公式修改 [金字塔]
- 咨詢內(nèi)容：
INPUT : T20(20,15,60,1) ;
INPUT : T10(10,10,30,1);
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(1,1,20,1) ;
//聲明變量
NT := 1 ; //調(diào)試信息帶時間戳
BUYORDERTHISBAR := 0 ; //當(dāng)前BAR有過交易
VARIABLE : _DEBUG = 1 ; //是否輸出前臺交易指令
VARIABLE : _TDEBUG = 1 ; //是否輸出后臺交易指令
VARIABLE : _DEBUGOUT = 0 ; //是否輸出后臺交易的調(diào)試信息
VARIABLE : MYENTRYPRICE =0 ; //開倉價格
VARIABLE : MYEXITPRICE =0 ; //平倉價格
VARIABLE : TURTLEUNITS=0 ; //交易單位
VARIABLE : POSITION=0 ; //倉位狀態(tài)
//0表示沒有倉位，1表示持有多頭， -1表示持有空頭
VARIABLE : T20HI=CLOSE ; //20周期的高點(diǎn)
VARIABLE : T20LO=CLOSE ; //20周期的低點(diǎn)
VARIABLE : T10HI=CLOSE ; //10周期的高點(diǎn)
VARIABLE : T10LO=CLOSE ; //10周期的低點(diǎn)
//準(zhǔn)備需要計算的變量
T20HI := REF(HHV(H,T20),1) ;
T20LO := REF(LLV(L,T20),1) ;
T10HI := REF(HHV(H,T10),1) ;
T10LO := REF(LLV(L,T10),1) ;
AVGTR := REF(MA(TR,ATRLEN),1) ;
//開始執(zhí)行時 初始化數(shù)據(jù)
IF BARPOS=1 THEN BEGIN
//POSITION := 0 ;
END //IF
//如果當(dāng)前是沒有持倉的狀態(tài)
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多頭進(jìn)場條件
LONG := H > T20HI ;
//多頭進(jìn)場
IF LONG THEN BEGIN
MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;
BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := 1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
END //IF
//建立空頭進(jìn)場條件
SHORT := L < T20LO ;
//空頭進(jìn)場
IF SHORT AND POSITION=0 THEN BEGIN
MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;
BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := -1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;
END
//不要跳轉(zhuǎn)，讓程序檢查同一根K線是否可以加倉
//GOTO CONTINUELINE ;
END //IF
//如果當(dāng)前持有多頭倉位的狀態(tài)
IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
//多頭加倉條件
WHILE (HIGH>MYENTRYPRICE+0.5*N) AND TURTLEUNITS<4 DO BEGIN
MYENTRYPRICE := IF(OPEN>MYENTRYPRICE+0.5*N ,OPEN ,MYENTRYPRICE+0.5*N ) ;
MYENTRYPRICE := CEILING(MYENTRYPRICE/MINDIFF)*MINDIFF ;
BUY( _DEBUG, POSNUM, LIMITR, MYENTRYPRICE);
TURTLEUNITS := TURTLEUNITS+1 ;
BUYORDERTHISBAR := 1;
END //WHILE
//建立多頭離場條件
LONGX1 := (LOW < T10LO) ;
IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
//建立多頭止損條件
LONGX2 := (LOW<MYENTRYPRICE-2*N) ;
IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;
MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
GOTO CONTINUELINE ;
END //IF
//如果當(dāng)前持有空頭倉位的狀態(tài)
IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN
//空頭加倉條件
WHILE (LOW<MYENTRYPRICE-0.5*N) AND TURTLEUNITS<4 DO BEGIN
MYENTRYPRICE := IF(OPEN<MYENTRYPRICE-0.5*N ,OPEN ,MYENTRYPRICE-0.5*N ) ;
MYENTRYPRICE := FLOOR(MYENTRYPRICE/MINDIFF)*MINDIFF ;
BUYSHORT( _DEBUG,POSNUM, LIMITR, MYENTRYPRICE);
TURTLEUNITS := TURTLEUNITS+1 ;
BUYORDERTHISBAR := 1;
END //IF
//建立空頭離場條件
SHORTX1 := H > T10HI ;
IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
//建立空頭止損條件
SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;
IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;
MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
END //IF
//顯示賬戶狀態(tài)
CONTINUELINE@ 資產(chǎn):ASSET,LINETHICK0;
可用現(xiàn)金:CASH(0),LINETHICK0;
POS:HOLDING,LINETHICK0;
