tb公式想改文華wh8

作者：文華財(cái)經(jīng) 來(lái)源：cxh99.com 發(fā)布時(shí)間：2018年09月03日

咨詢(xún)內(nèi)容： ?
ParamsNumeric Length1(88); //均線 Numeric LEntry(25); //進(jìn)場(chǎng)M根K線最高點(diǎn) Numeric LSell(48); //進(jìn)場(chǎng)n根K線最低點(diǎn) Numeric StopPCT(0.1); //固定比例止損 Numeric FixXIELV(27); //斜率界定 Numeric FixJump(1); ? ? Numeric TrailingStart1(10); // 跟蹤止損啟動(dòng)設(shè)置1? ? Numeric TrailingStop1(10); ?// 跟蹤止損設(shè)置1
? ? Numeric TrailingStart2(100); // 跟蹤止損啟動(dòng)設(shè)置1? ? Numeric TrailingStop2(60); ?// 跟蹤止損設(shè)置1? ??? ? Numeric KaiD(-20);?? ? Numeric KaiK(-40);?
vars Numeric XIELV; //MA斜率，用于過(guò)濾 NumericSeries MA1; //MA均線，用于過(guò)濾信號(hào)? ? ? ? ? ?? NumericSeries ShortStop; ? ? ? ? ? ? NumericSeries LongStop; NumericSeries EntryHi; ? ? ? ? ? ? ? NumericSeries EntryLo; ?? NumericSeries SellHi; NumericSeries SellLo; ? ? ? ? ? ? ?? NumericSeries TradeNum; //記錄信號(hào)開(kāi)始天數(shù) Numeric MinPoint; ? ? ? ? ? // 一個(gè)最小變動(dòng)單位，也就是一跳? ? Numeric MyEntryPrice; ? ? ? // 開(kāi)倉(cāng)價(jià)格，本例是開(kāi)倉(cāng)均價(jià)，也可根據(jù)需要設(shè)置為某次入場(chǎng)的價(jià)格? ? Numeric MyExitPrice; ? ? ? ?// 平倉(cāng)價(jià)格 ? ? NumericSeries HighestAfterEntry; ? ? ? ?// 開(kāi)倉(cāng)后出現(xiàn)的最高價(jià)? ? NumericSeries LowestAfterEntry; ? ? ? ? // 開(kāi)倉(cāng)后出現(xiàn)的最低價(jià)

