金字塔多頭策略/空頭策略 DD-link /KK-link 時間網格交易策略源碼

作者：金字塔來源：cxh99.com 發布時間：2020年10月17日

//+++++++++++++++++++DD-LINK+++++++++++++++++++++++++++

//WARNING_DISABLE:9;

{===========================================================================================}

INPUT:T0(3,2,240,1),BMIN(1,1,100,1),BMAX(40,1,100,1);

HOLDING0:=IF(HOLDING<>DAYHOLDING,DAYHOLDING,HOLDING);

AVGENTERPRICE0:=IF(AVGENTERPRICE<>AVGENTERPRICE,AVGENTERPRICE,AVGENTERPRICE);

{===========================================================================================}

{

TR0:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)),NOAXIS;//,LINETHICK0;

ATR0:MA(TR0,14),NOAXIS;//,LINETHICK0;

TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)),NOAXIS;//,LINETHICK0;

ATR1:REF(MA(TR1,14),1),NOAXIS;//,LINETHICK0;

{===========================================================================================}

OPEND:="$OPEN#DAY";

CLOSED:="$CLOSE#DAY";

HIGHD:="$HIGH#DAY";

LOWD:="$LOW#DAY";

VOLD:="$VOL#DAY";

BZJ0:=ROUND( ( REF(CLOSED,0) * MULTIPLIER * (TACCOUNT(41)+TACCOUNT(42))/2 ) ),NOAXIS,LINETHICK0;

FY0:=OPENPROFIT,NOAXIS;//,LINETHICK0;

保0:BZJ0,NOAXIS,LINETHICK0;

浮0:FY0,NOAXIS,LINETHICK0;

ZCK0:=ROUND( ( (( CASH(0)+CASH(1) )/2) * (BMIN/100) ) / BZJ0 ),NOAXIS,LINETHICK0;

ZCK1:=ROUND( ( (( CASH(0)+CASH(1) )/2) * (BMAX/100) ) / BZJ0 ),NOAXIS,LINETHICK0;

基:ZCK0,NOAXIS,LINETHICK0;

極:ZCK1,NOAXIS,LINETHICK0;

ZCB0:=( (CASH(0)+CASH(1))/2 )/(ASSET),NOAXIS,LINETHICK0;

比:=ZCB0,NOAXIS,LINETHICK0;

JYF0:=GEGCHARGE(\'\',REF(CLOSED,0),1,0)*2,NOAXIS,LINETHICK0;

費:JYF0,NOAXIS,LINETHICK0;

MMC0:=( (DYNAINFO(34)-DYNAINFO(28)) )*MULTIPLIER,NOAXIS,LINETHICK0;

差:MMC0,NOAXIS,LINETHICK0;

ZXBD:=DYNAINFO(208)*MULTIPLIER,NOAXIS,LINETHICK0;

//XS:( IF(JYF>=MMC,JYF,MMC)-IF(MMC>=JYF,JYF,MMC) )/IF(JYF>=MMC,JYF,MMC),NOAXIS,LINETHICK0;

//DC:(1+ROUND(IF(XS<=1,1,XS)))*( (DYNAINFO(34)-DYNAINFO(28)) ),NOAXIS,LINETHICK0;

{===========================================================================================}

倉:HOLDING0,NOAXIS,LINETHICK0;

資:ASSET,NOAXIS,LINETHICK1;

金:CASH(0),NOAXIS,LINETHICK0;

凈:NETPROFIT,NOAXIS,COLORYELLOW,LINETHICK0;

浮:OPENPROFIT,NOAXIS,LINETHICK0;

幅:OPENPROFITPER,NOAXIS,LINETHICK0;

撤:MAXDRAWDOWN,NOAXIS,LINETHICK0;

幅0:MAXDRAWDOWNPCT,NOAXIS,LINETHICK0;

虧:GROSSLOSS,NOAXIS,LINETHICK0;

盈:BESTTRADE,NOAXIS,LINETHICK0;

回:ANNUALRETURNRATER,NOAXIS,LINETHICK0;

年:ANNUALRETURNRATE,NOAXIS,LINETHICK0;

風:=PROFITRISKRATIO,NOAXIS,LINETHICK0;

次:=TOTALDAYTRADE,NOAXIS,LINETHICK0;

{++++++++++++++++++++++++++++++++++}

HMIN:=ZCK0;

