文华转金字塔 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

IF BARPOS>N THEN
BEGIN
sellshort(holding<0 and BUYPK1,holding,market);
buy(holding=0 and BUYPK1,var1,market);

sell(holding>0 and SELLPK1 ,holding,market);
buyshort(holding=0 and SELLPK1,var1,market);

sellshort(holding<0 and BUYPK2,holding,market);
buy(holding=0 and BUYPK2,var1,market);

sell(holding>0 and SELLPK2 ,holding,market);
buyshort(holding=0 and SELLPK2,var1,market);
END

sellshort(holding=0 and (BUYY1 or BUYY2),holding,market);
sell((SELLY1 or SELLY2 or SELLS2) and holding>0,holding,market);
//下面这部分修改K线颜色，金字塔下无法使用代码实现
//DRAWCOLORKLINE(BKVOL=0 AND SKVOL=0,COLORWHITE,0);
//DRAWCOLORKLINE(SKVOL>0,COLORGREEN,0);
//DRAWCOLORKLINE(BKVOL>0,COLORRED,0);

累计盈亏:NUMPROFIT(1),COLORWHITE;

N是你自己定义的，你需要自行处理下。

金字塔里面在图表上只能取得上次开仓位置，但是不区分多空，一般用ENTERBARS 函数。

这2个没有直接的函数可以获取。需要间接获取。

思路就是先追溯到上次开空或者开多条件触发的位置然后使用统计函数去计算最高最低值。

llv(l,BARSLAST(开空条件)+1)

hhv(h,BARSLAST(开多条件)+1)

，对你的代码略做修改。一部分变量我不清楚是你自己定义的还是文华的函数，没差出来具体函数。

BUYPK:=MINSHORT>MAXLONG;
SELLPK:=MAXSHORT<MINLONG;
SELLS:=MINSHORT<MAXLONG AND C<ENTERPRICE*(1-STOPLOSS*0.01) and holding>0;

BUYS:=MAXSHORT>MINLONG AND C>ENTERPRICE*(1+STOPLOSS*0.01) and holding<0;

HH:hhv(h,ENTERBARS+2);//BKHIGH
LL:llv(l,ENTERBARS+2);//SKLOW

PRICESY:=REF(LLV(L,M),BARSLAST(H=HH));
SELLY:=MINSHORT<MAXLONG AND C<=PRICESY AND C>ENTERPRICE*(1+STOPLOSS*0.01*2) and holding>0;
PRICEBY:=REF(HHV(H,M),BARSLAST(L=LL));
BUYY:=MAXSHORT>MINLONG AND C>=PRICEBY AND C<ENTERPRICE*(1-STOPLOSS*0.01*2) and holding<0;

IF BARPOS>N THEN
BEGIN
sellshort(holding<0 and BUYPK1,holding,market);
buy(holding=0 and BUYPK1,var1,market);

sell(holding>0 and SELLPK1 ,holding,market);
buyshort(holding=0 and SELLPK1,var1,market);

sellshort(holding<0 and BUYPK2,holding,market);
buy(holding=0 and BUYPK2,var1,market);

sell(holding>0 and SELLPK2 ,holding,market);
buyshort(holding=0 and SELLPK2,var1,market);
END

sellshort(holding=0 and (BUYY1 or BUYY2 or BUYS2),holding,market);
sell((SELLY1 or SELLY2 or SELLS2) and holding>0,holding,market);
累计盈亏:NUMPROFIT(1),COLORWHITE;

N是参数，可以自行调整下值的情况。

STOPLOSS:=1;

N:=20;
M:=100;

N1:=200;

N2:=300;

N3:=800;

N4:=1000;

FUND:=20000;
VAR1 : =MAX(1,INTPART(FUND/(O*Multiplier*0.1)));
E1:=EMA(C,N1);
E2:=EMA(C,N2);
E3:=EMA(C,N3);
E4:=EMA(C,N4);

MINSHORT:=MIN(E1,E2);
MAXLONG:=MAX(E3,E4);
MAXSHORT:=MAX(E1,E2);
MINLONG:=MIN(E3,E4);
BUYPK:=MINSHORT>MAXLONG;
SELLPK:=MAXSHORT<MINLONG;

SELLS:=MINSHORT<MAXLONG AND C<ENTERPRICE*(1-STOPLOSS*0.01) and holding>0;
BUYS:=MAXSHORT>MINLONG AND C>ENTERPRICE*(1+STOPLOSS*0.01) and holding<0;

HH:hhv(h,ENTERBARS+2);//BKHIGH
LL:llv(l,ENTERBARS+2);//SKLOW

PRICESY:=REF(LLV(L,M),BARSLAST(H=HH));
SELLY:=MINSHORT<MAXLONG AND C<=PRICESY AND C>ENTERPRICE*(1+STOPLOSS*0.01*2) and holding>0;
PRICEBY:=REF(HHV(H,M),BARSLAST(L=LL));
BUYY:=MAXSHORT>MINLONG AND C>=PRICEBY AND C<ENTERPRICE*(1-STOPLOSS*0.01*2) and holding<0;

IF BARPOS>N THEN
BEGIN
sellshort(holding<0 and BUYPK,holding,market);
buy(holding=0 and BUYPK,var1,market);

sell(holding>0 and SELLPK ,holding,market);
buyshort(holding=0 and SELLPK,var1,market);

sellshort(holding<0 and BUYPK,holding,market);
buy(holding=0 and BUYPK,var1,market);

sell(holding>0 and SELLPK ,holding,market);
buyshort(holding=0 and SELLPK,var1,market);
END

sellshort(holding=0 and (BUYY or BUYY or BUYS),holding,market);
sell((SELLY or SELLY or SELLS) and holding>0,holding,market);
累计盈亏:NUMPROFIT(1),COLORWHITE;

主题：文华转金字塔