交易次數(shù):TOTALDAYTRADE, LINETHICK0 ;
IF _DEBUGOUT>0 THEN BEGIN
DEBUGFILE2('C:\DEBUGFILE.TXT','BARPOS=%.0F' ,BARPOS,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','T20HI=%.2F' ,T20HI ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','N=%.2F' ,N ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','CLOSE=%.2F' ,C ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','POSITION=%.0F' ,POSITION,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','TURTLEUNITS=%.0F' ,TURTLEUNITS,NT ) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','MYENTRYPRICE=%.0F' ,MYENTRYPRICE ,NT) ;
DEBUGFILE2('C:\DEBUGFILE.TXT','MYEXITPRICE=%.0F' ,MYEXITPRICE ,NT) ;
END //IF
當(dāng)前持倉:HOLDING,COLORGRAY,LINETHICK0;
當(dāng)前資產(chǎn):ASSET,NOAXIS,COLORGRAY;
您好老師，這個公式幫我把加倉程序去掉好嗎？我不需要加倉我只需要固定手?jǐn)?shù)交易就行啦 - 金字塔客服：
INPUT : T20(20,15,60,1) ;
INPUT : T10(10,10,30,1);
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(1,1,20,1) ;//聲明變量
NT := 1 ; //調(diào)試信息帶時間戳
BUYORDERTHISBAR := 0 ; //當(dāng)前BAR有過交易VARIABLE : _DEBUG = 1 ; //是否輸出前臺交易指令
VARIABLE : _TDEBUG = 1 ; //是否輸出后臺交易指令
VARIABLE : _DEBUGOUT = 0 ; //是否輸出后臺交易的調(diào)試信息VARIABLE : MYENTRYPRICE =0 ; //開倉價格
VARIABLE : MYEXITPRICE =0 ; //平倉價格VARIABLE : TURTLEUNITS=0 ; //交易單位
VARIABLE : POSITION=0 ; //倉位狀態(tài)
//0表示沒有倉位，1表示持有多頭， -1表示持有空頭VARIABLE : T20HI=CLOSE ; //20周期的高點(diǎn)
VARIABLE : T20LO=CLOSE ; //20周期的低點(diǎn)VARIABLE : T10HI=CLOSE ; //10周期的高點(diǎn)
VARIABLE : T10LO=CLOSE ; //10周期的低點(diǎn)//準(zhǔn)備需要計算的變量
T20HI := REF(HHV(H,T20),1) ;
T20LO := REF(LLV(L,T20),1) ;T10HI := REF(HHV(H,T10),1) ;
T10LO := REF(LLV(L,T10),1) ;AVGTR := REF(MA(TR,ATRLEN),1) ;
//開始執(zhí)行時 初始化數(shù)據(jù)
IF BARPOS=1 THEN BEGIN
//POSITION := 0 ;END //IF
//如果當(dāng)前是沒有持倉的狀態(tài)
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN//建立多頭進(jìn)場條件
LONG := H > T20HI ;//多頭進(jìn)場
IF LONG and holding=0 THEN BEGIN
MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;
BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := 1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;END //IF
//建立空頭進(jìn)場條件
SHORT := L < T20LO ;//空頭進(jìn)場
IF SHORT AND POSITION=0 and holding=0 THEN BEGIN
MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;
BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := -1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;END
//不要跳轉(zhuǎn)，讓程序檢查同一根K線是否可以加倉
//GOTO CONTINUELINE ;END //IF
//如果當(dāng)前持有多頭倉位的狀態(tài)//建立多頭離場條件
LONGX1 := (LOW < T10LO) ;IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END//建立多頭止損條件
LONGX2 := (LOW<MYENTRYPRICE-2*N) ;IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;
MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
ENDGOTO CONTINUELINE ;
//如果當(dāng)前持有空頭倉位的狀態(tài)//建立空頭離場條件
SHORTX1 := H > T10HI ;IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END//建立空頭止損條件
SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;
MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END//IF
//顯示賬戶狀態(tài)
CONTINUELINE@ 資產(chǎn):ASSET,LINETHICK0;
可用現(xiàn)金:CASH(0),LINETHICK0;