HMAX:=ZCK1;

H1:=HMIN;

H2:=H1*2;

H3:=H1*3;

{=============================================================================}

ZQ1:=IF(DATATYPE=1,1,0);

ZQ3:=IF(DATATYPE=17,3,0);

ZQ5:=IF(DATATYPE=2,5,0);

ZQ10:=IF(DATATYPE=18,10,0);

ZQ15:=IF(DATATYPE=3,15,0);

ZQ30:=IF(DATATYPE=4,30,0);

ZQ60:=IF(DATATYPE=5,60,0);

ZQF:=IF(DATATYPE=13,DATATYPEMORE(2),0);

ZQH:=IF(DATATYPE=11,DATATYPEMORE(1)*60,0);

ZQ:=ZQ1+ZQ3+ZQ5+ZQ10+ZQ15+ZQ30+ZQ60+ZQF+ZQH,NOAXIS;

CYC:=BARSLAST(DATE<>REF(DATE,1))+1,NOAXIS;

JY:=IF(HIGH+LOW-OPEN-CLOSE=0,0,1),NOAXIS;

TK:=TIME>OPENTIME(1) AND TIME<CLOSETIME(0)-10*100,NOAXIS;

TS:=TIME>=CLOSETIME(0)-10*100,NOAXIS;

F:="ZQ";

OPENMIN1:="$OPEN#MINF";

OPENDAY:="$OPEN#DAY";

OPENSTART:=IF(OPENMIN1=OPENDAY,1,0);

OST:=FILTER(OPENSTART,CYC);

KPJY:=HOLDING0=0 AND OST>=1 AND TK>=1 AND JY=1 AND CYC>=1;

SPJY:= TS=1;

{====================================================================================================}

//收盤:SELL(SPJY,HOLDING0,THISCLOSE);{CLOSE}

//開盤:BUY(KPJY,HMIN,THISCLOSE);{OPEN}

//SELLSHORT(SPJY,DAYHOLDING,THISCLOSE);{CLOSE}

//BUYSHORT(KPJY,1,THISCLOSE);{OPEN}

{============================================================================================}

//INPUT:N(1,1,100,1);

D:=T0;//10;//RAND(9)+5,NOAXIS,LINETHICK0;

隔:=D,NOAXIS,LINETHICK0;

D1:=IF(D<=2,2,D),NOAXIS,LINETHICK0;

D2:=RET(OPENMINUTES(CURRENTTIME),1),NOAXIS,LINETHICK0;

D3:=RET(OPENMINUTES(TIME),1),NOAXIS,LINETHICK0;

日:=D2,NOAXIS;//,LINETHICK0;

分:=D3,NOAXIS;//,LINETHICK0;

{+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++}

X0:=IF(HIGH+LOW-OPEN-CLOSE=0,0,1),NOAXIS,LINETHICK0;

X1:=REF(X0,1),NOAXIS,LINETHICK0;

{++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++}

A1:=OPENMINUTES(TIME)/D,NOAXIS,LINETHICK0;

A2:=INTPART(A1),NOAXIS,LINETHICK0;

A3:=FRACPART(A1),NOAXIS,LINETHICK0;

A4:=(A2/A3),NOAXIS,LINETHICK0;

A5:=(A2-D),NOAXIS,LINETHICK0;

A6:=IF((A4-A5)=D,1,0),NOAXIS,LINETHICK0;

{===========================================================================+}

BBUY:=OPEN-IF(AVGENTERPRICE0=0,OPEN,AVGENTERPRICE0),NOAXIS;

本 :=BBUY,NOAXIS,COLORBLUE;//,LINETHICK0;

本0:IF(AVGENTERPRICE=0,OPEN,AVGENTERPRICE),COLORRED;//,NOAXIS;//,LINETHICK0;

{============================================================}

B0:=1*(DYNAINFO(34)-DYNAINFO(28)),NOAXIS,LINETHICK0;

B1:=IF(B0<=0,MINDIFF,B0),NOAXIS,LINETHICK0;

差:=B1,NOAXIS;//,LINETHICK0;

{++++++++++++++++++++++++++++++++++++++}

{

FY1:FY0/BZJ0/1,NOAXIS;//,LINETHICK0;

FY2:FY0/BZJ0/2,NOAXIS;//,LINETHICK0;

FY3:FY0/BZJ0/3,NOAXIS;//,LINETHICK0;

