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标题：[求助]请老师讲下面交易系统改成以开盘价即时下单的
1楼
mzy139 发表于：2012/12/14 15:08:41TD:=DATATYPE; EP:=IF(TD=1,0.2,IF(TD=2,0.4,IF(TD=3,1,IF(TD=4,1.38,IF(TD=5,1.62,IF(TD=6,4,IF(TD=13,0.33,IF(TD=17,0.33,IF(TD=7,13,2.62)))))))));
XL:="JRTJ2@XTL"; FpC:="JRTJ2@FTC"; fkc:="FFunc@MyC";
VAL1 :="AbleTrend@VAL1"(8,19,4500);
VAL2 :="AbleTrend@VAL2";
JYS :="JRTJ2@QDL"(ep/100,1);
Ja1:=ref(FkC<JYS,1)=1 and CROSS(FkC,JYS);
Jb2:=ref(FkC>JYS,1)=1 and CROSS(JYS,FkC);
variable: x=0, y=0, N1=1;
i_offset:=N1*MINDIFF;
IF val2>0 then x:=1;
if val1>0 then x:=-1;
if Ja1 then y:=1;
if Jb2 then y:=-1;
tmp:=x+y;
if holding=0 then begin
if tmp>0 then
buy(1,2,limitr,max(fpc,open+i_offset));
end
if holding=0 then begin
if tmp<0 then
buyshort(1,2,limitr,min(fpc,open-i_offset));
end
if holding>0 then begin
if tmp<0 then begin
sell(1,holding,limitr,min(fpc,open-i_offset));
buyshort(1,2,limitr,min(fpc,open-i_offset));
end
end
if holding<0 then begin
if tmp>0 then begin
sellshort(1,holding,limitr,max(fpc,open+i_offset));
buy(1,2,limitr,max(fpc,open+i_offset));
end
end
资金:asset,noaxis,color999999,linethick1,LINEDOT;
胜率%:percentwin*100,colorFF,linethick0;
盈亏比:(SEQWIN/SEQLOSS),linethick0;
次数:totaltrade,linethick0;
连亏:maxseqloss,linethick0;
连盈:maxseqwin,linethick0;
最大亏率:WORSTPERCENT,linethick0;
最大利率:BESTPERCENT,linethick0;
XL:="JRTJ2@XTL"; FpC:="JRTJ2@FTC"; fkc:="FFunc@MyC";
VAL1 :="AbleTrend@VAL1"(8,19,4500);
VAL2 :="AbleTrend@VAL2";
JYS :="JRTJ2@QDL"(ep/100,1);
Ja1:=ref(FkC<JYS,1)=1 and CROSS(FkC,JYS);
Jb2:=ref(FkC>JYS,1)=1 and CROSS(JYS,FkC);
variable: x=0, y=0, N1=1;
i_offset:=N1*MINDIFF;
IF val2>0 then x:=1;
if val1>0 then x:=-1;
if Ja1 then y:=1;
if Jb2 then y:=-1;
tmp:=x+y;
if holding=0 then begin
if tmp>0 then
buy(1,2,limitr,max(fpc,open+i_offset));
end
if holding=0 then begin
if tmp<0 then
buyshort(1,2,limitr,min(fpc,open-i_offset));
end
if holding>0 then begin
if tmp<0 then begin
sell(1,holding,limitr,min(fpc,open-i_offset));
buyshort(1,2,limitr,min(fpc,open-i_offset));
end
end
if holding<0 then begin
if tmp>0 then begin
sellshort(1,holding,limitr,max(fpc,open+i_offset));
buy(1,2,limitr,max(fpc,open+i_offset));
end
end
资金:asset,noaxis,color999999,linethick1,LINEDOT;
胜率%:percentwin*100,colorFF,linethick0;
盈亏比:(SEQWIN/SEQLOSS),linethick0;
次数:totaltrade,linethick0;
连亏:maxseqloss,linethick0;
连盈:maxseqwin,linethick0;
最大亏率:WORSTPERCENT,linethick0;
最大利率:BESTPERCENT,linethick0;
2楼
RogarZ 发表于：2012/12/14 15:18:28TD:=DATATYPE; EP:=IF(TD=1,0.2,IF(TD=2,0.4,IF(TD=3,1,IF(TD=4,1.38,IF(TD=5,1.62,IF(TD=6,4,IF(TD=13,0.33,IF(TD=17,0.33,IF(TD=7,13,2.62)))))))));
XL:="JRTJ2@XTL"; FpC:="JRTJ2@FTC"; fkc:="FFunc@MyC";
VAL1 :="AbleTrend@VAL1"(8,19,4500);
VAL2 :="AbleTrend@VAL2";
JYS :="JRTJ2@QDL"(ep/100,1);
Ja1:=ref(FkC<JYS,1)=1 and CROSS(FkC,JYS);
Jb2:=ref(FkC>JYS,1)=1 and CROSS(JYS,FkC);
variable: x=0, y=0, N1=1;
i_offset:=N1*MINDIFF;
IF val2>0 then x:=1;
if val1>0 then x:=-1;
if Ja1 then y:=1;
if Jb2 then y:=-1;
tmp:=x+y;
if holding=0 then begin
if tmp>0 then
buy(1,2,limit,open);
end
if holding=0 then begin
if tmp<0 then
