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[求助]请文华老师帮俺写个公式模型。 [文华财经]

  • 咨询内容: 下面是公式的源码,好像是开拓者的,请转化成文华的,谢谢! --------------------------------------------------------------- 海龟交易系统公式源码如下: //------------------------------------------------------------------------ // 简称: TurtleTrader // 名称: 海龟交易系统 // 类别: 交易指令 // 类型: 其他 // 输出: //------------------------------------------------------------------------ Params Numeric RiskRatio(1); // % Risk Per N ( 0 - 100) Numeric ATRLength(20); // 平均波动周期 ATR Length Numeric boLength(20); // 短周期 BreakOut Length Numeric fsLength(55); // 长周期 FailSafe Length Numeric teLength(10); // 离市周期 Trailing Exit Length Bool LastProfitableTradeFilter(True); // 使用入市过滤条件 Vars Numeric MinPoint; // 最小变动单位 NumericSeries AvgTR; // ATR Numeric N; // N 值 Numeric TotalEquity; // 按最新收盘价计算出的总资产 Numeric TurtleUnits; // 交易单位 NumericSeries DonchianHi; // 唐奇安通道上轨,延后1个Bar NumericSeries DonchianLo; // 唐奇安通道下轨,延后1个Bar NumericSeries fsDonchianHi; // 唐奇安通道上轨,延后1个Bar,长周期 NumericSeries fsDonchianLo; // 唐奇安通道下轨,延后1个Bar,长周期 Numeric ExitHighestPrice; // 离市时判断需要的N周期最高价 Numeric ExitLowestPrice; // 离市时判断需要的N周期最低价 Numeric myEntryPrice; // 开仓价格 Numeric myExitPrice; // 平仓价格 Bool SendOrderThisBar(False); // 当前Bar有过交易 NumericSeries preEntryPrice(0); // 前一次开仓的价格,存放到全局变量0号位置 BoolSeries PreBreakoutFailure(false); // 前一次突破是否失败 Begin If(BarStatus == 0) { preEntryPrice = InvalidNumeric; PreBreakoutFailure = false; }Else { preEntryPrice = preEntryPrice[1]; PreBreakoutFailure = PreBreakoutFailure[1]; } MinPoint = MinMove*PriceScale; AvgTR = XAverage(TrueRange,ATRLength); N = AvgTR[1]; TotalEquity = CurrentCapital()+ Abs(CurrentContracts()*Close*ContractUnit()*BigPointValue()*MarginRatio()); TurtleUnits = (TotalEquity*RiskRatio/100) /(N * ContractUnit()*BigPointValue()); TurtleUnits = IntPart(TurtleUnits); // 对小数取整 DonchianHi = HighestFC(High[1],boLength); DonchianLo = LowestFC(Low[1],boLength); fsDonchianHi = HighestFC(High[1],fsLength); fsDonchianLo = LowestFC(Low[1],fsLength); Commentary("N="+Text(N)); Commentary("preEntryPrice="+Text(preEntryPrice)); Commentary("PreBreakoutFailure="+IIFString(PreBreakoutFailure,"True","False")); // 当不使用过滤条件,或者使用过滤条件并且条件为PreBreakoutFailure为True进行后续操作 If(MarketPosition == 0 && ((!LastProfitableTradeFilter) Or (PreBreakoutFailure))) { // 突破开仓 If(CrossOver(High,DonchianHi) && TurtleUnits >= 1) { // 开仓价格取突破上轨+一个价位和最高价之间的较小值,这样能更接近真实情况,并能尽量保证成交 myEntryPrice = min(high,DonchianHi + MinPoint); myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替 preEntryPrice = myEntryPrice; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; PreBreakoutFailure = False; } If(CrossUnder(Low,DonchianLo) && TurtleUnits >= 1) { // 开仓价格取突破下轨-一个价位和最低价之间的较大值,这样能更接近真实情况,并能尽量保证成交 myEntryPrice = max(low,DonchianLo - MinPoint); myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替 preEntryPrice = myEntryPrice; SendOrderThisBar = True; SellShort(TurtleUnits,myEntryPrice);//本海龟交易系统来自智冠丰银www.fxsola.com SendOrderThisBar = True; PreBreakoutFailure = False;//sg } } // 长周期突破开仓 Failsafe Breakout point If(MarketPosition == 0) { Commentary("fsDfsDExitLowestPrice="+Text(ExitLowestPrice)); If(Low < ExitLowestPrice) { myExitPrice = max(Low,ExitLowestPrice - MinPoint); myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 大跳空的时候用开盘价代替 Sell(0,myExitPrice); // 数量用0的情况下将全部平仓 }Else { If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1) { If(Open >= preEntryPrice + 0.5*N) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。 { myEntryPrice = Open; preEntryPrice = myEntryPrice; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; } while(High >= preEntryPrice + 0.5*N) // 以最高价为标准,判断能进行几次增仓 { myEntryPrice = preEntryPrice + 0.5 * N; preEntryPrice = myEntryPrice; Buy(TurtleUnits,myEntryPrice); SendOrderThisBar = True; } } // 止损指令 If(Low <= preEntryPrice - 2 * N && SendOrderThisBar == false) // 加仓Bar不止损 { myExitPrice = preEntryPrice - 2 * N; Sell(0,myExitPrice); // 数量用0的情况下将全部平仓 PreBreakoutFailure = True; } } }Else If(MarketPosition ==-1) // 有空仓的情况 { // 求出持空仓时离市的条件比较值 ExitHighestPrice = Highest(High[1],teLength); Commentary("ExitHighestPrice="+Text(ExitHighestPrice)); If(High > ExitHighestPrice) { myExitPrice = Min(High,ExitHighestPrice + MinPoint); myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 大跳空的时候用开盘价代替 BuyToCover(0,myExitPrice); // 数量用0的情况下将全部平仓 }Else { If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1) { If(Open <= preEntryPrice - 0.5*N) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。 { myEntryPrice = Open; preEntryPrice = myEntryPrice; SellShort(TurtleUnits,myEntryPrice);//本海龟交易系统来自智冠丰银www.fxsola.com SendOrderThisBar = True; } while(Low <= preEntryPrice - 0.5*N) // 以最低价为标准,判断能进行几次增仓 { myEntryPrice = preEntryPrice - 0.5 * N; preEntryPrice = myEntryPrice; SellShort(TurtleUnits,myEntryPrice); SendOrderThisBar = True; } } // 止损指令 If(High >= preEntryPrice + 2 * N &&SendOrderThisBar==false) // 加仓Bar不止损 { myExitPrice = preEntryPrice + 2 * N; BuyToCover(0,myExitPrice); // 数量用0的情况下将全部平仓 PreBreakoutFailure = True; } } } End

