标题：文华转金字塔

1楼

a3034316970 发表于：2018/11/22 18:17:22

老师麻烦把在个指标改成交易系统策略

价格在线上买，反之线下卖出

N:=10;

M:=1.5;

TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

UP:=(H+L)/2+MA(TR1,N)*M;

DN:=(H+L)/2-MA(TR1,N)*M;

L1:=REF(UP,BARSLAST(UP<=REF(UP,1)));

L2:=LLV(UP,N*1.5);

LL:=IF(L2<>REF(L2,1) AND L1<REF(L1,1),L1,IF(L1=L2,L1,L2));

S1:=BARSLAST(CROSS(0.5,UP=LL))+1;

S2:=CROSS(COUNT((CROSS(C,LL) OR CROSS(C,REF(LL,2))) AND UP>LL,S1),0.5);

A6:=BARSLAST(S2);

B6:=BARSLAST(CROSS(HHV(DN,A6+1),C));

BY:=CROSS(B6,A6);

SL:=CROSS(A6,B6);

SUPERTREN:IF(B6>A6,HHV(DN,BARSLAST(BY)+1),LLV(UP,BARSLAST(SL)+1)),COLORWHITE;

DRAWCOLORLINE(B6>A6,SUPERTREN,COLORRED,COLORGREEN),LINETHICK2;

DRAWICON(CROSS(B6,A6),SUPERTREN*0.99,4);

DRAWICON(CROSS(A6,B6),SUPERTREN*1.015,5);

买进:CROSS(B6,A6)*100,NODRAW,COLORRED;

卖出:CROSS(A6,B6)*100,NODRAW;

2楼

FireScript 发表于：2018/11/23 9:47:42

N:=10;
M:=1.5;
TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
UP:=(H+L)/2+MA(TR1,N)*M;
DN:=(H+L)/2-MA(TR1,N)*M;
L1:=REF(UP,BARSLAST(UP<=REF(UP,1)));
L2:=LLV(UP,N*1.5);
LL:=IF(L2<>REF(L2,1) AND L1<REF(L1,1),L1,IF(L1=L2,L1,L2));
S1:=BARSLAST(CROSS(0.5,UP=LL))+1;
S2:=CROSS(COUNT((CROSS(C,LL) OR CROSS(C,REF(LL,2))) AND UP>LL,S1),0.5);
A6:=BARSLAST(S2);
B6:=BARSLAST(CROSS(HHV(DN,A6+1),C));
BY:=CROSS(B6,A6);
SL:=CROSS(A6,B6);
SUPERTREN:IF(B6>A6,HHV(DN,BARSLAST(BY)+1),LLV(UP,BARSLAST(SL)+1)),COLORWHITE;

买进:CROSS(B6,A6)*100,NODRAW,COLORRED;
卖出:CROSS(A6,B6)*100,NODRAW;

if 买进 then buy(holding=0,1,market);

if 卖出 then sell(holding>0,holding,market);

以多头为例，其实你代码主体部分并不需要修改。只要添加下交易函数就行了，并且我删除了你这里的绘图函数。

3楼

a3034316970 发表于：2018/11/23 13:28:38

老师你好！我刚学，还不会写，麻烦把开空交易函数也写进去，谢谢！

4楼

FireScript 发表于：2018/11/23 13:33:08

if 买进 then
begin
sellshort(holding<0,holding,market);
buy(holding=0,1,market);
end

if 卖出 then
begin
sell(holding>0,holding,market);
buyshort(holding=0,1,market);

end

替换下之前的下单代码。建议学习下基本的代码编写，否则后续很难进行维护的。

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