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标题:[原创]Portfolio Lion

1楼
z7c9 发表于:2010/10/19 12:22:38
图片点击可在新窗口打开查看
2楼
董小球 发表于:2010/10/19 14:01:30
哈哈 现学现卖 现卖现学,太牛啦~~
[此贴子已经被作者于2010-10-19 14:01:47编辑过]
3楼
z7c9 发表于:2010/10/19 19:32:11
以下内容为程序代码:

1 if strcmp(marketlabel,'SQ')=0 then begin
2     p:=strleft(stklabel,2);
3     
4     if strcmp(p,'RU')=0 then begin
5         n:=50;
6         s1:=50;
7         s2:=100;
8         r:=1;
9     end;
10     if strcmp(p,'ZN')=0 then begin
11         n:=54;
12         s1:=30;
13         s2:=80;
14         r:=2;        
15     end;    
16     if strcmp(p,'RB')=0 then begin
17         n:=64;
18         s1:=20;
19         s2:=40;
20         r:=4;        
21     end;    
22     if strcmp(p,'CU')=0 then begin
23         n:=80;
24         s1:=20;
25         s2:=60;
26         r:=1;        
27     end;
28     if strcmp(p,'AU')=0 then begin
29         n:=56;
30         s1:=90;
31         s2:=90;
32         r:=1;        
33     end;
34     if strcmp(p,'AL')=0 then begin
35         n:=74;
36         s1:=60;
37         s2:=100;
38         r:=2;        
39     end;
40     if strcmp(p,'FU')=0 then begin
41         n:=70;
42         s1:=20;
43         s2:=30;
44         r:=4;        
45     end;                
46 end;
47
48 if strcmp(marketlabel,'DQ')=0 then begin
49     p:=strleft(stklabel,1);    
50
51     if strcmp(p,'Y')=0 then begin
52         n:=42;
53         s1:=20;
54         s2:=70;
55         r:=2;        
56     end;    
57     if strcmp(p,'L')=0 then begin
58         n:=68;
59         s1:=30;
60         s2:=100;
61         r:=4;        
62     end;
63 end;
64
65 if strcmp(marketlabel,'ZQ')=0 then begin
66     p:=strleft(stklabel,2);
67     
68     if strcmp(p,'CF')=0 then begin
69         n:=86;
70         s1:=20;
71         s2:=80;
72         r:=1;        
73     end;    
74     if strcmp(p,'SR')=0 then begin
75         n:=76;
76         s1:=20;
77         s2:=100;    
78         r:=2;    
79     end;
80     if strcmp(p,'TA')=0 then begin
81         n:=74;
82         s1:=50;
83         s2:=100;
84         r:=4;        
85     end;        
86 end;
4楼
z7c9 发表于:2010/11/24 12:44:06

 

交易品种:流动性,波动性
交易周期:1,3,5,10,15,30min
入市策略:投机策略(价格通道突破,波动性突破,布林带突破,均线穿越,K线模式,摆动指标),套利策略(跨市套利,跨品种套利,跨期套利,期现套利)
风险控制:收盘平仓,初始止损,保本止损,移动止损,时间止损,停盘止损
资金管理:固定金额,固定比例,风险百分比,百分比波动

投资组合:多品种,多周期,多策略

[此贴子已经被作者于2010-11-24 12:58:33编辑过]
5楼
z7c9 发表于:2011/3/9 9:40:14
交易标的:sr
时间框架:5min
入市策略:通道突破
风险控制:跟踪止损
资金管理:2%
6楼
Andrealiver 发表于:2011/7/2 17:35:58
mother of bride dress
共6 条记录, 每页显示 10 条, 页签: [1]


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