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) ---- 老师帮忙改成金字塔 (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=166155) |
-- 作者:可米 -- 发布时间:2018/10/26 16:34:36 -- 老师帮忙改成金字塔 VARIABLE:TIMES1:=0,I:=0,N:=0; INB:=179; OUTB:=105; RISK:=2; TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); RN:=EMA(REF(TR,1),3); N:=VALUEWHEN(BKVOL+SKVOL=0,RN); RH:=REF(H,1); RL:=REF(L,1); H1:=HHV(RH,INB); H2:=HHV(RH,OUTB),DOT; L1:=LLV(RL,INB); L2:=LLV(RL,OUTB),DOT; LOTST:=MONEYTOT*RISK*0.01/(N*2*UNIT),NODRAW; LOTS:=IF(RISK=0,1,LOTST); TBC:=H<>L; PARTLINE(BKVOL>0,BKPRICE-2*N,COLORRED); IF TBC THEN BEGIN IF H>H1 THEN BEGIN BUYP:=MAX(O,H1); BKVOL=0,BK(1); TIMES1:=1; IF H>BKPRICE+N*2.6 AND TIMES1<4 THEN BEGIN BUYP:=MAX(O,BKPRICE+N*2.6); BKVOL>0,BK(1); TIMES1:=TIMES1+1; END END IF L<L1 THEN BEGIN SELLP:=MIN(O,L1); SKVOL=0,SK(1); TIMES1:=1; IF L<SKPRICE-N*4.9 AND TIMES1<4 THEN BEGIN SELLP:=MIN(O,SKPRICE-N*4.9); SKVOL>0,SK(1); TIMES1:=TIMES1+1; END END END IF BKVOL>0 AND TBC THEN BEGIN EXITLONGP:=MAX(BKPRICE-Q*N,L2); IF L<EXITLONGP THEN BEGIN EXITP:=MIN(O,EXITLONGP); 1,SP(BKVOL); TIMES1:=0; END END IF SKVOL>0 AND TBC THEN BEGIN EXITLONGP:=MIN(SKPRICE+2*N,H2); IF H>EXITLONGP THEN BEGIN EXITP:=MAX(O,EXITLONGP); 1,BP(SKVOL); TIMES1:=0; END END |
-- 作者:wenarm -- 发布时间:2018/10/26 17:54:25 -- 之前帮您处理过多个同类型的转换。建议你自己尝试转换。若转换过程中遇到具体问题在询问我们。这样才能有助于快速掌握金字塔的pel特性。
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