buyshort(1,2,limit,open);
end
if holding>0 then begin
if tmp<0 then begin
sell(1,holding,limit,open);
buyshort(1,2,limit,open);
end
end
if holding<0 then begin
if tmp>0 then begin
sellshort(1,holding,limit,open);
buy(1,2,limit,open);
end
end
资金:asset,noaxis,color999999,linethick1,LINEDOT;
胜率%:percentwin*100,colorFF,linethick0;
盈亏比:(SEQWIN/SEQLOSS),linethick0;
次数:totaltrade,linethick0;
连亏:maxseqloss,linethick0;
连盈:maxseqwin,linethick0;
最大亏率:WORSTPERCENT,linethick0;
最大利率:BESTPERCENT,linethick0;
XL:="JRTJ2@XTL"; FpC:="JRTJ2@FTC"; fkc:="FFunc@MyC";
VAL1 :="AbleTrend@VAL1"(8,19,4500);
VAL2 :="AbleTrend@VAL2";
JYS :="JRTJ2@QDL"(ep/100,1);
Ja1:=ref(FkC<JYS,1)=1 and CROSS(FkC,JYS);
Jb2:=ref(FkC>JYS,1)=1 and CROSS(JYS,FkC);
variable: x=0, y=0, N1=1;
i_offset:=N1*MINDIFF;
IF val2>0 then x:=1;
if val1>0 then x:=-1;
if Ja1 then y:=1;
if Jb2 then y:=-1;
tmp:=x+y;
if holding=0 then begin
if tmp>0 then
buy(1,2,limit,open);
end
if holding=0 then begin
if tmp<0 then
buyshort(1,2,limit,open);
end
if holding>0 then begin
if tmp<0 then begin
sell(1,holding,limit,open);
buyshort(1,2,limit,open);
end
end
if holding<0 then begin
if tmp>0 then begin
sellshort(1,holding,limit,open);
buy(1,2,limit,open);
end
end
资金:asset,noaxis,color999999,linethick1,LINEDOT;
胜率%:percentwin*100,colorFF,linethick0;
盈亏比:(SEQWIN/SEQLOSS),linethick0;
次数:totaltrade,linethick0;
连亏:maxseqloss,linethick0;
连盈:maxseqwin,linethick0;
最大亏率:WORSTPERCENT,linethick0;
最大利率:BESTPERCENT,linethick0;
3楼
mzy139 发表于：2012/12/14 15:23:36图表程序化交易设置时用固定时间间隔还是走完k线以后？
4楼
jinzhe 发表于：2012/12/14 15:26:09固定1秒轮询
5楼
mzy139 发表于：2012/12/14 17:21:05
6楼
mzy139 发表于：2012/12/14 17:22:07怎传不上图片呢？
7楼
mzy139 发表于：2012/12/14 17:24:10
8楼
mzy139 发表于：2012/12/14 17:36:51图一是原指标
此主题相关图片如下：360截图20121214173550158.jpg
此主题相关图片如下：360截图20121214173630743.jpg
[此贴子已经被作者于2012-12-14 17:38:47编辑过]
9楼
RogarZ 发表于：2012/12/14 21:18:57TD:=DATATYPE; EP:=IF(TD=1,0.2,IF(TD=2,0.4,IF(TD=3,1,IF(TD=4,1.38,IF(TD=5,1.62,IF(TD=6,4,IF(TD=13,0.33,IF(TD=17,0.33,IF(TD=7,13,2.62))))))))); XL:="JRTJ2@XTL"; FpC:="JRTJ2@FTC"; fkc:="FFunc@MyC"; VAL1 :="AbleTrend@VAL1"(8,19,4500); VAL2 :="AbleTrend@VAL2"; JYS :="JRTJ2@QDL"(ep/100,1); Ja1:=ref(FkC<JYS,1)=1 and CROSS(FkC,JYS); Jb2:=ref(FkC>JYS,1)=1 and CROSS(JYS,FkC); variable: x=0, y=0, N1=1; i_offset:=N1*MINDIFF; IF val2>0 then x:=1; if val1>0 then x:=-1; if Ja1 then y:=1; if Jb2 then y:=-1; tmp:=x+y; if holding=0 then begin if tmp>0 then buy(1,2,market); end if holding=0 then begin if tmp<0 then buyshort(1,2, market ); end if holding>0 then begin if tmp<0 then begin sell(1,holding, market ); buyshort(1,2, market ); end end if holding<0 then begin if tmp>0 then begin sellshort(1,holding, market ); buy(1,2, market ); end end 资金:asset,noaxis,color999999,linethick1,LINEDOT; 胜率%:percentwin*100,colorFF,linethick0; 盈亏比:(SEQWIN/SEQLOSS),linethick0; 次数:totaltrade,linethick0; 连亏:maxseqloss,linethick0; 连盈:maxseqwin,linethick0; 最大亏率:WORSTPERCENT,linethick0; 最大利率:BESTPERCENT,linethick0; 楼主，这个是最简单的改下交易指令，建议自己学习下基本金字塔的写法 走完K线模式下 |
[此贴子已经被作者于2012-12-14 21:20:26编辑过]
共9 条记录, 每页显示 10 条, 页签:
[1]