金字塔雙均線DDI策略趨勢策略

??本期推薦全品種短線商品期貨通用交易策略，利用均線可以判斷方向，避免逆勢持倉，利用DDI指標確定最佳進場時機，并且設置一定的比例止損和止盈。短線策略對于中長線策略可以有很好的輔助作用。 DDI指標全稱方向離差移動平均線指標，屬于移動平均線的一個分支，主要用于觀察一段時間內，價格相對于前一天波動的比例，通過分析DDI指標，也可以輔助判斷是買入或賣出信號。

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???????????一、雙均線DDI策略交易思路

????????????? 1、定義兩均線，用于判斷K線走勢趨勢

??????????????????VAR2:=MA(CLOSE,N1);

????????????????? VAR3:=MA(VAR2,N2);

????????????????? VAR9:=MA(VAR8,2*N1);
??????????????????VAR10:=MA(VAR9,N1);

????????????? 2、定義DDI指標，用于判斷進倉時機

????????????????? VAR8:VAR6-VAR7;

????????????? 3、設置默認為3%的止盈止損比例，穩定盈利和及時止損。

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???????????二、金字塔策略源碼

??????????? //該策略適用圖表程序化交易

??????????? //該策略適用日線周期、分鐘周期

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?????????????INPUT:N1(30,1,1000,1),N2(150,1,1000,1),N3(1,1,100,1),SS(1,1,100,1);
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???????????? //中間變量

???????????? VAR2:=MA(C,N2);
???????????? VAR3:=MA(VAR2,N1);
???????????? VAR4:=IF((H+L)<=(REF(H,1)+REF(L,1)),0,MAX(ABS(H-REF(H,1)),ABS(L-REF(L,1))));
???????????? VAR5:=IF((H+L)>=(REF(H,1)+REF(L,1)),0,MAX(ABS(H-REF(H,1)),ABS(L-REF(L,1))));
???????????? VAR6:=SUM(VAR4,N1)/(SUM(VAR4,N1)+SUM(VAR5,N1));
???????????? VAR7:=SUM(VAR5,N1)/(SUM(VAR4,N1)+SUM(VAR5,N1));
???????????? VAR8:=VAR6-VAR7;
???????????? VAR9:=MA(VAR8,2*N1);
???????????? VAR10:=MA(VAR9,N1);

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?????????????//開平倉條件

???????????? CONKD:=BARPOS>N2 AND C>VAR2 AND VAR2>VAR3 AND VAR8>0 AND VAR9>VAR10;
???????????? CONKK:=BARPOS>N2 AND C<VAR2 AND VAR2<VAR3 AND VAR8<0 AND VAR9<VAR10;
???????????? CONPD:C<VAR2 AND C>ENTERPRICE*(1+0.03*N3);
???????????? CONPK:C>VAR2 AND C<ENTERPRICE*(1-0.03*N3);

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???????????? //止損條件

???????????? DTZS:=C<ENTERPRICE*(1-0.03*N3);
???????????? KTZS:=C>ENTERPRICE*(1+0.03*N3);

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?????????????//交易系統

???????????? SELL(HOLDING>0 AND CONPD,HOLDING,MARKET);
???????????? SELLSHORT(HOLDING<0 AND CONPK,HOLDING,MARKET);
???????????? BUY(HOLDING=0 AND CONKD,SS,MARKET);
???????????? BUYSHORT(HOLDING=0 AND CONKK,SS,MARKET);

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???????????? SELL(HOLDING>0 AND DTZS,HOLDING,MARKET);
???????????? SELLSHORT(HOLDING<0 AND KTZS,HOLDING,MARKET);

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