開(kāi)拓者逐風(fēng)破浪交易系統(tǒng)源碼 部份品種實(shí)盤(pán)不錯(cuò) 日內(nèi)交易[開(kāi)拓者公式]
- 源碼內(nèi)容：
Params
Bool bInitStatus(false);//初始化標(biāo)志，修改初始倉(cāng)位時(shí)需設(shè)置為T(mén)rue
Numeric InitMyRealMp(0);//初始當(dāng)前倉(cāng)位，正數(shù)表示多單，負(fù)數(shù)表示空單
Numeric FirstGrid(10);//第一筆交易的間距，最小跳動(dòng)
Numeric AddGrid(30);//加倉(cāng)間距，最小跳動(dòng)
Numeric TotalGrids(10);//最大交易次數(shù)
Numeric TrailingGrid(10);//移動(dòng)止損間距，最小跳動(dòng)
Numeric EveryLots(1);//每次開(kāi)倉(cāng)手?jǐn)?shù)
Numeric OffSet(1);//委托價(jià)偏差，默認(rèn)買(mǎi)賣(mài)價(jià)偏差1個(gè)滑點(diǎn)
Numeric ExitOnCloseMins(15.00);//收盤(pán)平倉(cāng)時(shí)間
Vars
Numeric HighAfterlongEntry;
Numeric LowAfterShortEntry;
Numeric MyRealMp(0);
Numeric MinPoint;
Numeric TmpPrice;
Numeric TmpLots;
Begin
MinPoint=MinMove*PriceScale;//當(dāng)前商品最小變動(dòng)量*當(dāng)前商品的計(jì)數(shù)單位
MyRealMp=GetGlobalVar(0); //獲取MyRealMp全局變量值
HighAfterlongEntry=GetGlobalVar(1);
LowAfterShortEntry=GetGlobalVar(2);
If(BarStatus==0 And (MyRealMp==InvalidNumeric||bInitStatus))
{MyRealMp=InitMyRealMp;}
If(Date<>Date[1])
{HighAfterlongEntry=High;
LowAfterShortEntry=Low;
MyRealMp=0;
}Else
{HighAfterlongEntry=Max(HighAfterlongEntry,High);
LowAfterShortEntry=Min(LowAfterShortEntry,Low);}
if (Time<ExitOnCloseMins/100)
{If(MyRealMp>0 And HighAfterlongEntry-Low>=TrailingGrid*MinPoint And(High-Low<TrailingGrid*MinPoint Or (High-Low>=TrailingGrid*MinPoint And Close<Open)))
{TmpPrice=Max(HighAfterLongEntry-(TrailingGrid-OffSet)*MinPoint,Low);
TmpLots=Abs(MyRealMp*EveryLots);
Sell(TmpLots,TmpPrice);
MyRealMp=0;
LowAfterShortEntry=Low;
}else
If(MyRealMp<0 And High-LowAfterShortEntry>=TrailingGrid*MinPoint And (High-Low<TrailingGrid*MinPoint Or (High-Low>=TrailingGrid*MinPoint And Close>Open)))
{TmpPrice=Min(LowAfterShortEntry+(TrailingGrid+OffSet)*MinPoint,High);
TmpLots=Abs(MyRealMp*EveryLots);
BuyToCover(TmpLots,TmpPrice);
MyRealMp=0;
HighAfterLongEntry=0;}
If(MyRealMp==0 And High-LowAfterShortEntry>=FirstGrid*MinPoint)//第一筆多單開(kāi)倉(cāng)
{TmpPrice=Min(LowAfterShortEntry+(FirstGrid+OffSet)*MinPoint,High);
TmpLots=EveryLots;
Buy(TmpLots,TmpPrice);
MyRealMp=1;
HighAfterLongEntry=High;
}Else
If(MyRealMp>0 And MyRealMp<TotalGrids And High-LowAfterShortEntry>=(FirstGrid+MyRealMp*AddGrid)*MinPoint)//多單加倉(cāng)
{TmpPrice=Min(LowAfterShortEntry+(FirstGrid+MyRealMp*AddGrid+OffSet)*MinPoint,High);
TmpLots=EveryLots;
Buy(TmpLots,TmpPrice);
MyRealMp=MyRealMp+1;
}else
If(MyRealMp==0 And HighAfterLongEntry-Low>=FirstGrid*MinPoint)//第一筆空單開(kāi)倉(cāng)
{TmpPrice=Max(HighAfterLongEntry-(FirstGrid-OffSet)*MinPoint,Low);
TmpLots=EveryLots;
SellShort(TmpLots,TmpPrice);
MyRealMp=-1;
LowAfterShortEntry=Low;
}else
If(MyRealMp<0 And -1*MyRealMp<TotalGrids And HighAfterLongEntry-Low>=(FirstGrid+Abs(MyRealMp*AddGrid))*MinPoint)//空單加倉(cāng)
{TmpPrice=Max(HighAfterLongEntry-(FirstGrid-Abs(MyRealMp*AddGrid)-OffSet)*MinPoint,Low);
TmpLots=EveryLots;
SellShort(TmpLots,TmpPrice);
MyRealMp=MyRealMp-1;}
}else
If(Time>=ExitOnCloseMins/100)
{If(MyRealMp>0)
{TmpLots=Abs(MyRealMp*EveryLots);
TmpPrice=Close;
Sell(0,TmpPrice);
MyRealMp=0;}
If(MyRealMp<0)
{TmpLots=Abs(MyRealMp*EveryLots);
TmpPrice=Close;
BuyToCover(0,TmpPrice);
MyRealMp=0;}}
SetGlobalVar(0,MyRealMp);
SetGlobalVar(1,HighAfterLongEntry);
SetGlobalVar(2,LowAfterShortEntry);
Commentary("MyRealMp="+Text(MyRealMp));
Commentary("HighAfterLLowAfterShortEntry="+Text(LowAfterShortEntry));
End
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