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) ---- 老师帮我成金字塔日内交易 (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=166128) |
-- 作者:可米 -- 发布时间:2018/10/25 21:13:10 -- 老师帮我成金字塔日内交易 DTM:=IF(OPEN<=REF(OPEN,1),0,MAX((HIGH-OPEN),(OPEN-REF(OPEN,1)))); DBM:=IF(OPEN>=REF(OPEN,1),0,MAX((OPEN-LOW),(OPEN-REF(OPEN,1)))); STM:=SUM(DTM,30); SBM:=SUM(DBM,30); A:=IF(STM>SBM,(STM-SBM)/STM,IFELSE(STM=SBM,0,(STM-SBM)/SBM)); AA:MA(A,45); COUNT(AA<REF(AA,1),29)>27 && AA>REF(AA,1),BK(50); COUNT(AA>REF(AA,1),29)>21 && AA<REF(AA,1),SK(50); C-BKPRICE>69||CROSS(LV(C,60),C)||C-BKPRICE>130&&EMA(C,30)<REF(EMA(C,30),1),SP(BKVOL); BKPRICE-C>8,SP(BKVOL); SKPRICE-C>Q||CROSS(C,HV(C,40))||SKPRICE-C>53&&EMA(C,23)>REF(EMA(C,23),1),BP(SKVOL); C-SKPRICE>11,BP(SKVOL); (BKHIGH-C)/BKPRICE*1000>29,SP(BKVOL); (C-SKLOW)/SKPRICE*1000>20,BP(SKVOL); 老师帮我改成金字塔日内交易,早上9点开盘,到下午15点收盘平掉所有仓位
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-- 作者:wenarm -- 发布时间:2018/10/26 1:49:40 -- DTM:=IF(OPEN<=REF(OPEN,1),0,MAX((HIGH-OPEN),(OPEN-REF(OPEN,1)))); DBM:=IF(OPEN>=REF(OPEN,1),0,MAX((OPEN-LOW),(OPEN-REF(OPEN,1)))); STM:=SUM(DTM,30); SBM:=SUM(DBM,30); A:=IF(STM>SBM,(STM-SBM)/STM,IFELSE(STM=SBM,0,(STM-SBM)/SBM)); AA:MA(A,45); if COUNT(AA<REF(AA,1),29)>27 and AA>REF(AA,1) and holding=0 then BEGIN buy(1,50,MARKETR); end if COUNT(AA>REF(AA,1),29)>21 and AA<REF(AA,1) and holding=0 then begin BUYSHORT(1,50,MARKETR); end if C-ENTERPRICE>69 or CROSS(LLV(C,60),C) or C-ENTERPRICE>130 and EMA(C,30)<REF(EMA(C,30),1) and holding>0 then begin sell(1,holding,MARKETR); end if ENTERPRICE-C>8 and holding>0 then begin sell(1,holding,MARKETR); end if ENTERPRICE-C>Q or CROSS(C,HHV(C,40)) or ENTERPRICE-C>53 and EMA(C,23)>REF(EMA(C,23),1) and holding<0 then begin sellshort(1,holding,MARKETR); end if C-ENTERPRICE>11 and holding<0 then begin sellshort(1,holding,MARKETR); end if (HHV(HIGH,ENTERBARS+1)-C)/ENTERPRICE*1000>29 and holding>0 then begin sell(1,holding,MARKETR); end if (C-LLV(LOW,ENTERBARS+1))/ENTERPRICE*1000>20 and holding<0 then begin sellshort(1,holding,MARKETR); end 变量Q不知道是什么。你自己填充处理。建议你学习pel语言基本语法后,自行尝试编写修改。
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