FY4:FY0/BZJ0/4,NOAXIS;//,LINETHICK0;

FY5:FY0/BZJ0/5,NOAXIS;//,LINETHICK0;

FY6:FY0/BZJ0/6,NOAXIS;//,LINETHICK0;

//? ?FILTER((FY0>BZJ0),ENTERBARS)

{++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++}

KPD:=01 AND BBUY>B1*7 AND X1;

控平多:SELL(KPD ,HOLDING0/H3,THISCLOSE),NOAXIS,LINETHICK0;

//控平多:SELL( HOLDING0>0 AND FY0>=BZJ0 AND X1,(HOLDING0)/H3,THISCLOSE),NOAXIS,LINETHICK0;

{===========================================================================}

//開盤:SELL((D2+D3)=D2+1,HOLDING,MARKETR),NOAXIS,LINETHICK0;

隨機開多:BUY(? HOLDING0=0 AND X1 AND A6,BMIN,THISCLOSE),NOAXIS,LINETHICK0;

{===========================================================================}

控加多0:BUY(01<HOLDING0<02 AND (BBUY+B1*05)<-B1*07 AND X1 AND A6,H2,THISCLOSE),NOAXIS,LINETHICK0;

控加多1:BUY(02<HOLDING0<03 AND (BBUY+B1*07)<-B1*11 AND X1 AND A6,H3,THISCLOSE),NOAXIS,LINETHICK0;

控加多2:BUY(03<HOLDING0<05 AND (BBUY+B1*11)<-B1*13 AND X1 AND A6,H1,THISCLOSE),NOAXIS,LINETHICK0;

控加多3:BUY(05<HOLDING0<07 AND (BBUY+B1*13)<-B1*17 AND X1 AND A6,H2,THISCLOSE),NOAXIS,LINETHICK0;

控加多4:BUY(07<HOLDING0<11 AND (BBUY+B1*17)<-B1*19 AND X1 AND A6,H3,THISCLOSE),NOAXIS,LINETHICK0;

控加多5:BUY(11<HOLDING0<13 AND (BBUY+B1*19)<-B1*23 AND X1 AND A6,H1,THISCLOSE),NOAXIS,LINETHICK0;

控加多6:BUY(13<HOLDING0<17 AND (BBUY+B1*23)<-B1*29 AND X1 AND A6,H2,THISCLOSE),NOAXIS,LINETHICK0;

控加多7:BUY(17<HOLDING0<19 AND (BBUY+B1*29)<-B1*31 AND X1 AND A6,H3,THISCLOSE),NOAXIS,LINETHICK0;

控加多8:BUY(19<HOLDING0<23 AND (BBUY+B1*31)<-B1*37 AND X1 AND A6,H1,THISCLOSE),NOAXIS,LINETHICK0;

控加多9:BUY(23<HOLDING0<29 AND (BBUY+B1*37)<-B1*41 AND X1 AND A6,H2,THISCLOSE),NOAXIS,LINETHICK0;

{===========================================================================}

{

JD:=#KK-LINK.KPK(1)#;

加多0:BUY(JD=1 AND X1 AND A6,H2,THISCLOSE),NOAXIS,LINETHICK0;

{===========================================================================}

{

控平多0:SELL(IF( HOLDING0>HMAX/3,1,0) AND FILTER((BBUY>B1*0),ENTERBARS) AND X1,HOLDING0/H2,THISCLOSE),NOAXIS,LINETHICK0;

控平多1:SELL(IF( HOLDING0>HMAX/2,1,0) AND FILTER((BBUY>B1*0),ENTERBARS) AND X1,HOLDING0/H2,THISCLOSE),NOAXIS,LINETHICK0;

//控平多3:SELL(IF( HOLDING0>HMAX/1,1,0) AND FILTER((BBUY>B1*0),ENTERBARS) AND X1,HOLDING0/H2,THISCLOSE),NOAXIS,LINETHICK0;

{=============================================================================}

{===============================================================================}

//開盤0:SELL((D2+D3)=D2+1,HOLDING,MARKETR),NOAXIS,LINETHICK0;

//收盤清倉0:SELL( (D2-D3)=1 ,HOLDING0,THISCLOSE),NOAXIS,LINETHICK0;

//收盤清倉:SELL( SPJY ,HOLDING0,THISCLOSE),NOAXIS,LINETHICK0;