begin MinPoint=MinMove*PriceScale; //Length1均線 MA1=Summation(Close,Length1)/Length1; PlotNumeric("MA1",MA1); //入場(chǎng)點(diǎn)，開(kāi)多和開(kāi)空點(diǎn)，突破LEntry天最高或最低 EntryHi = Highest(high[1],LEntry); EntryLo ?= Lowest(low[1],LEntry); //離場(chǎng)點(diǎn)，止盈點(diǎn)，LSell天較高或較低 SellHi=Highest(high[1],LSell); SellLo= Lowest(low[1],LSell); if (BarStatus==0 || TradeNum >=3) { TradeNum = -1; } if(Time!=Time[1] && tradenum>=0) { TradeNum = TradeNum[1]+1; } ? ? If(BarsSinceentry == 0)? ? {? ? ? ? HighestAfterEntry = Close;? ? ? ? LowestAfterEntry = Close;? ? ? ? If(MarketPosition <> 0)? ? ? ? {? ? ? ? ? ? HighestAfterEntry = Max(HighestAfterEntry,AvgEntryPrice); ? // 開(kāi)倉(cāng)的Bar，將開(kāi)倉(cāng)價(jià)和當(dāng)時(shí)的收盤(pán)價(jià)的較大值保留到HighestAfterEntry? ? ? ? ? ? LowestAfterEntry = Min(LowestAfterEntry,AvgEntryPrice); ? ? // 開(kāi)倉(cāng)的Bar，將開(kāi)倉(cāng)價(jià)和當(dāng)時(shí)的收盤(pán)價(jià)的較小值保留到LowestAfterEntry? ? ? ? }? ? }else? ? {? ? ? ? HighestAfterEntry = Max(HighestAfterEntry,High); // 記錄下當(dāng)前Bar的最高點(diǎn)，用于下一個(gè)Bar的跟蹤止損判斷? ? ? ? LowestAfterEntry = Min(LowestAfterEntry,Low); ? ?// 記錄下當(dāng)前Bar的最低點(diǎn)，用于下一個(gè)Bar的跟蹤止損判斷? ? } Commentary("MAID:"+Text(((High -MA1[1])*10000/MA1[1])-FixXIELV)); Commentary("MAIK:"+Text(((Low -MA1[1])*10000/MA1[1])-FixXIELV)); if(MarketPosition ==0 and TradeNum<0 ) { If( high>EntryHi ?&& (((High -MA1[1])*10000/MA1[1])-FixXIELV) >KaiD )////CrossOver(high,EntryHi) ? ? high>MA1 && { TradeNum = 0; myEntryPrice = min(high,EntryHi ); myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice);? Buy(0,myEntryPrice+FixJump*MinPoint); //止損點(diǎn)，兩天較低 //LongStop=low[1]; LongStop=Max(Highest(low[1],2),myEntryPrice*(1-StopPCT/100)); } If( Low<EntryLo ?&& (((Low -MA1[1])*10000/MA1[1])+FixXIELV)< KaiK) //// ? ?CrossUnder(Low,EntryLo) ?low <MA1 ?&& { TradeNum = 0; myEntryPrice = max(low,EntryLo ?); myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice);? SellShort(0,myEntryPrice-FixJump*MinPoint); //止損點(diǎn)，兩天較高 ShortStop= Min(Lowest(high[1],2),myEntryPrice*(1+StopPCT/100)); ? } } ?? ?? If(MarketPosition ==1) { if (BarsSinceEntry>0 && Low<LongStop) { myExitPrice = max(low,LongStop ); myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); Sell(0,myExitPrice-FixJump*MinPoint); }else if (BarsSinceEntry>0 && Low<SellLo) //(XIELV<0) { myExitPrice = max(low,SellLo ); myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); Sell(0,myExitPrice-FixJump*MinPoint); }else if(HighestAfterEntry[1] >= EntryPrice + TrailingStart2*MinPoint)// 第一級(jí)跟蹤止損的條件表達(dá)式? ? ? ? {? ? ? ? ? ? If(Low <= HighestAfterEntry[1] - TrailingStop2*MinPoint)? ? ? ? ? ? {? ? ? ? ? ? ? ? MyExitPrice = Max(Low,HighestAfterEntry[1] - TrailingStop2*MinPoint);? ? ? ? ? ? ? ? myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); ? ? // 如果該Bar開(kāi)盤(pán)價(jià)有跳空觸發(fā)，則用開(kāi)盤(pán)價(jià)代替? ? ? ? ? ? ? ? Sell(0,MyExitPrice-FixJump*MinPoint);? ? ? ? ? ? }? ? ? ? }else if(HighestAfterEntry[1] >= EntryPrice + TrailingStart1*MinPoint)// 第一級(jí)跟蹤止損的條件表達(dá)式? ? ? ? {? ? ? ? ? ? If(Low <= HighestAfterEntry[1] - TrailingStop1*MinPoint)? ? ? ? ? ? {? ? ? ? ? ? ? ? MyExitPrice = Max(Low,HighestAfterEntry[1] - TrailingStop1*MinPoint);? ? ? ? ? ? ? ? myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); ? ? // 如果該Bar開(kāi)盤(pán)價(jià)有跳空觸發(fā)，則用開(kāi)盤(pán)價(jià)代替? ? ? ? ? ? ? ? Sell(0,MyExitPrice-FixJump*MinPoint);? ? ? ? ? ? }? ? ? ? }
} ?? If(MarketPosition ==-1) { if(BarsSinceEntry>0 && high>ShortStop) { myExitPrice = min(high,ShortStop ); myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); BuyToCover(0,myExitPrice+FixJump*MinPoint); }else if(BarsSinceEntry>0 && high>SellHi) //(XIELV>0) { myExitPrice = min(high,SellHi);? myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); BuyToCover(0,myExitPrice+FixJump*MinPoint); }else if(LowestAfterEntry[1] <= EntryPrice - TrailingStart2*MinPoint)// 第一級(jí)跟蹤止損的條件表達(dá)式? ? ? ? {? ? ? ? ? ? If(High >= LowestAfterEntry[1] + TrailingStop2*MinPoint)? ? ? ? ? ? {? ? ? ? ? ? ? ? MyExitPrice = min(high,LowestAfterEntry[1] + TrailingStop2*MinPoint);? ? ? ? ? ? ? ? myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); ? ? // 如果該Bar開(kāi)盤(pán)價(jià)有跳空觸發(fā)，則用開(kāi)盤(pán)價(jià)代替? ? ? ? ? ? ? ? BuyToCover(0,MyExitPrice+FixJump*MinPoint);? ? ? ? ? ? }? ? ? ? }else if(LowestAfterEntry[1] <= EntryPrice - TrailingStart1*MinPoint)// 第一級(jí)跟蹤止損的條件表達(dá)式? ? ? ? {? ? ? ? ? ? If(High >= LowestAfterEntry[1] + TrailingStop1*MinPoint)? ? ? ? ? ? {? ? ? ? ? ? ? ? MyExitPrice = min(high,LowestAfterEntry[1] + TrailingStop1*MinPoint);? ? ? ? ? ? ? ? myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); ? ? // 如果該Bar開(kāi)盤(pán)價(jià)有跳空觸發(fā)，則用開(kāi)盤(pán)價(jià)代替? ? ? ? ? ? ? ? BuyToCover(0,MyExitPrice+FixJump*MinPoint);? ? ? ? ? ? }? ? ? ? } }? ? ? ? Commentary("TradeNum:"+Text(TradeNum)); Commentary("Time:"+TimeToString(TIME[1])); end
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?來(lái)源:程序化99
文華技術(shù)人員： ?WH8是麥語(yǔ)言編寫(xiě)平臺(tái)，直接改寫(xiě)您的模型是很復(fù)雜的
但我們提供MQ軟件，兼容了TB的編寫(xiě)方式，您模型進(jìn)行簡(jiǎn)單修改，就能在MQ上使用了
您到官網(wǎng)下載mq即可?http://mq.wenhua.com.cn/
代碼如下修改
ParamsNumeric Length1(88); //均線Numeric LEntry(25); //進(jìn)場(chǎng)M根K線最高點(diǎn)Numeric LSell(48); //進(jìn)場(chǎng)n根K線最低點(diǎn)Numeric FixXIELV(27); //斜率界定Numeric FixJump(1);Numeric TrailingStart1(10); // 跟蹤止損啟動(dòng)設(shè)置1Numeric TrailingStop1(10); ?// 跟蹤止損設(shè)置1Numeric TrailingStart2(100); // 跟蹤止損啟動(dòng)設(shè)置1Numeric TrailingStop2(60); ?// 跟蹤止損設(shè)置1Numeric KaiD(-20);?varsNumeric StopPCT; //固定比例止損Numeric XIELV; //MA斜率，用于過(guò)濾Numeric KaiK(-40);?NumericSeries MA1; //MA均線，用于過(guò)濾信號(hào)NumericSeries ShortStop;NumericSeries LongStop;NumericSeries EntryHi; ?NumericSeries EntryLo; ??NumericSeries SellHi;NumericSeries SellLo; ??NumericSeries TradeNum;//記錄信號(hào)開(kāi)始天數(shù)Numeric MinPoint; ? // 一個(gè)最小變動(dòng)單位，也就是一跳Numeric MyEntryPrice; ? // 開(kāi)倉(cāng)價(jià)格，本例是開(kāi)倉(cāng)均價(jià)，也可根據(jù)需要設(shè)置為某次入場(chǎng)的價(jià)格Numeric MyExitPrice;// 平倉(cāng)價(jià)格NumericSeries HighestAfterEntry;// 開(kāi)倉(cāng)后出現(xiàn)的最高價(jià)NumericSeries LowestAfterEntry; // 開(kāi)倉(cāng)后出現(xiàn)的最低價(jià)beginStopPCT=0.1;MinPoint=MinMove*PriceScale;MA1=Summation(Close,Length1)/Length1;PlotNumeric("MA1",MA1);EntryHi = Highest(high[1],LEntry);EntryLo ?= Lowest(low[1],LEntry);SellHi=Highest(high[1],LSell);SellLo= Lowest(low[1],LSell);if (BarStatus==0 || TradeNum >=3){TradeNum = -1;}
if(Time!=Time[1] && tradenum>=0){TradeNum = TradeNum[1]+1;}If(BarsSinceentry == 0){HighestAfterEntry = Close;LowestAfterEntry = Close;If(MarketPosition <> 0){HighestAfterEntry = Max(HighestAfterEntry,AvgEntryPrice); ? // 開(kāi)倉(cāng)的Bar，將開(kāi)倉(cāng)價(jià)和當(dāng)時(shí)的收盤(pán)價(jià)的較大值保留到HighestAfterEntryLowestAfterEntry = Min(LowestAfterEntry,AvgEntryPrice); // 開(kāi)倉(cāng)的Bar，將開(kāi)倉(cāng)價(jià)和當(dāng)時(shí)的收盤(pán)價(jià)的較小值保留到LowestAfterEntry}}else{HighestAfterEntry = Max(HighestAfterEntry,High); // 記錄下當(dāng)前Bar的最高點(diǎn)，用于下一個(gè)Bar的跟蹤止損判斷LowestAfterEntry = Min(LowestAfterEntry,Low);// 記錄下當(dāng)前Bar的最低點(diǎn)，用于下一個(gè)Bar的跟蹤止損判斷}Commentary("MAID:"+Text(((High -MA1[1])*10000/MA1[1])-FixXIELV));Commentary("MAIK:"+Text(((Low -MA1[1])*10000/MA1[1])-FixXIELV));if(MarketPosition ==0 and TradeNum<0 ){If( high>EntryHi ?&& (((High -MA1[1])*10000/MA1[1])-FixXIELV) >KaiD )////CrossOver(high,EntryHi) high>MA1 &&{TradeNum = 0;myEntryPrice = min(high,EntryHi );myEntryPrice = IIF(myEntryPrice < Open, Open,myEntryPrice);?Buy(0,myEntryPrice+FixJump*MinPoint);LongStop=Max(Highest(low[1],2),myEntryPrice*(1-StopPCT/100));}If( Low<EntryLo ?&& (((Low -MA1[1])*10000/MA1[1])+FixXIELV)< KaiK) ////CrossUnder(Low,EntryLo) ?low <MA1 ?&&{TradeNum = 0;myEntryPrice = max(low,EntryLo ?);myEntryPrice = IIF(myEntryPrice > Open, Open,myEntryPrice);?SellShort(0,myEntryPrice-FixJump*MinPoint);ShortStop= Min(Lowest(high[1],2),myEntryPrice*(1+StopPCT/100));}}If(MarketPosition ==1){if (BarsSinceEntry>0 && Low<LongStop){
myExitPrice = max(low,LongStop );
myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice);
Sell(0,myExitPrice-FixJump*MinPoint);

