以文本方式查看主题 -  金字塔客服中心 - 专业程序化交易软件提供商  (http://222.73.7.161/bbs/index.asp) --  公式模型编写问题提交  (http://222.73.7.161/bbs/list.asp?boardid=4) ----  求策略编写  (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=157575)

--  作者：阿汤 --  发布时间：2017/9/4 14:10:19 --  求策略编写 IF CURRENTDATE>1180101 THEN RETURN; DP:=DATAPERIOD; NT:= REF(HOUR,1)=15 AND HOUR<>15,NODRAW;  CNT:= BARSLAST(NT)+1,NODRAW; 天数:COUNT2(NT,DATACOUNT),NODRAW; CNTTT:=(CNT[CNT]),NODRAW; //CNTTT:COUNT2(CNTT=CNTT[NODRAW],0),NODRAW; N:=IF(DP=1,30,IF(DP=13,10,IF(DP=2,6,IF(DP=3,2,IF(DP=4,1, DRAWNULL))))); DVOL_:= SUM(VOL, CNT); DVC:= SUM(VOL*(H+O+L+C)/4, CNT); DMAC:= DVC/DVOL_,COLORFF0000; M4:=(C-REF(C,4))/5+MA(C,5),COLORFFFFFF; MA5:MA(C,5),COLORFF80FF; EMA12:MA(EMA(C,12),2),COLORFF8000,LINETHICK2; 前EMA12:=REF(EMA12,1); DDEA2:=EMA((EMA(C,24)-EMA(C,52)),18)+EMA(C,52),LINETHICK2; DDEA4:=EMA(DDEA2,4); DDEA6:=EMA(DDEA2,6); DDEA8:=EMA(DDEA2,8); DDEA16:=EMA(DDEA2,16); DDEA30:=EMA(DDEA2,30); DDEA60:=EMA(DDEA2,60); 中轴:IF((DP<3 OR DP=13),DDEA8,IF(DP>2 AND DP<6,DDEA6,IF(DP>6 AND DP<13,DDEA4,DDEA6))),COLORC08080; DRAWICON(中轴<=DDEA2,中轴,9),ALIGN(1); DRAWICON(中轴>DDEA2,中轴,10),ALIGN(1),COLOR808040; 昨结:=IF((DP=1 OR DP=13),DYNAINFO(02),DRAWNULL),COLORFFFFFF; 均价:IF((DP<3 OR DP=13),DMAC,DRAWNULL),COLOR00FFFF,LINETHICK2; 今H:=HHV(H,CNT);今L:=LLV(L,CNT); 今H周期数:=BARSLAST(H>REF(今H,1));今L周期数:=BARSLAST(L<REF(今L,1)); 今结H:=REF(均价,今H周期数),COLOR8000FF;今结L:=REF(均价,今L周期数),COLOR00FFFF; 时归:=IF((DP<5 OR DP=13) ,2*C/5+STKCALC(\'\',5,\'REF(MA(C,5),1)-(REF(C,4)+REF(C,5))/5\'),DRAWNULL); 时M5:=IF((DP<5 OR DP=13) ,C/5+STKCALC(\'\',5,\'REF(MA(C,5),1)-REF(C,5)/5\'),DRAWNULL); 上叉周期数:=IF(时归>时M5,BARSLAST(CROSS(时归,时M5))+1,DRAWNULL),NODRAW; 下叉周期数:=IF(时归<时M5,BARSLAST(CROSS(时M5,时归))+1,DRAWNULL),NODRAW; //日EMA12:=IF((DP<6 OR DP=13) ,STKCALC(\'\',6,\'MA(EMA(C,12),2)\'),DRAWNULL); M12:=EMA((EMA(C,12)-EMA(C,26)),9)+EMA(C,26); DIFF:=EMA(C,12)-中轴,COLORFFFFFF; DEA:=M12-中轴,COLOR00FFFF; 金叉周期数:=BARSLAST(CROSS(DIFF,DEA)),NODRAW; 金叉数:=COUNT2(CROSS(DIFF,DEA),0),NODRAW; 前金叉数:=COUNT2(CROSS(DIFF,DEA)AND 金叉数-1,0),NODRAW; 金S:=DATACOUNT-BARPOS+金叉周期数,NODRAW; 前金叉总数:=(前金叉数[DATACOUNT-金S]),NODRAW; 前金叉周期数:=BARSLAST(CROSS(DIFF,DEA) AND 前金叉数<=前金叉总数),NODRAW; 前金叉DIFF:=REF(EMA12,前金叉周期数);金叉DIFF:=REF(EMA12,金叉周期数); 死叉周期数:=BARSLAST(CROSS(DEA,DIFF)),NODRAW; 死叉数:=COUNT2(CROSS(DEA,DIFF),0),NODRAW; 前死叉数:=COUNT2(CROSS(DEA,DIFF)AND 死叉数-1,0),NODRAW; 死S:=DATACOUNT-BARPOS+死叉周期数,NODRAW; 