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标题:[原创]落影模型——股指模型自动版

1楼
luoying 发表于:2010/12/20 15:50:02

此模型是股指后台自动交易模型,仅供学习交流!(申请加精,给金币噢!)

 

input:P(26,20,100,8);
input:S(12,5,40,4);

input:B1(26,5,300,30);
input:B2(2,0.1,10,1);

input:N2(10,1,120,12);
input:N3(20,1,200,20);
input:N4(60,1,200,20);

ma2:=ma(c,n2);
ma3:=ma(c,n3);
ma4:=ma(c,n4);

MID := MA(CLOSE,B1);
UPPER:= MID + B2*STD(CLOSE,B1);
LOWER:= MID - B2*STD(CLOSE,B1),colorred;

diff := EMA(CLOSE,S) - EMA(CLOSE,P);

variable:vmin = 091500;//用于隔夜高开或低开时间差

if (abs(o-ref(c,1))>=20*MINDIFF AND time>090000 and time<090400) then vmin := 093000;

//开多仓条件:
BOPEON:=c>upper and diff>0 and c>o and c>ma4 AND THOLDING=0 AND time>vmin AND time<150000;

//平多仓条件:
bline:=IF(THOLDING>0,HHV(HIGH,TTYPEBAR(1,1))-110*mindiff,l-110*mindiff);//多单移动止损线
//PARTLINE(THOLDING>0, bline, colorrgb(255,0,0)); 这个在后台不显示

BLIQCON:= (THOLDING>0 and cross(ma3,ma2)) or (THOLDING>0 and bline>c);

//开空仓条件:
SOPCON:=c<lower and diff<0 and c<o and c<ma4 AND THOLDING=0 AND time>vmin AND time<150000;

//平空仓条件:
sline:=IF(THOLDING<0,LLV(LOW,TTYPEBAR(1,3))+110*mindiff,h+110*mindiff);//空单移动止损线
//PARTLINE(THOLDING<0, sline, colorrgb(0,255,0)); 这个在后台不显示

SLIQCON:= (THOLDING<0 and cross(ma2,ma3)) or (THOLDING<0 and sline<c);

 


tsellshort(SLIQCON,THOLDING,LMT,C);
tbuy(BOPEON,1,LMT,C);
tsell(BLIQCON,THOLDING,LMT,C);
tbuyshort(SOPCON,1,LMT,C);


//收盘前平仓
tsell(time>151100 and THOLDING>0,THOLDING,LMT,C-MINDIFF*2);
tsellshort(time>151100 and THOLDING<0,THOLDING,LMT,C+MINDIFF*2);

2楼
王锋 发表于:2010/12/20 15:59:13

图表版的自动交易参考 http://www.weistock.com/bbs/dispbbs.asp?boardid=4&Id=2805

[此贴子已经被作者于2010-12-20 15:59:31编辑过]
3楼
明心 发表于:2010/12/20 16:03:32
赠送楼主:0个金币
4楼
明心 发表于:2010/12/20 16:03:44
赠送楼主:0个金币
5楼
明心 发表于:2010/12/20 16:03:55
赠送楼主:0个金币
6楼
admin 发表于:2010/12/20 17:21:25
奖励一下哈
7楼
xian_0_9 发表于:2010/12/20 20:13:21

谢谢老师的模型。

我不想一直用110个最小变动价位当止损。

我想用昨日收盘价*0.5%的值怎么写?

priorclose:=VALUEWHEN(DATE<>REF(DATE,1),REF(CLOSE,1));

m:=priorclose*0.5%;

然后

bline:=IF(THOLDING>0,HHV(HIGH,TTYPEBAR(1,1))-m*mindiff,l-m*mindiff);//多单移动止损线

这么写行不?

 

8楼
fred1819fred 发表于:2010/12/27 22:25:12
学习一下
9楼
敢赢 发表于:2011/1/26 23:17:41
好!!!!!!!
10楼
z7c9 发表于:2011/1/27 9:06:46
thanks
共17 条记录, 每页显示 10 条, 页签: [1] [2]


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