}else if (BarsSinceEntry>0 && Low<SellLo) //(XIELV<0)
{
myExitPrice = max(low,SellLo );
myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice);
Sell(0,myExitPrice-FixJump*MinPoint);

}else if(HighestAfterEntry[1] >= EntryPrice + TrailingStart2*MinPoint)// 第一級(jí)跟蹤止損的條件表達(dá)式{If(Low <= HighestAfterEntry[1] - TrailingStop2*MinPoint){MyExitPrice = Max(Low,HighestAfterEntry[1] - TrailingStop2*MinPoint);myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 如果該Bar開(kāi)盤(pán)價(jià)有跳空觸發(fā)，則用開(kāi)盤(pán)價(jià)代替Sell(0,MyExitPrice-FixJump*MinPoint);}}else if(HighestAfterEntry[1] >= EntryPrice + TrailingStart1*MinPoint)// 第一級(jí)跟蹤止損的條件表達(dá)式{If(Low <= HighestAfterEntry[1] - TrailingStop1*MinPoint){MyExitPrice = Max(Low,HighestAfterEntry[1] - TrailingStop1*MinPoint);myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 如果該Bar開(kāi)盤(pán)價(jià)有跳空觸發(fā)，則用開(kāi)盤(pán)價(jià)代替Sell(0,MyExitPrice-FixJump*MinPoint);}}}If(MarketPosition ==-1){if(BarsSinceEntry>0 && high>ShortStop){myExitPrice = min(high,ShortStop );myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice);BuyToCover(0,myExitPrice+FixJump*MinPoint);}else if(BarsSinceEntry>0 && high>SellHi) //(XIELV>0){myExitPrice = min(high,SellHi);?myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice);BuyToCover(0,myExitPrice+FixJump*MinPoint);}else if(LowestAfterEntry[1] <= EntryPrice - TrailingStart2*MinPoint)// 第一級(jí)跟蹤止損的條件表達(dá)式{If(High >= LowestAfterEntry[1] + TrailingStop2*MinPoint){MyExitPrice = min(high,LowestAfterEntry[1] + TrailingStop2*MinPoint);myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 如果該Bar開(kāi)盤(pán)價(jià)有跳空觸發(fā)，則用開(kāi)盤(pán)價(jià)代替BuyToCover(0,MyExitPrice+FixJump*MinPoint);}}else if(LowestAfterEntry[1] <= EntryPrice - TrailingStart1*MinPoint)// 第一級(jí)跟蹤止損的條件表達(dá)式{If(High >= LowestAfterEntry[1] + TrailingStop1*MinPoint){MyExitPrice = min(high,LowestAfterEntry[1] + TrailingStop1*MinPoint);myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 如果該Bar開(kāi)盤(pán)價(jià)有跳空觸發(fā)，則用開(kāi)盤(pán)價(jià)代替BuyToCover(0,MyExitPrice+FixJump*MinPoint);}}}Commentary("TradeNum:"+Text(TradeNum));Commentary("Time:"+TimeToString(TIME[1]));end
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?來(lái)源: www.tumamayizhan.com
文華客服： ?想改成WH8麥語(yǔ)言的 ? 這個(gè)TB的交易方式不是很穩(wěn)定我實(shí)際運(yùn)行的時(shí)候和回測(cè)的時(shí)候價(jià)格老是不一致

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網(wǎng)友回復(fù)： ?MQ（wh9）的回測(cè)運(yùn)行機(jī)制和wh8一樣的，只是模型語(yǔ)言不一樣。
回測(cè)和運(yùn)行的一致性，和wh8也是一樣的，請(qǐng)放心使用

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網(wǎng)友回復(fù)： ?我加載到MQ里沒(méi)有交易?
?但是我在TB里是有的