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标题:根据论坛上的混沌理论公式编写的策略

1楼
guotx2010 发表于:2011/4/2 10:07:58

Y:=(H+L)/2;
AA:=REF((SMA(Y,5,1)),3);
BB:=REF((SMA(Y,8,1)),5);
CC:=REF((SMA(Y,13,1)),8);
MA1:=MA(CLOSE,5),COLORWHITE,LINETHICK3;
MA2:=MA(CLOSE,10),COLORYELLOW,LINETHICK3;
MA3:=MA(CLOSE,30),COLORDB7093,LINETHICK3;
鳄:CC,COLORFF6600;
齿:BB,COLORRED;
唇:AA,COLORGREEN;
R2:=REF(齿,5);
KU1:=IF(HIGH=HHV(HIGH,3),1,0);
KD1:=IF(LOW=LLV(LOW,3),1,0);
UL:=IF(REF(KU1,2)=1 AND REF(KU1,1)=0 AND KU1=0,REF(HIGH,2),REF(HIGH,2+BARSLAST(REF(KU1,2)=1 AND REF(KU1,1)=0 AND KU1=0)));
DL:=IF(REF(KD1,2)=1 AND REF(KD1,1)=0 AND KD1=0,REF(LOW,2),REF(LOW,2+BARSLAST(REF(KD1,2)=1 AND REF(KD1,1)=0 AND KD1=0)));
上分形:IF(HIGH>=R2,UL,REF(UL,BARSLAST(HIGH>R2))),POINTDOT,LINETHICK3,COLORMAGENTA;
下分形:IF(LOW<=R2,DL,REF(DL,BARSLAST(LOW<=R2))),POINTDOT,LINETHICK3,COLORYELLOW;
 
AO:=MA(Y,5)-MA(Y,34);
MAO:=MA(AO,5);
AC:=AO-MAO;
AC1:=REF(AC,1);
AO1:=REF(AO,1);
KAC:=IF(AC>AC1 AND AO>AO1,1,0);
KAO:=IF(AC<AC1 AND AO<AO1,-1,0);
STICKLINE(KAC=1 AND CLOSE>=OPEN,OPEN,CLOSE,3,1),COLORRED;
STICKLINE(KAO=-1 AND CLOSE>=OPEN,OPEN,CLOSE,3,1),COLORGREEN;
STICKLINE(KAO=0 AND KAC=0 AND CLOSE>=OPEN,OPEN,CLOSE,3,1),COLORDDDDDD;
STICKLINE(CLOSE>=OPEN,HIGH,CLOSE,0.0,1.0),COLORRED;
STICKLINE(CLOSE>=OPEN,OPEN,LOW,0.0,1),COLORRED;
STICKLINE(KAC=1 AND CLOSE<OPEN,OPEN,CLOSE,3,0),COLORRED;
STICKLINE(KAO=-1 AND CLOSE<OPEN,OPEN,CLOSE,3,0),COLORGREEN;

Buy1:=Filter(KAC=1 And  CLOSE>=OPEN,4);
BuyP:=KAO=-1;

Sell1:=Filter(KAO=-1 AND CLOSE>=OPEN,4);
SellP:=KAC=1;

//使用系列模式时
//{平多}EXITLONG:BuyP ,TFILTER;
//{开空}ENTERSHORT:Sell1 ,TFILTER;
//
//{平空}EXITSHORT:SellP ,TFILTER;
//{开多} ENTERLONG:Buy1,TFILTER;