POS:HOLDING,LINETHICK0;
交易次數(shù):TOTALDAYTRADE, LINETHICK0 ; - 用戶回復(fù)：
老師您好，加載上去什么也不顯示啊
- 網(wǎng)友回復(fù)：
可以在修改一下嗎老師
- 網(wǎng)友回復(fù)：
INPUT : T20(20,15,60,1) ;
INPUT : T10(10,10,30,1);
INPUT : ATRLEN(20,15,30,1) ;
INPUT : POSNUM(1,1,20,1) ;//聲明變量
NT := 1 ; //調(diào)試信息帶時間戳
BUYORDERTHISBAR := 0 ; //當(dāng)前BAR有過交易VARIABLE : _DEBUG = 1 ; //是否輸出前臺交易指令
VARIABLE : _TDEBUG = 1 ; //是否輸出后臺交易指令
VARIABLE : _DEBUGOUT = 0 ; //是否輸出后臺交易的調(diào)試信息VARIABLE : MYENTRYPRICE =0 ; //開倉價格
VARIABLE : MYEXITPRICE =0 ; //平倉價格VARIABLE : TURTLEUNITS=0 ; //交易單位
VARIABLE : POSITION=0 ; //倉位狀態(tài)
//0表示沒有倉位，1表示持有多頭， -1表示持有空頭VARIABLE : T20HI=CLOSE ; //20周期的高點(diǎn)
VARIABLE : T20LO=CLOSE ; //20周期的低點(diǎn)VARIABLE : T10HI=CLOSE ; //10周期的高點(diǎn)
VARIABLE : T10LO=CLOSE ; //10周期的低點(diǎn)//準(zhǔn)備需要計算的變量
T20HI := REF(HHV(H,T20),1) ;
T20LO := REF(LLV(L,T20),1) ;T10HI := REF(HHV(H,T10),1) ;
T10LO := REF(LLV(L,T10),1) ;AVGTR := REF(MA(TR,ATRLEN),1) ;
//開始執(zhí)行時 初始化數(shù)據(jù)
IF BARPOS=1 THEN BEGIN
//POSITION := 0 ;END //IF
//如果當(dāng)前是沒有持倉的狀態(tài)
IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN//建立多頭進(jìn)場條件
LONG := H > T20HI ;//多頭進(jìn)場
IF LONG and holding=0 THEN BEGIN
MYENTRYPRICE := IF(OPEN>T20HI+MINDIFF ,OPEN ,T20HI+MINDIFF ) ;
BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := 1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;END //IF
//建立空頭進(jìn)場條件
SHORT := L < T20LO ;//空頭進(jìn)場
IF SHORT AND POSITION=0 and holding=0 THEN BEGIN
MYENTRYPRICE := IF(OPEN<T20LO-MINDIFF ,OPEN ,T20LO-MINDIFF ) ;
BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE);
POSITION := -1 ;
TURTLEUNITS := 1 ;
N := AVGTR ;
BUYORDERTHISBAR := 1;END
//不要跳轉(zhuǎn)，讓程序檢查同一根K線是否可以加倉
//GOTO CONTINUELINE ;END //IF
//如果當(dāng)前持有多頭倉位的狀態(tài)//建立多頭離場條件
LONGX1 := (LOW < T10LO) ;IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<T10LO-MINDIFF ,OPEN ,T10LO-MINDIFF ) ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END//建立多頭止損條件
LONGX2 := (LOW<MYENTRYPRICE-2*N) ;IF LONGX2 AND POSITION=1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN<MYENTRYPRICE-2*N ,OPEN ,MYENTRYPRICE-2*N ) ;
MYEXITPRICE := FLOOR(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELL( _DEBUG ,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END
//如果當(dāng)前持有空頭倉位的狀態(tài)//建立空頭離場條件
SHORTX1 := H > T10HI ;IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>T10HI+MINDIFF ,OPEN ,T10HI+MINDIFF ) ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END//建立空頭止損條件
SHORTX2 := HIGH > MYENTRYPRICE + 2*N ;IF SHORTX2 AND POSITION = -1 AND BUYORDERTHISBAR=0 THEN BEGIN
MYEXITPRICE := IF(OPEN>MYENTRYPRICE+2*N ,OPEN ,MYENTRYPRICE+2*N ) ;
MYEXITPRICE := CEILING(MYEXITPRICE/MINDIFF)*MINDIFF ;
SELLSHORT( _DEBUG,0,LIMITR,MYEXITPRICE);
POSITION := 0 ;
TURTLEUNITS := 0 ;
END//IF
//顯示賬戶狀態(tài)
資產(chǎn):ASSET,LINETHICK0;
可用現(xiàn)金:CASH(0),LINETHICK0;
POS:HOLDING,LINETHICK0;
交易次數(shù):TOTALDAYTRADE, LINETHICK0 ;
有思路，想編寫各種指標(biāo)公式，程序化交易模型，選股公式，預(yù)警公式的朋友
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