打印本文
關閉窗口
?
?來源: www.tumamayizhan.com
?
?
//該模型運行于后臺程序化模式
TA01:=AMOUNT/VOL;
TA02:=VOL/HHV(VOL,30);
TA03:=(C-REF(C,1))/REF(C,1);
TA04:=(C-O)/O;
TA05:=IF(H-C>(C-O)/3,1,0);
TA06:=IF(TA02>0.6 AND TA04>0 AND TA05=1,1,0);
TA07:=VOL/REF(VOL,1);
TA08:=IF(REF(TA06,1)=1,1,0);
TA09:=IF(REF(TA04,1)<0 AND REF(TA03,2)>0.088,1,0);
TA10:=IF(REF(TA03,1)>0.09,1,0);
TA11:=IF(REF(TA06,1)=1,(REF(H,1)-REF(C,1))/REF(C,1),0);
TA12:=BARSLAST(TA06=1);//第1個點
TA13:=(TA12+1);
TA14:=REF(TA06,TA13);
TA15:=IF(TA14=1,TA13,TA12+REF(TA12,TA13)+1);//第2個點
TA16:=IF(TA06=1,TA15,TA12);
TA17:=IF(TA16<8,REF(VOL,TA16),0);
TA18:=IF(TA16<8,REF(C,TA16),0);
TA19:=IF(TA16<8,TA16,0);
TA20:=IF((REF(H,1)>REF(H,2) or H=hhv(h,3)),1,0);
D:=IF(TA08=1 AND C>O AND TA03<0.09 AND TA20=1 AND CURRENTDATE=DATE,TA07,0);
//E1:=IF(TA08=1 AND CURRENTDATE=DATE,TA08,0);
E2:=IF(TA08=1 AND C>O AND TA03>=0.09 AND TA20=1 AND CURRENTDATE=DATE,TA07*1.45,D);
DM:=STKLABEL;
//條件判斷
//AA02:=WORSTPERCENT;
//倉位及資金管理
//AA01:=STKINDI('','市場狀態.TDC',0,6);
TB00:=TINSORT('預警板塊','新金雀.E2' ,1);
TB01:=TCASH;//可用資金
TB02:=TASSET;//帳戶市值
TB03:=TB02*(100-Y1)/100;
TB04:=TB03/Y2;
TB05:=INTPART(TB04/C);
TB06:=INTPART(Y2*0.8);
TB07:=IF(Y3>0.65 AND TB01>TB04,1,IF(Y3<=0.65 AND Y3>=0.15 AND TB01>TB03/2,1,IF(Y3<0.15 AND TB01>TB04*TB06,1,0)));
//控制日內交易次數
{IF TTOTALDAYTRADE>=300 THEN EXIT;}
//開倉和平倉
TC01:=IF(E2>0,1,0);
TC02:=BARSLAST(TC01=1);
TC03:=HHVBARS(H,30);
TC04:=MIN(TC02,TC03);
TC05:=IF(C<O,1,0);
TC06:=SUM(TC05,TC04+2);
TC07:=TAVGENTERPRICEEX2('','',0 );
TC08:=(C-TC07)/TC07;
TC09:=REF(L,TC02);
//
TBUY(E2>0.01 AND TB00<Y2 AND TB07=1 AND TBUYHOLDINGEX('','' ,0 )<TB05,TB05,MKT);
//
IF TC06>1 AND C<TC09 THEN BEGIN
TSELL(1,TBUYHOLDINGEX('','',0 ),MKT);
END
//
IF TC02=1 AND C<TC09 THEN BEGIN
TSELL(1,TBUYHOLDINGEX('','',0 ),MKT);
END
//止盈
IF TC08>0.04 AND TC08<0.08 THEN BEGIN
TSELL(1,TBUYHOLDINGEX('','',0 )/2,MKT);
END
IF TC08>0.07 AND TC08<0.12 THEN BEGIN
TSELL(1,TBUYHOLDINGEX('','',0 ),MKT);
END
//止損
IF TC08<-0.04 AND TC08>-0.08 THEN BEGIN
TSELL(1,TBUYHOLDINGEX( '','',0)/2,MKT);
END
IF TC08<-0.1 THEN BEGIN
TSELL(1,TBUYHOLDINGEX( '','',0),MKT);
END
請問哪里有問題
?
你這個是后臺程序模型，你用這個放到股票池？？
股票池是進行選股的動作，如果是程序化交易直接通過交易-后臺程序化交易