//使用逐K线模式时
variable:DuoKong=1;
OrdVol:=1;     {开仓手数}
ZsDs:=10;     {止损点数}
//以下变量用于移动止盈,,移动止盈只能保证你尽可能稳健盈利,却不能保证盈利最大化,如果不想使用,可是将总开关设置为0
YdZy:=0;     {移动止盈总开关,1为开,0为关}
variable:HighPrice=0,LowPrice=0; {保存开仓后的最高价、最低价}
variable:DHcDs=3,KHcDs=3;   {多、空单回撤点数}
variable:DYlDs=7,KYlDs=7;   {多、空单盈利点数,当盈利点数达到这个标准后,如果回撤达到上面的参数值就平仓}
variable:Z3B1=0;     {赚3保1开关}
variable:MaxProfit=0,CurrentProfit=0; {最大盈利、当前盈利}

//持有空单
If Holding<0 then Begin
 If
SellP And Enterbars>2 then begin   //平空单
  空平:SellShort(1,0,mkt),orderqueue;
 End
 
 //止损
 If C-Enterprice>=ZsDs then begin
  空损:SellShort(1,0,mkt),orderqueue;
 End
 
 //移动止盈
 If YdZy=1 then begin
  //每周期判断是否创新低
  If L<LowPrice then begin
   LowPrice:=L;
  End
  
  If OpenProfit>MaxProfit then begin
   MaxProfit:=OpenProfit,linethick0;
  End
  空最高:MaxProfit,linethick0;
  CurrentProfit:=OpenProfit;

    
  //如果盈利超过10点之后回撤达到3点,就平仓,保住盈利
  If Enterprice-LowPrice>=KYlDs then begin
   If L-LowPrice>=KHcDs Then Begin  //回撤超过3点
    空赢:SellShort(1,0,market);
   End 
  End
 End
 
 //赚3保1
 If Z3B1=1 then begin
  If Enterprice-LowPrice>=3 then begin
   If Enterprice-L<=1.2 then begin
    空保:SellShort(1,0,market);
   End
  End
 End
End

//开多单
If holding=0 then begin
 If DuoKong=1 Or DuoKong=2 then begin
  If Buy1 then begin
   多开:Buy(1,ordVol,mkt);
   HighPrice:=Enterprice;  //将开仓价保存到最高价
  End 
 End
end

//持有多单
If Holding>0 then Begin
 If BuyP And Enterbars>2 then begin  {平多单}
  多平:Sell(1,0,mkt),orderqueue;
 End
 
 //多单管理
 //止损
 If Enterprice-C>=ZsDs then begin
  多损:Sell(1,0,mkt),orderqueue;
 End

 //移动止盈
 If YdZy=1 then begin
  //每周期判断是否创新高
  If H>HighPrice then begin
   HighPrice:=H;
  End
  
  If OpenProfit>MaxProfit then begin
   MaxProfit:=OpenProfit;
  End
  CurrentProfit:=OpenProfit;
  多最高:MaxProfit,linethick0;
  多赢额:CurrentProfit,linethick0;
   
  //如果盈利超过10点之后回撤达到3点,就平仓,保住盈利
  If HighPrice-Enterprice>=DYlDs then begin
   If HighPrice-H>=DHcDs Then Begin  //回撤超过3点
    多赢:Sell(1,0,market);
   End 
  End
 End

 //赚3保1
 If Z3B1=1 then begin
  If HighPrice-Enterprice>=3 then begin
   If H-Enterprice<=1.2 then begin
    多保:Sell(1,0,market);
   End
  End
 End
End

//开空单
If holding=0 then begin
 If DuoKong=1 Or DuoKong=3 then begin
  If Sell1 then begin
   空开:BuyShort(1,ordVol,mkt);
   LowPrice:=enterprice;
  End 
 End
end

最低价:LowPrice,linethick0;
最高价:HighPrice,linethick0;
开仓价:Enterprice,noaxis,linethick0;
持仓:Holding,linethick0;

//收益:asset,noaxis,colorred;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

2楼
董小球 发表于:2011/4/2 12:16:43
图片点击可在新窗口打开查看
3楼
蔡宛宏 发表于:2011/12/19 13:16:54
好好学习一下 感觉有点难理解
共3 条记录, 每页显示 10 条, 页签: [1]


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