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标题:求助

1楼
yongle476 发表于:2018/4/2 21:08:27
请哪位老师帮忙把MC的交易模型改为金字塔的,谢谢!MC模型如下:

inputs: lots(1),blenpre(20),blenvol(7),dropstart(10),dropk(4);

vars  : minpoint(0),myoffset(0),prehp(0),prelp(0),highafterentry(0),loafterentry(0),bopenlong(False),bopenshort(False),mavol(0),dropstartflag(False),atr(0),dropline(0);

 

minpoint = MinMove*PriceScale;

prehp = highest(low,blenpre);

prelp = lowest(high,blenpre);

mavol = average(v,blenvol);

bopenlong  = low[1]>=prehp[1]  and low[2]>=prelp[2] and high>=high[1]and mavol[1]>=mavol[2];

bopenshort = high[1]<=prelp[1] and high[2]<=prehp[2] and low<=low[1] and mavol[1]>=mavol[2];

 

atr = AvgTrueRange(14);

//kai cang

if(bopenlong  and marketposition=0) then buy("BPK") next bar at maxlist(open,high[1]) limit;

if(bopenshort and marketposition=0) then sellshort("SPK") next bar at minlist(open,low[1]) limit;

 

//diao deng zhi sun

if (marketposition<>0 and barssinceentry>=1) then

   begin

      if (barssinceentry>1) then begin

         highafterentry= maxlist(high[1],highafterentry[1]);

         loafterentry= minlist(low[1],loafterentry[1]);

         end else begin

         highafterentry= maxlist(close[1],entryprice);

         loafterentry= minlist(close[1],entryprice);

         end;

   end;

dropstartflag = (highafterentry>=entryprice*(1+dropstart*0.001) or loafterentry<=entryprice*(1-dropstart*0.001));

 

//zhi sun tiao jian

if (marketposition<>0 and barssinceentry>=1) then

    begin

       if (marketposition=1) then dropline= highafterentry-dropk*atr[1];

           if(low<=dropline and dropstartflag=True) then sell("SP1") next bar at minlist(open,dropline) limit;

       if (marketposition=-1) then dropline = loafterentry+dropk*atr[1];

           if(high>=dropline and dropstartflag=True) then buytocover("BP1") next bar at maxlist(open,dropline) limit;    

    end;

2楼
wenarm 发表于:2018/4/2 23:28:46
抱歉不了解mc的语法函数,。建议你学习pel语言后,自行实现编写。或者提供相应的思路,工作人员可以提供示例代码。
[此贴子已经被作者于2018/4/2 23:30:04编辑过]
共2 条记录, 每页显示 10 条, 页签: [1]


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