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) ---- [求助]请问文华此模型如何改写成金字塔能用的 (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=182030) |
-- 作者:HOPEWX -- 发布时间:2020/9/4 8:55:18 -- [求助]请问文华此模型如何改写成金字塔能用的 如题,请老师帮忙看下,谢谢。 N1:=6; N2:=21; N3:=25; TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); ATR := EMA(TR,N1); EF:=(HHV(CLOSE,N2)-LLV(CLOSE,N2))/SUM(ABS(CLOSE-REF(CLOSE,1)),N2); RSV:=(CLOSE-LLV(LOW,10))/(HHV(HIGH,10)-LLV(LOW,10))*100; BACKGROUNDSTYLE(1); K:=SMA(RSV,30,1); D:=SMA(K,30,1); J:=3*K-2*D; TR>MAX(ATR*(1.5-(EF-0.5)*(N3/10)),ATR)&&HIGH>REF(HIGH,1)&&CLOSE>OPEN&&TIME>0905&&TIME<1455,BPK; TR>MAX(ATR*(1.5-(EF-0.5)*(N3/10)),ATR)&&LOW<REF(LOW,1)&&CLOSE<OPEN&&TIME>0905&&TIME<1455,SPK; EXIST(J<10,5)&&J<D&&COUNT(J>REF(J,1),1)=1,BP; EXIST(J>90,5)&&J>D&&COUNT(J<REF(J,1),1)=1,SP; TIME>1455,BP; TIME>1455,SP; AUTOFILTER; |
-- 作者:FireScript -- 发布时间:2020/9/4 9:02:59 -- N1:=6; N2:=21; N3:=25; TRx := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); ATR := EMA(TRx,N1); EF:=(HHV(CLOSE,N2)-LLV(CLOSE,N2))/SUM(ABS(CLOSE-REF(CLOSE,1)),N2); RSV:=(CLOSE-LLV(LOW,10))/(HHV(HIGH,10)-LLV(LOW,10))*100; K:=SMA(RSV,30,1); D:=SMA(K,30,1); J:=3*K-2*D; if TR>MAX(ATR*(1.5-(EF-0.5)*(N3/10)),ATR) and HIGH>REF(HIGH,1) and CLOSE>OPEN and TIME>130500 and TIME<185500 then begin sellshort(holding<0,holding,market); buy(holding=0,1,market); end if TR>MAX(ATR*(1.5-(EF-0.5)*(N3/10)),ATR) and LOW<REF(LOW,1) and CLOSE<OPEN and TIME>130500 and TIME<185500 then begin sell(holding>0,holding,market); buyshort(holding=0,1,market); end sellshort(EXIST(J<10,5) and J<D and COUNT(J>REF(J,1),1)=1 and holding<0,holding,market); sell(EXIST(J>90,5) and J>D and COUNT(J<REF(J,1),1)=1,holding,market); if time>=185500 then begin sell(holding>0,holding,MARKET); sellshort(holding<0,holding,market); end 替换部分函数的使用方式即可。
|
-- 作者:HOPEWX -- 发布时间:2020/9/4 9:24:05 -- 谢谢您,我来好好学习下 |