K,D多周期共振日內(nèi)交易模型源碼[金字塔模型]

公式1,命名為kd_2,用于調(diào)用


ARSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K:SMA(ARSV,N1,1),COLORGREEN;
D:SMA(K,N2,1),COLORGREEN;
IF(K>=REF(K,1),K,DRAWNULL),COLORRED;
IF(D>=REF(D,1),D,DRAWNULL),COLORRED;{金叉變紅色}


公式2，正式交易公式，命名根據(jù)自己的需求命名

tt:=time>090300 and time<112700 or (time>133300 and time<145700);//交易時間，根據(jù)1分鐘周期商品期貨設(shè)定，如果需要其他周期，股指期貨，請自行修改
pingc:= time>112700 and time<=113000 or( time>145700 and time<=150000);//強平時間，設(shè)定和上面相同
k1:=stkindi('','kd_2.k',0,1);//調(diào)用1分鐘k
k3:=stkindi('','kd_2.k',0,17);//調(diào)用3分鐘k
k5:=stkindi('','kd_2.k',0,2);//調(diào)用5分鐘k
k10:=stkindi('','kd_2.k',0,18);//調(diào)用10分鐘k
k15:=stkindi('','kd_2.k',0,3);//調(diào)用15分鐘k
k30:=stkindi('','kd_2.k',0,4);//調(diào)用30分鐘k
k60:=stkindi('','kd_2.k',0,5);//調(diào)用60分鐘k
kday:=stkindi('','kd_2.k',0,6);//調(diào)用日線k

d1:=stkindi('','kd_2.d',0,1);//調(diào)用1分鐘d
d3:=stkindi('','kd_2.d',0,17);//調(diào)用3分鐘d
d5:=stkindi('','kd_2.d',0,2);//調(diào)用5分鐘d
d10:=stkindi('','kd_2.d',0,18);//調(diào)用10分鐘d
d15:=stkindi('','kd_2.d',0,3);//調(diào)用15分鐘d
d30:=stkindi('','kd_2.d',0,4);//調(diào)用30分鐘d
d60:=stkindi('','kd_2.d',0,5);//調(diào)用60分鐘d
dday:=stkindi('','kd_2.d',0,6);//調(diào)用日線d

buycond:= k1>d1 and k3>d3 and k5>d5 and k10>d10 and k15>d15 and k30>d30   and k60>d60 and kday>dday;//全部金叉

buyshortcond:=k1<d1 and k3<d3 and k5<d5 and k10<d10 and k15<d15 and k30<d30   and k60<d60 and kday<dday;//全部死叉

if buycond then buy(holding=0,1,market);//金叉多

if buyshortcond then buy(holding=0,1,market);//死叉空

if holding>0 and  (k1<d1 or k3<d3 or k5<d5 or k10<d10 or k15<d15 or k30<d30   or k60<d60 or kday<dday) then sell(holding>0,0,market);//當任意周期死叉了就平

if holding<0 and (k1>d1 or k3>d3 or k5>d5 or k10>d10 or k15>d15 or k30>d30   or k60>d60 or  kday>dday) then sellshort(holding<0,0,market);//當任意周期金叉了就平

if pingc then begin
sell(1,0,market);
sellshort(1,0,market);
end//收盤前平倉