白糖有突破，無信號

作者：金字塔來源：cxh99.com 發布時間：2015年07月02日

咨詢內容： //開始執行時初始化數據IF BARPOS=1 THEN BEGIN //POSITION := 0 ;
END //IF
//如果當前是沒有持倉的狀態IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多頭進場條件 LONG := H > T20HI AND TIME>091500 AND TIME<145500 ; //多頭進場 IF LONG THEN BEGIN MYENTRYPRICE := IF(OPEN>T20HI ,OPEN ,T20HI) ; BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE+MINDIFF); POSITION := 1 ; TURTLEUNITS := 1 ; N := AVGTR ; BUYORDERTHISBAR := 1;
END //IF

//建立空頭進場條件 SHORT := L < T20LO AND TIME>091500 AND TIME<145500 ; //空頭進場 IF SHORT AND POSITION=0 THEN BEGIN MYENTRYPRICE := IF(OPEN<T20LO ,OPEN ,T20LO) ; BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE-MINDIFF); POSITION := -1 ; TURTLEUNITS := 1 ; N := AVGTR ; BUYORDERTHISBAR := 1;
END //不要跳轉，讓程序檢查同一根K線是否可以加倉 //GOTO CONTINUELINE ; END //IF [此貼子已經被作者于2014/5/6 15:26:47編輯過]
金字塔客服： 那么就是其他條件沒滿足
用戶回復： 如上圖
網友回復： // 適用于10分鐘框架圖表// 這個版本可以用于在圖表上顯示信號,也可以做自動交易// 同一根K線多次發出指令// DESIGNED BY ZHANG// 2013.12.10
//聲明參數INPUT : T20(20,15,60,1) ;INPUT : ATRLEN(20,5,60,1) ;INPUT : POSNUM(3,1,20,1) ;INPUT : M(30,5,300,5) ;INPUT : X1(20,5,100,5) ;INPUT : Y1(60,5,100,5) ;INPUT : X2(5,1,10,1) ;INPUT : Y2(10,1,10,1) ;
//通道突破模塊--------------------1
//聲明變量NT := 1 ; //調試信息帶時間戳BUYORDERTHISBAR := 0 ; //當前BAR有過交易VARIABLE:回溯值1:=20; //定義全局變量VARIABLE:回溯值2:=10; //定義全局變量
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//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VARIABLE : T20LO=CLOSE; //20周期的低點
VARIABLE : T10HI=CLOSE ; //10周期的高點VARIABLE : T10LO=CLOSE ; //10周期的低點
//自適應模塊1市場波動率:=STD(CLOSE,M);昨日市場波動率:=STD(REF(CLOSE,1),M);波動率的變化率:=(市場波動率-昨日市場波動率)/市場波動率;回溯值1:=(1+波動率的變化率)*回溯值1;//LOOKBACKDAYS回溯值1:=ROUND(回溯值1);//取整回溯值1:=MIN(回溯值1,Y1);//確認回溯值不大于60回溯值1:=MAX(回溯值1,X1);//確認回溯值不小于20X周期最高價:REF(HHV(H,回溯值1),1);X周期最低價:REF(LLV(L,回溯值1),1);
T20HI := X周期最高價 ;T20LO := X周期最低價 ;
//自適應模塊2市場波動率:=STD(CLOSE,M);昨日市場波動率:=STD(REF(CLOSE,1),M);波動率的變化率:=(市場波動率-昨日市場波動率)/市場波動率;回溯值1:=(1+波動率的變化率)*回溯值1;//LOOKBACKDAYS回溯值1:=ROUND(回溯值1);//取整回溯值1:=MIN(回溯值1,Y2);//確認回溯值不大于60回溯值1:=MAX(回溯值1,X2);//確認回溯值不小于20y周期最高價:=REF(HHV(H,回溯值1),1);y周期最低價:=REF(LLV(L,回溯值1),1);
T10HI := y周期最高價 ;T10LO := y周期最低價 ;

AVGTR := REF(MA(TR,ATRLEN),1) ;

//開始執行時初始化數據IF BARPOS=1 THEN BEGIN //POSITION := 0 ;
END //IF
//如果當前是沒有持倉的狀態IF POSITION=0 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多頭進場條件 LONG := H > T20HI AND TIME>091500 AND TIME<145500 ; //多頭進場 IF LONG THEN BEGIN MYENTRYPRICE := IF(OPEN>T20HI ,OPEN ,T20HI) ; BUY( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE+MINDIFF); POSITION := 1 ; TURTLEUNITS := 1 ; N := AVGTR ; BUYORDERTHISBAR := 1;
END //IF

//建立空頭進場條件 SHORT := L < T20LO AND TIME>091500 AND TIME<145500 ; //空頭進場 IF SHORT AND POSITION=0 THEN BEGIN MYENTRYPRICE := IF(OPEN<T20LO ,OPEN ,T20LO) ; BUYSHORT( _DEBUG,POSNUM,LIMITR,MYENTRYPRICE-MINDIFF); POSITION := -1 ; TURTLEUNITS := 1 ; N := AVGTR ; BUYORDERTHISBAR := 1;
END //不要跳轉，讓程序檢查同一根K線是否可以加倉 //GOTO CONTINUELINE ; END //IF
網友回復： //如果當前持有多頭倉位的狀態
IF POSITION=1 AND BARPOS>T20 AND H>L THEN BEGIN
//建立多頭離場條件 LONGX1 := LOW < T10LO ; IF LONGX1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN<T10LO,OPEN ,T10LO) ; SELL( _DEBUG ,POSNUM,LIMITR,MYEXITPRICE-MINDIFF); 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-MINDIFF); POSITION := 0 ; TURTLEUNITS := 0 ; END //日內平多倉 IF TIME>=145500 THEN BEGIN 收盤平多:SELL(1,POSNUM,MARKET); END
GOTO CONTINUELINE ;
END //IF

//如果當前持有空頭倉位的狀態
IF POSITION = -1 AND BARPOS>T20 AND H>L THEN BEGIN
//建立空頭離場條件 SHORTX1 :=( H > T10HI ) ;
IF SHORTX1 AND BUYORDERTHISBAR=0 THEN BEGIN MYEXITPRICE := IF(OPEN>T10HI ,OPEN ,T10HI ) ; SELLSHORT( _DEBUG,POSNUM,LIMITR,MYEXITPRICE+MINDIFF); 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+MINDIFF); POSITION := 0 ; TURTLEUNITS := 0 ; END
//日內平空倉 IF TIME>=145500 THEN BEGIN 收盤平空:SELLSHORT(1,POSNUM,MARKET); END

END //IF