前死叉总数:=(前死叉数[DATACOUNT-死S]),NODRAW; 前死叉周期数:=BARSLAST(CROSS(DEA,DIFF) AND 前死叉数<=前死叉总数),NODRAW; 前死叉DIFF:=REF(EMA12,前死叉周期数);死叉DIFF:=REF(EMA12,死叉周期数); 开多:=100;开空:=200;平多:=0;平空:=0; 多条件:=IF((DP<6 OR DP=13)AND M4>均价 AND EMA12>REF(EMA12,1)AND DDEA2>中轴  AND DEA>0 AND DIFF>DEA AND EMA12>金叉DIFF,100,DRAWNULL),NODRAW; 空条件:=IF((DP<6 OR DP=13)AND M4<均价 AND EMA12<REF(EMA12,1)AND DDEA2<中轴  AND DEA<0 AND DEA>DIFF AND EMA12<死叉DIFF,200,DRAWNULL),NODRAW; //平多条件:=IF((DP=1 OR DP=13)AND 今结<今结H AND DDEA2<中轴,1,0),NODRAW; //平空条件:=IF((DP=1 OR DP=13)AND 今结>今结L AND DDEA2>中轴,1,0),NODRAW; 平多条件:=IF(((DP=1 OR DP=13 )AND DIFF<DEA AND DDEA2<中轴 AND EMA12<=中轴) OR(DP=2 AND DIFF<DEA AND M4<EMA12),1,0),NODRAW; 平空条件:=IF(((DP=1 OR DP=13 )AND DIFF>DEA AND DDEA2>中轴 AND EMA12>=中轴) OR(DP=2 AND DIFF>DEA AND M4>EMA12),1,0),NODRAW; 开多仓:=BARSLAST(多条件=100 AND REF(多条件,1)<>100),NODRAW; 开空仓:=BARSLAST(空条件=200 AND REF(空条件,1)<>200),NODRAW; //平空条件1 已平空1:=BARSLAST(平空条件=1 AND REF(平空条件,1)<>1),NODRAW; 已平多1:=BARSLAST(平多条件=1 AND REF(平多条件,1)<>1),NODRAW; 多开仓次数1:=COUNT2(开多仓=0,已平多1),NODRAW; 空开仓次数1:=COUNT2(开空仓=0,已平空1),NODRAW; 已平空:=BARSLAST(空开仓次数1=1 AND REF(空开仓次数1,1)<>1),NODRAW; 已平多:=BARSLAST(多开仓次数1=1 AND REF(多开仓次数1,1)<>1),NODRAW; 多平仓次数:=COUNT2(平多条件=1,已平多),NODRAW; 空平仓次数:=COUNT2(平空条件=1,已平空),NODRAW; HHH:=HHV(H,60); LLH:=LLV(H,60); HHL:=HHV(L,60); LLL:=LLV(L,60); DRAWTEXT(开空仓=0 AND 空开仓次数1=1,(HHH+中轴)/2,\'开空\'),FONTSIZE(11),ALIGN(1),VALIGN(2),COLORFFFF80; DRAWTEXT(开多仓=0 AND 多开仓次数1=1,(LLH+中轴)/2,\'开多\'),FONTSIZE(11),ALIGN(1),VALIGN(0),COLORFF80FF; //平空条件 DRAWTEXT(平多条件=1 AND 多平仓次数=1,(HHL+中轴)/2,\'多平\'),FONTSIZE(11),ALIGN(1),VALIGN(2),COLORFFFFFF; DRAWTEXT(平空条件=1 AND 空平仓次数=1,(LLL+中轴)/2,\'空平\'),FONTSIZE(11),ALIGN(1),VALIGN(0),COLORFFFFFF; 已开多周期数:=BARSLAST(开多仓=0 AND 多开仓次数1=1),NODRAW; 已开空周期数:=BARSLAST(开空仓=0 AND 空开仓次数1=1),NODRAW; 已开多仓次数:=COUNT2(开多仓=0 AND 多开仓次数1=1,0),NODRAW; 已开空仓次数:=COUNT2(开空仓=0 AND 空开仓次数1=1,0),NODRAW; //平空条件 已平多仓次数:=COUNT2(平多条件=1 AND 多平仓次数=1,0),NODRAW; 已平空仓次数:=COUNT2(平空条件=1 AND 空平仓次数=1,0),NODRAW; 开多价:=REF(C,已开多周期数),NODRAW; 开空价:=REF(C,已开空周期数),NODRAW; 平多价:=IF(平多条件=1 AND 多平仓次数=1,C,DRAWNULL),NODRAW; 平空价:=IF(平空条件=1 AND 空平仓次数=1,C,DRAWNULL),NODRAW; 多单盈亏:=IF(平多条件=1 AND 多平仓次数=1,C-开多价,DRAWNULL),NODRAW; 空单盈亏:=IF(平空条件=1 AND 空平仓次数=1,开空价-C,DRAWNULL),NODRAW; 吨多单盈亏计:IF(SUM(多单盈亏, 0)<>DRAWNULL,SUM(多单盈亏, 0),0),NODRAW; 吨空单盈亏计:IF(SUM(空单盈亏, 0)<>DRAWNULL,SUM(空单盈亏, 0),0),NODRAW; 吨总盈亏:(吨多单盈亏计+吨空单盈亏计),NODRAW;RETURN;