     

  • 文华技术人员:        海龟交易系统公式源码如下:

    //------------------------------------------------------------------------
    // 简称: TurtleTrader
    // 名称: 海龟交易系统
    // 类别: 交易指令
    // 类型: 其他
    // 输出: 
    //------------------------------------------------------------------------

    Params
        Numeric RiskRatio(1);                   // % Risk Per N ( 0 - 100)
        Numeric ATRLength(20);                  // 平均波动周期 ATR Length
        Numeric boLength(20);                   // 短周期 BreakOut Length
        Numeric fsLength(55);                   // 长周期 FailSafe Length
        Numeric teLength(10);                   // 离市周期 Trailing Exit Length
        Bool LastProfitableTradeFilter(True);   // 使用入市过滤条件
    Vars
     Numeric MinPoint;                       // 最小变动单位
     NumericSeries AvgTR;      // ATR
        Numeric N;                              // N 值
        Numeric TotalEquity;                    // 按最新收盘价计算出的总资产
        Numeric TurtleUnits;                    // 交易单位
        NumericSeries DonchianHi;              // 唐奇安通道上轨,延后1个Bar
        NumericSeries DonchianLo;              // 唐奇安通道下轨,延后1个Bar
        NumericSeries fsDonchianHi;            // 唐奇安通道上轨,延后1个Bar,长周期
        NumericSeries fsDonchianLo;            // 唐奇安通道下轨,延后1个Bar,长周期
        Numeric ExitHighestPrice;               // 离市时判断需要的N周期最高价
        Numeric ExitLowestPrice;                // 离市时判断需要的N周期最低价
        Numeric myEntryPrice;                   // 开仓价格
        Numeric myExitPrice;                    // 平仓价格
        Bool SendOrderThisBar(False);          // 当前Bar有过交易
     NumericSeries preEntryPrice(0);       // 前一次开仓的价格,存放到全局变量0号位置
     BoolSeries PreBreakoutFailure(false); // 前一次突破是否失败
    Begin
        If(BarStatus == 0)
        {
      preEntryPrice = InvalidNumeric;
      PreBreakoutFailure = false;
     }Else
     {
      preEntryPrice = preEntryPrice[1];
            PreBreakoutFailure = PreBreakoutFailure[1];
        }

