//TB公式代码如下

Params
        Numeric nMins(30);                // N分钟的突破
    Numeric nOffset(3);                // 突破式的价格偏移
Vars
        NumericSeries HighestOf30Min;
    NumericSeries lowestOf30Min;
    Numeric myPrice;
    Numeric MinPoint;
    Numeric lots(1);
Begin
        MinPoint = MinMove*PriceScale;
        If(Date <> Date[1])
        {
                HighestOf30Min = High;
                lowestOf30Min = Low;
        }Else If(Time < 0.0900+nMins*0.0001)
        {
                HighestOf30Min = max(high,HighestOf30Min[1]);
                lowestOf30Min = min(Low,lowestOf30Min[1]);
        }Else
        {
                HighestOf30Min = HighestOf30Min[1];
                lowestOf30Min = lowestOf30Min[1];
        }
       
        If(High >= HighestOf30Min + nOffset*MinPoint && MarketPosition != 1)
        {
                myPrice = HighestOf30Min + nOffset*MinPoint;
                If(Open > myPrice) myPrice = Open;
                Buy(lots,myPrice);
        }

        If(Low <= lowestOf30Min - nOffset*MinPoint && MarketPosition != -1)
        {
                myPrice = lowestOf30Min - nOffset*MinPoint;
                If(Open < myPrice) myPrice = Open;
                SellShort(lots,myPrice);
        }

        If(Time >= 0.1459)
        {
                Sell(lots,Open);
                BuyToCover(lots,Open);
        }
End

/////////////////////////////////////////////////////////////////////////////////////

//下面为金字塔代码 （感谢轮回）


INPUT:NMIN(30,10,60,10);     //设置参数
INPUT:NOFFSET(3,1,20,1);     //设置参数
INPUT:LOTS(1,1,1000,1);      //设置参数
CYC:=BARSLAST(DATE>REF(DATE,1))+1;                                                    //统计日内K线数
HIGHESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,HHV(H,CYC));        {在从开盘到设定时间(默认参数开盘30分)内保存当天最高价}
LOWESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,LLV(L,CYC));         {在从开盘到设定时间(默认参数开盘30分)内保存当天最低价}
IF HIGH >= HIGHESTOF30MIN + NOFFSET*MINDIFF AND HOLDING<=0  THEN  {如果最高价突破设定时间内的前高加设定偏移并且目前没有多单,那么}
BEGIN
 MYPRICE: = HIGHESTOF30MIN + NOFFSET*MINDIFF;                                     {预设进场价.既等于设定时间内的前高加设定偏移}
 IF OPEN > MYPRICE THEN                                                                            {如果开盘价大于预设进场价,那么奋不顾身闯进去,(注:这是移植的,原设计并不一定完美,这时可能不是那么好成交的,我也不必多费唇舌了).}
 BEGIN
  MYPRICE: = OPEN;
  SELLSHORT(HOLDING<0,0,LIMITR,MYPRICE);                                                {如果有空单先平}
  BUY(HOLDING=0,LOTS,LIMITR,MYPRICE);                                                     {如果没有多单则以开盘价开多LOTS手}
 END
END
IF LOW <= LOWESTOF30MIN - NOFFSET*MINDIFF AND HOLDING>=0  THEN      {以下开空部分同上,只不过方向相反}
BEGIN
 MYPRICE: = LOWESTOF30MIN - NOFFSET*MINDIFF;
 IF OPEN < MYPRICE THEN
 BEGIN
  MYPRICE: = OPEN;
  SELL(HOLDING>0,0,LIMITR,MYPRICE);
  BUYSHORT(HOLDING=0,LOTS,LIMITR,MYPRICE);
 END
END
IF TIME >= 145900 THEN                                                                                {收盘平仓}
BEGIN
 SELL(HOLDING>0,0,LIMITR,OPEN);
 SELLSHORT(HOLDING<0,0,LIMITR,OPEN);
END


测试收益情况不错

此主题相关图片如下：未命名.jpg

能否请版主将早盘突破的模型修改为整理突破的模型？条件是突破N周期的高点平空开多，低点平多开空。多谢！

类似以下的格式写就可以了。

HN：=N周期的高点；

LN：=N周期的低点；

IF H>=HN then

begin

sellshort(holding<0,0,thisclose);

buy(holding=0,1,thisclose);

end

IF L<=LN then

begin

sell(holding>0,0,thisclose);

buyshort(holding=0,1,thisclose);

end