{======================================================================================}

{++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++}

//開盤全平:SELL((D2+D3)=D2+1,HOLDING,MARKETR),NOAXIS,LINETHICK0;

//開多:BUY(X1 AND A6,1,MARKETR),NOAXIS,LINETHICK0;

//加多:BUY(B1<0 AND A6,1,MARKETR),NOAXIS,LINETHICK0;

//控平多:SELL(B1>=5,HOLDING/2,MARKETR),NOAXIS,LINETHICK0;

//收盤清倉:SELL((D2-D3)<=1 ,HOLDING,MARKETR),NOAXIS,LINETHICK0;

{============================================================================}

{===========================================================================}

//開盤全平:SELL((D2+D3)=D2+1,HOLDING,THISCLOSE),ORDERQUEUE,NOAXIS,LINETHICK0;

//開多:BUY(X1 AND A6,1,THISCLOSE),ORDERQUEUE,NOAXIS,LINETHICK0;

//加多:BUY(B1<0 AND A6,1,THISCLOSE),ORDERQUEUE,NOAXIS,LINETHICK0;

//控平多:SELL(B1>=5,HOLDING/2,THISCLOSE),ORDERQUEUE,NOAXIS,LINETHICK0;

//收盤清倉:SELL((D2-D3)<=1 ,HOLDING,THISCLOSE),ORDERQUEUE,NOAXIS,LINETHICK0;

{============================================================================}

//DATAPERIAD

//BUY(X1 AND OPENMINUTES(TIME)=0,1,THISCLOSE);

{

//SELL(X AND ENTERBARS=2,0,THISCLOSE),NOAXIS,LINETHICK0;

//固定止損部分************************

//止盈

IF OPEN-AVGENTERPRICE>100*MINDIFF THEN BEGIN

SELL(1,HOLDING,THISCLOSE);

END

//止損

IF AVGENTERPRICE-OPEN>10*MINDIFF THEN BEGIN

SELL(1,HOLDING,THISCLOSE);

END

//BUYSHORT(A6,1,THISCLOSE),NOAXIS,LINETHICK0;

//SELLSHORT(ENTERBARS=9,0,THISCLOSE),NOAXIS,LINETHICK0;

}

//A:(TIMETOT0(DYNAINFO(207)+D)-REF(TIME0,1)),NOAXIS,LINETHICK0;

//CD1:(HOLDING=0) OR ENTERBARS=5,NOAXIS,LINETHICK0;

//CD2:(HOLDING=0) OR EXITBARS=5,NOAXIS,LINETHICK0;

//BUY(CD1,1,THISCLOSE);

//SELL(CD2,1,THISCLOSE);

//BUYSHORT(CD,1,MARKET);

//移動止損部分************************

//求出持倉以來的最高價或最低價，通過與當前價做比較，判斷資金回落的幅度

//DTYDZS:=(HHV(H,ENTERBARS)-CLOSE)/AVGENTERPRICE>=0.01;

//KTYDZS:=(CLOSE-LLV(L,ENTERBARS))/AVGENTERPRICE>=0.01;

//SELL(DTYDZS,0,THISCLOSE);

//SELLSHORT(KTYDZS,0,THISCLOSE);

//PJ:IF(AVGENTERPRICE=0,OPEN,AVGENTERPRICE)-OPEN,NOAXIS;

//PJ:AVGENTERPRICE,NOAXIS;

{

KD:=;? ? ? ? ? //開多條件

PD:=;? ? ? ? ? //平多條件

KK:=;? ? ? ? ? //開空條件

PK:=;? ? ? ? ? //平空條件

平空:SELLSHORT(PK,1,THISCLOSE);? ? ? ? ? ? ? ? ? //平空信號

開多:BUY(KD AND HOLDING=0,1,THISCLOSE);? ? ? ? ? //開多信號

平多:SELL(PD,1,THISCLOSE);? ? ? ? ? ? ? ? ? ? ? ?//平多信號

開空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE);? ? ?//開空信號

}

{

信號語句排列規則——先平后開

“費率設置”按鈕——用于合理設置模型“費率”，以便在圖形上正確輸出如下帳戶信息：

持倉:HOLDING,LINETHICK0;

資產:ASSET,NOAXIS;

可用現金:CASH(0),LINETHICK0;

您可以在查看菜單->交易系統模板中設置自己需要的模板

}

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