     MinPoint = MinMove*PriceScale;
        AvgTR = XAverage(TrueRange,ATRLength);
     N = AvgTR[1];
        TotalEquity = CurrentCapital()+ Abs(CurrentContracts()*Close*ContractUnit()*BigPointValue()*MarginRatio());
        TurtleUnits = (TotalEquity*RiskRatio/100) /(N * ContractUnit()*BigPointValue());
        TurtleUnits = IntPart(TurtleUnits); // 对小数取整

        DonchianHi = HighestFC(High[1],boLength);
        DonchianLo = LowestFC(Low[1],boLength);

     fsDonchianHi = HighestFC(High[1],fsLength);
        fsDonchianLo = LowestFC(Low[1],fsLength);

     Commentary("N="+Text(N));
     Commentary("preEntryPrice="+Text(preEntryPrice));
     Commentary("PreBreakoutFailure="+IIFString(PreBreakoutFailure,"True","False"));
     
        // 当不使用过滤条件,或者使用过滤条件并且条件为PreBreakoutFailure为True进行后续操作
        If(MarketPosition == 0 && ((!LastProfitableTradeFilter) Or (PreBreakoutFailure)))
        {
            // 突破开仓
            If(CrossOver(High,DonchianHi) && TurtleUnits >= 1)
            {
                // 开仓价格取突破上轨+一个价位和最高价之间的较小值,这样能更接近真实情况,并能尽量保证成交
                myEntryPrice = min(high,DonchianHi + MinPoint);
                myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替
       preEntryPrice = myEntryPrice;
                Buy(TurtleUnits,myEntryPrice);
       SendOrderThisBar = True;
       PreBreakoutFailure = False;
            }

            If(CrossUnder(Low,DonchianLo) && TurtleUnits >= 1)
            {
                // 开仓价格取突破下轨-一个价位和最低价之间的较大值,这样能更接近真实情况,并能尽量保证成交
                myEntryPrice = max(low,DonchianLo - MinPoint);
                myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice); // 大跳空的时候用开盘价代替
                preEntryPrice = myEntryPrice;
                SendOrderThisBar = True;
                SellShort(TurtleUnits,myEntryPrice);//本海龟交易系统来自智冠丰银www.fxsola.com
       SendOrderThisBar = True;
       PreBreakoutFailure = False;//sg 
            }
        }

        // 长周期突破开仓 Failsafe Breakout point
        If(MarketPosition == 0)
        {
      Commentary("fsDfont-family: 宋体; font-size: 12px;">  Commentary("fsDfont-family: 宋体; font-size: 12px;">    If(MarketPosition == 1) // 有多仓的情况
        {
            // 求出持多仓时离市的条件比较值
            ExitLowestPrice = Lowest(Low[1],teLength);
      Commentary("ExitLowestPrice="+Text(ExitLowestPrice));
            If(Low < ExitLowestPrice)
            {
                myExitPrice = max(Low,ExitLowestPrice - MinPoint);
       myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 大跳空的时候用开盘价代替
                Sell(0,myExitPrice);    // 数量用0的情况下将全部平仓
            }Else
            {
                If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1)
                {
                    If(Open >= preEntryPrice + 0.5*N) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。
                    {
                        myEntryPrice = Open;
         preEntryPrice = myEntryPrice;
                        Buy(TurtleUnits,myEntryPrice);
         SendOrderThisBar = True;
                    }

                    while(High >= preEntryPrice + 0.5*N) // 以最高价为标准,判断能进行几次增仓
                    {
                        myEntryPrice = preEntryPrice + 0.5 * N;
                        preEntryPrice = myEntryPrice;
                        Buy(TurtleUnits,myEntryPrice);
         SendOrderThisBar = True;     
                    }
                }
       
