TB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

老师好，请您帮忙改成金字塔的交易模型吧，TB的我实在是适应不了，谢谢您啦！

代码如下：

Params

Numeric OFF(0);

Numeric M(85);

Numeric ZJL(10);

Numeric STPRATE(3.5);

Vars

Numeric MN2;

Numeric MN3;

Series<Numeric> MA2;

Series<Numeric> MA3;

Numeric P;

Series<Numeric> MID1;

Series<Numeric> UPPER1;

Series<Numeric> LOWER1;

Series<Numeric> BLDK1;

Series<Bool> BuyConPre;

Series<Bool> SelConPre;

Bool BuyCon;

Bool SelCon;

Numeric BuyPrice;

Numeric SelPrice;

Numeric MINDIFF;

Numeric BuySTPPrice;

Numeric SelSTPPrice;

Series<Bool> BuyExitCon2PRE;

Series<Bool> BuyExitCon3PRE;

Series<Bool> BuyExitCon8PRE;

Series<Bool> SelExitCon2PRE;

Series<Bool> SelExitCon3PRE;

Series<Bool> SelExitCon8PRE;

Bool BuyExitCon2;

Bool BuyExitCon3;

Bool BuyExitCon8;

Bool SelExitCon2;

Bool SelExitCon3;

Bool SelExitCon8;

Numeric BuyExitPrice2;

Numeric SelExitPrice2;

Numeric BuyExitPrice3;

Numeric SelExitPrice3;

Numeric BuyExitPrice8;

Numeric SelExitPrice8;

Numeric LotsOrder;

Series<Numeric> XH;

Series<Numeric> XL;

Series<Numeric> MAH;

Series<Numeric> MAL;

Series<Numeric> ZH;

Series<Numeric> ZL;

Events

onBar(ArrayRef<Integer> indexs)

{

//------------------------------------------------------------------

XH=(H+C)/2;

XL=(L+C)/2;

MAH=(AverageFC(XH,2)+AverageFC(XH,4))/2;

MAL=(AverageFC(XL,2)+AverageFC(XL,4))/2;

ZH=MAH*(1+1/10000);

ZL=MAL*(1-1/10000);

//------------------------------------------------------------------

P=2;

MID1 = AverageFC(CLOSE,M);

UPPER1= MID1 + P*StandardDev(CLOSE,M,2);

LOWER1= MID1 - P*StandardDev(CLOSE,M,2);

BLDK1 = (UPPER1-LOWER1)/MID1;

//------------------------------------------------------------------

MN2=INTPART(M/2);

MN3=INTPART(2*M);

MA2 = AverageFC(CLOSE,MN2);

MA3 = AverageFC(CLOSE,MN3);

//------------------------------------------------------------------

MINDIFF = MinMove*PriceScale;

//------------------------------------------------------------------

BuyConPre = (CLOSE>MA2 AND MA2>=MID1 AND MID1>=MID1[1] AND MA3>=MA3[1] AND CLOSE>=UPPER1 AND ZH>=ZH[1]);

SelConPre = (CLOSE<MA2 AND MA2<=MID1 AND MID1<=MID1[1] AND MA3<=MA3[1] AND CLOSE<=LOWER1 AND ZL<=ZL[1]);

BuyCon = BuyConPre[1];

SelCon = SelConPre[1];

//---------------------------------------------------------------

BuyPrice = OPEN+OFF*MINDIFF;

SelPrice = OPEN-OFF*MINDIFF;

//---------------------------------------------------------------

LotsOrder = Max(1,max(FLOOR(ZJL*10000/(CLOSE[1]*ContractUnit*0.1),1),1));

//---------------------------------------------------------------

If(BuyCon and MarketPosition<=0)

{

If(MarketPosition<0)

{

BuyToCover(LotsOrder,BuyPrice);

}

If(BuyCon)

{

Buy(LotsOrder,BuyPrice);

}

If(SelCon and MarketPosition>=0)

{

If(MarketPosition>0)

{

Sell(LotsOrder,SelPrice);

}

If(SelCon)

{

SELLSHORT(LotsOrder,SelPrice);

}

//---------------------------------------------------------------

BuySTPPrice = AvgEntryPrice*(1 - STPRATE/100);

SelSTPPrice = AvgEntryPrice*(1 + STPRATE/100);

//-------------------------------------------------------------------------

//平仓条件区

BuyExitCon2PRE = (CLOSE<MID1);

SelExitCon2PRE = (CLOSE>MID1);

BuyExitCon3PRE = (MA2<=MA3 AND CLOSE<MA2);

SelExitCon3PRE = (MA2>=MA3 AND CLOSE>MA2);

BuyExitCon8PRE = (LOW<=BuySTPPrice);

SelExitCon8PRE = (High>=SelSTPPrice);

//-------------------------------------------------------------------------

BuyExitCon2 = (MarketPosition>0 and BuyExitCon2PRE[1]);

SelExitCon2 = (MarketPosition<0 and SelExitCon2PRE[1]);

BuyExitCon3 = (MarketPosition>0 and BuyExitCon3PRE[1]);

SelExitCon3 = (MarketPosition<0 and SelExitCon3PRE[1]);

BuyExitCon8 = (MarketPosition>0 and BuyExitCon8PRE);

SelExitCon8 = (MarketPosition<0 and SelExitCon8PRE);

//-------------------------------------------------------------------------

BuyExitPrice2 = OPEN-OFF*MINDIFF;

BuyExitPrice3 = OPEN-OFF*MINDIFF;

SelExitPrice2 = OPEN-OFF*MINDIFF;

SelExitPrice3 = OPEN-OFF*MINDIFF;

BuyExitPrice8 = Min(OPEN,BuySTPPrice)-OFF*MINDIFF;

SelExitPrice8 = Max(OPEN,SelSTPPrice)-OFF*MINDIFF;

//-------------------------------------------------------------------------

If(BuyExitCon2)

{

Sell(LotsOrder,BuyExitPrice2);

}

If(BuyExitCon3)

{

Sell(LotsOrder,BuyExitPrice3);

}

If(BuyExitCon8)

{

Sell(LotsOrder,BuyExitPrice8);

}

If(SelExitCon2)

{

BuyToCover(LotsOrder,SelExitPrice2);

}

If(SelExitCon3)

{

BuyToCover(LotsOrder,SelExitPrice3);

}

If(SelExitCon8)

{

BuyToCover(LotsOrder,SelExitPrice8);

}

//------------------------------------------------------------------------

主题：TB转金字塔