開拓者飛天創富系統策略源碼[開拓者公式]
（一）思路：1.同時交易四個品種，每個品種動用總資金的10%。
2.以連續合約發出信號，交易主力合約，連續合約為data0,現主力合約為data1,下一個主力合約為data2;
3.總資金以A_CurrentEquity 表達是否正確；
4.盤中達到止損，立即以止損價止損；
5.開盤跳空越過止損價，立即以開盤價止損，但不能因集合競價出現廢單；
（二）程序代碼：
//------------------------------------------------------------------------
// 簡稱: FTCF
// 名稱: 飛天創富
// 類別: 公式應用
// 類型: 用戶應用
//------------------------------------------------------------------------
Params
Numeric m(7);
numeric P(1.5);
numeric n(0.1);
Vars
NumericSeries a;
NumericSeries b;
NumericSeries e;
numeric entrylots;
NumericSeries dtzf;
NumericSeries ktdf;
Begin
a=(3*c+l+o+h)/6;
b=(20*a+19*a[1]+18*a[2]+17*a[3]+16*a[4]+15*a[5]+14*a[6]+13*a[7]+12*a[8]+11*a[9]+10*a[10]+9*a[11]+8*a[12]+7*a[13]+6*a[14]+5*a[15]+4*a[16]+3*a[17]+2*a[18]+a[20])/210;//來源 www.tumamayizhan.com
e=average(b,m);
dtzf=c/Close[NthCon(CrossOver(b,e),1)]-1;
ktdf=1-c/Close[NthCon(CrossOver(e,b),1)];
//多頭開倉
if(crossover(b,e) and MarketPosition!=1 and ktdf<n and data1.v>data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity *0.1)/(data1.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Buy(entryLots,data1.C);
}
if(crossover(b,e) and MarketPosition!=1 AND ktdf>=n and data1.v>data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity*0.05)/(data1.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Buy(entryLots,data1.C);
}
if(crossover(b,e) and MarketPosition!=1 and ktdf<n and data1.v<data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity *0.1)/(data2.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.BuyToCover(0,data1.c);
data2.Buy(entryLots,data2.C);
}
if(crossover(b,e) and MarketPosition!=1 AND ktdf>=n and data1.v<data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity *0.05)/(data2.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.BuyToCover(0,data1.c);
data2.Buy(entryLots,data2.C);
}
//多頭開倉結束
//空頭開倉
if(Crossover(e,b) and MarketPosition!=(-1) and dtzf<n and data1.v>data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity * 0.1)/(data1.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.SellShort(entryLots,data1.c);
}//來源 www.chengxuhuajiaoyi.com
if(Crossover(e,b) and MarketPosition!=(-1) and dtzf>=n and data1.v>data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity* 0.05)/(data1.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Sellshort(entryLots,data1.c);
}
if(Crossover(e,b) and MarketPosition!=(-1) and dtzf<n and data1.v<data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity * 0.1)/(data2.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Sell(0,data1.c);
data2.SellShort(entryLots,data2.c);
}
if(Crossover(e,b) and MarketPosition!=(-1) and dtzf>=n and data1.v<data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity * 0.05)/(data2.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Sell(0,data1.c);
data2.Sellshort(entryLots,data2.c);
}
//空頭開倉結束
//多頭止損
If(marketposition==1 and data1.l<=A_BuyAvgPrice*(1-p/100) and date>lastEntryDate AND currenttime>0.090000)
{
data1.Sell(0,A_BuyAvgPrice*(1-p/100));
}
If(marketposition==1 and data1.o<=A_BuyAvgPrice*(1-p/100) and date>lastEntryDate AND currenttime>0.090000)
{
data1.Sell(0,o);
}
//多頭止損結束
//空頭止損
If(marketposition==(-1) and data1.h>=A_sellAvgPrice*(1+p/100) and date>lastEntryDate AND currenttime>0.090000)
{
data1.BuyToCover(0,A_sellAvgPrice*(1+p/100));
}
If(marketposition==(-1) and data1.o>=A_sellAvgPrice*(1+p/100) and date>lastEntryDate AND currenttime>0.090000)
{
data1.BuyToCover(0,o);
}
//空頭止損結束
End
//------------------------------------------------------------------------
// 編譯版本 GS2010.12.08
// 用戶版本 2013/01/29 13:58
// 版權所有
// 更改聲明 TradeBlazer Software保留對TradeBlazer平臺
// 每一版本的TrabeBlazer公式修改和重寫的權利
//------------------------------------------------------------------------
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