                // 止损指令
       If(Low <= preEntryPrice - 2 * N && SendOrderThisBar == false) // 加仓Bar不止损
       {
        myExitPrice = preEntryPrice - 2 * N;
        Sell(0,myExitPrice); // 数量用0的情况下将全部平仓
        PreBreakoutFailure = True;
       }
            }
        }Else If(MarketPosition ==-1) // 有空仓的情况
        {
            // 求出持空仓时离市的条件比较值
            ExitHighestPrice = Highest(High[1],teLength);
      Commentary("ExitHighestPrice="+Text(ExitHighestPrice));
            If(High > ExitHighestPrice)
            {
                myExitPrice = Min(High,ExitHighestPrice + MinPoint);
       myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 大跳空的时候用开盘价代替
                BuyToCover(0,myExitPrice);    // 数量用0的情况下将全部平仓
            }Else
            {
                If(preEntryPrice!=InvalidNumeric && TurtleUnits >= 1)
                {
                    If(Open <= preEntryPrice - 0.5*N) // 如果开盘就超过设定的1/2N,则直接用开盘价增仓。
                    {
                        myEntryPrice = Open;
         preEntryPrice = myEntryPrice;
                        SellShort(TurtleUnits,myEntryPrice);//本海龟交易系统来自智冠丰银www.fxsola.com

         SendOrderThisBar = True;
                    }

                    while(Low <= preEntryPrice - 0.5*N) // 以最低价为标准,判断能进行几次增仓
                    {
                        myEntryPrice = preEntryPrice - 0.5 * N;
                        preEntryPrice = myEntryPrice;
                        SellShort(TurtleUnits,myEntryPrice);
         SendOrderThisBar = True;
                    }
                }

                // 止损指令
       If(High >= preEntryPrice + 2 * N &&SendOrderThisBar==false) // 加仓Bar不止损
       {
        myExitPrice = preEntryPrice + 2 * N;
        BuyToCover(0,myExitPrice); // 数量用0的情况下将全部平仓
        PreBreakoutFailure = True;
       }
            }
        }
    End

     

  • 文华客服: RiskRatio:=1;                   // % Risk Per N ( 0 - 100)  账户的1%
    ATRLength:=20;                  // 平均波动周期 ATR Length
    boLength:=20;                   // 短周期BreakOut Length
    fsLength:=55;                   // 长周期FailSafe Length
    teLength:=10;                   // 离市周期 Trailing Exit Length
    DW:=300;                        //合约的单位(请自行设定)
    TR:= MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
    ATR:= MA(TR,ATRLength);
    N:=REF(ATR,1);
    TU:=FLOOR(MONEYTOT*RiskRatio/100)/(N*DW);
    DonchianHi:= HHV(REF(H,1),boLength);//系统一:20日高点突破
    DonchianLo:= LLV(REF(L,1),boLength);//系统一:20日低点突破
    fsDonchianHi:= HHV(REF(H,1),fsLength);//系统二:55日高点突破
    fsDonchianLo:= LLV(REF(L,1),fsLength);//系统二:55日低点突破
    ExitLowestPrice:= LLV(REF(L,1),teLength);//系统一多头离市
    ExitHighestPrice:= HHV(REF(H,1),teLength);//系统一空头离市
    H>DonchianHi&&BKVOL=0&&NOT(ISLASTBK||ISLASTSK)&&TU>=1,BK(TU);
    L<DonchianLo&&SKVOL=0&&NOT(ISLASTBK||ISLASTSK)&&TU>=1,SK(TU);
    H>fsDonchianHi&&BKVOL=0&&NOT(ISLASTBK||ISLASTSK)&&TU>=1,BK(TU);
    L<fsDonchianLo&&SKVOL=0&&NOT(ISLASTBK||ISLASTSK)&&TU>=1,SK(TU);
    L<ExitLowestPrice&&BKVOL>0,SP(BKVOL);
    L>=ExitLowestPrice&&H>=BKPRICE+N&&BKVOL<3*TU,BK(TU);
    L<=BKPRICE-2*N&&BKVOL>0,SP(BKVOL);
    H>ExitHighestPrice&&SKVOL>0,BP(SKVOL);
    H>ExitHighestPrice&&L<=SKPRICE-N&&SKVOL<3*TU,SK(TU);
    H>=SKPRICE+2*N&&SKVOL>0,BP(SKVOL);
    MONO_SIGNAL;

     

  • 网友回复:  

 

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: 511411198  点击这里给我发消息进行 有偿 编写!不贵!点击查看价格!


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