIME > 0920 && TIME < 1500 && DIFF>REF(DIFF,1) &&REF(DIFF,1)>REF(DIFF,2)&& C>REF(C,1) &&REF(C,1)>REF(C,2),BK;TIME > 0920 && TIME < 1500 && DIFF<REF(DIFF,1) &&REF(DIFF,1)<REF(DIFF,2)&& C<REF(C,1) &&REF(C,1)<REF(C,2),SK;DIFF>REF(DIFF,1) &&REF(DIFF,1)>REF(DIFF,2)&& C>REF(C,1) &&REF(C,1)>REF(C,2) &&L>MA1 &&C>LZ1 ,BP;DIFF<REF(DIFF,1) &&REF(DIFF,1)<REF(DIFF,2)&& C<REF(C,1) &&REF(C,1)<REF(C,2) &&H<MA1 &&C<HZ1 ,SP;CLOSEMINUTE<=3 ,CLOSEOUT;SETSIGMAXNUM(1);AUTOFILTER;=====================================================================MID:MA(CLOSE,N);//求N个周期的收盘价均线，称为布林通道中轨TMP2:=STD(CLOSE,M);//求M个周期内的收盘价的标准差TOP:MID+P*TMP2;//布林通道上轨BOTTOM:MID-P*TMP2;//布林通道下轨L>MID&&(((REF(TOP,1)-REF(TOP,2))>0&&(REF(TOP,0)-REF(TOP,1))>0)),BPK;//&&REF(MA2,2)>REF(MA2,3)H<MID&&(((REF(BOTTOM,2)-REF(BOTTOM,1))>0&&(REF(BOTTOM,1)-REF(BOTTOM,0))>0)),SPK;//&&REF(MA2,2)<REF(MA2,3)N1:=N5/10;(L<=BKPRICE*(1-N1/100))||(H<=BKHIGH*(1-N1/100)),SP;(H>=SKPRICE*(1+N1/100))||(L>=SKLOW*(1+N1/100)),BP;//SETDEALPERCENT(80);AUTOFILTER;
- 金字塔客服：
CLOSEMINUTE<=3 ,CLOSEOUT;
SETSIGMAXNUM(1);
AUTOFILTER;
这几个是什么意思？
- 用户回复：
收盘前3分钟平所有仓
一根k线只能交易一次
对模型进行过滤 - 网友回复：
1.
MA1:MA(C,F1);
[此贴子已经被作者于2014/9/4 15:28:46编辑过]
N11:=BARSLAST(HOUR<>REF(HOUR,1))+1;
HZ1:REF(HHV(H,N11),N11);
LZ1:REF(LLV(L,N11),N11);
DIFF :=EMA(CLOSE,F2) - EMA(CLOSE,F3);
TIME > 0920 && TIME < 1500 && DIFF>REF(DIFF,1) &&REF(DIFF,1)>REF(DIFF,2)&& C>REF(C,1) &&REF(C,1)>REF(C,2),BK,tfilter;
TIME > 0920 && TIME < 1500 && DIFF<REF(DIFF,1) &&REF(DIFF,1)<REF(DIFF,2)&& C<REF(C,1) &&REF(C,1)<REF(C,2),SK,TFILTER;
DIFF>REF(DIFF,1) &&REF(DIFF,1)>REF(DIFF,2)&& C>REF(C,1) &&REF(C,1)>REF(C,2) &&L>MA1 &&C>LZ1 or time0>=timetot0(closetime(0))-3*60,BP,TFILTER;
DIFF<REF(DIFF,1) &&REF(DIFF,1)<REF(DIFF,2)&& C<REF(C,1) &&REF(C,1)<REF(C,2) &&H<MA1 &&C<HZ1 or time0>=timetot0(closetime(0))-3*60,SP,TFILTER; - 网友回复：
BKPRIC BKHIGH
SKPRICE SKLOW
这4个是什么?
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
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