金字塔落影模型-股指模型自動版

作者：金字塔來源：cxh99.com 發(fā)布時間：2013年04月14日

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模型策略源碼：input:P(26,20,100,8); input:S(12,5,40,4); input:B1(26,5,300,30); input:B2(2,0.1,10,1); input:N2(10,1,120,12); input:N3(20,1,200,20); input:N4(60,1,200,20); ma2:=ma(c,n2); ma3:=ma(c,n3); ma4:=ma(c,n4); MID := MA(CLOSE,B1); UPPER:= MID + B2*STD(CLOSE,B1); LOWER:= MID - B2*STD(CLOSE,B1),colorred; diff := EMA(CLOSE,S) - EMA(CLOSE,P); variable:vmin = 091500;//用于隔夜高開或低開時間差 if (abs(o-ref(c,1))>=20*MINDIFF AND time>090000 and time<090400) then vmin := 093000; //開多倉條件： BOPEON:=c>upper and diff>0 and c>o and c>ma4 AND THOLDING=0 AND time>vmin AND time<150000; //平多倉條件： bline:=IF(THOLDING>0,HHV(HIGH,TTYPEBAR(1,1))-110*mindiff,l-110*mindiff);//多單移動止損線 //PARTLINE(THOLDING>0, bline, colorrgb(255,0,0)); 這個在后臺不顯示 BLIQCON:= (THOLDING>0 and cross(ma3,ma2)) or (THOLDING>0 and bline>c); //開空倉條件： SOPCON:=c<lower and diff<0 and c<o and c<ma4 AND THOLDING=0 AND time>vmin AND time<150000; //平空倉條件： sline:=IF(THOLDING<0,LLV(LOW,TTYPEBAR(1,3))+110*mindiff,h+110*mindiff);//空單移動止損線 //PARTLINE(THOLDING<0, sline, colorrgb(0,255,0)); 這個在后臺不顯示 SLIQCON:= (THOLDING<0 and cross(ma2,ma3)) or (THOLDING<0 and sline<c); tsellshort(SLIQCON,THOLDING,LMT,C); tbuy(BOPEON,1,LMT,C); tsell(BLIQCON,THOLDING,LMT,C); tbuyshort(SOPCON,1,LMT,C); //收盤前平倉 tsell(time>151100 and THOLDING>0,THOLDING,LMT,C-MINDIFF*2); tsellshort(time>151100 and THOLDING<0,THOLDING,LMT,C+MINDIFF*2);

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源碼解析：

輸出INPUT:P(26,20,100,8)
輸出INPUT:S(12,5,40,4)
輸出INPUT:B1(26,5,300,30)
輸出INPUT:B2(2,0.1,10,1)
輸出INPUT:N2(10,1,120,12)
輸出INPUT:N3(20,1,200,20)
輸出INPUT:N4(60,1,200,20)
MA2賦值:收盤價的N2日簡單移動平均
MA3賦值:收盤價的N3日簡單移動平均
MA4賦值:收盤價的N4日簡單移動平均
賦值: 收盤價的B1日簡單移動平均
UPPER賦值: MID + B2*收盤價的B1日估算標(biāo)準(zhǔn)差
LOWER賦值: MID - B2*收盤價的B1日估算標(biāo)準(zhǔn)差,畫紅色
賦值: 收盤價的S日指數(shù)移動平均 - 收盤價的P日指數(shù)移動平均
輸出VARIABLE:VMIN = 091500
賦值: 093000
EON賦值:收盤價>UPPER AND DIFF>0 AND 收陽線AND 收盤價>MA4 AND THOLDING=0 AND 時間>VMIN AND 時間<150000
NE賦值:如果THOLDING>0,返回TTYPEBAR(1,1)日內(nèi)最高價的最高值-110*MINDIFF,否則返回最低價-110*MINDIFF
//多單移動止損線//PARTLINE(THOLDING>0, BLINE, COLORRGB(255,0,0))
綛LIQCON賦值: (THOLDING>0 AND MA3上穿MA2) OR (THOLDING>0 AND BLINE>收盤價)
SOPCON賦值:收盤價<LOWER AND DIFF<0 AND 收陰線AND 收盤價<MA4 AND THOLDING=0 AND 時間>VMIN AND 時間<150000
NE賦值:如果THOLDING<0,返回TTYPEBAR(1,3)日內(nèi)最低價的最低值+110*MINDIFF,否則返回最高價+110*MINDIFF
//空單移動止損線//PARTLINE(THOLDING<0, SLINE, COLORRGB(0,255,0))
維LIQCON賦值: (THOLDING www.tumamayizhan.com <0 AND MA2上穿MA3) OR (THOLDING<0 AND SLINE<收盤價)
TSELLSHORT(SLIQCON,THOLDING,LMT,收盤價)
TBUY(BOPEON,1,LMT,收盤價)
TSELL(BLIQCON,THOLDING,LMT,收盤價)
TBUYSHORT(SOPCON,1,LMT,收盤價)
//收盤前平倉TSELL(時間>151100 AND CXH99.COM THOLDING>0,THOLDING,LMT,收盤價-MINDIFF*2)
TSELLSHORT(時間>151100 AND THOLDING<0,THOLDING,LMT,收盤價+MINDIFF*2)

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