在搞個(gè)系統(tǒng)，圖表成功后想再后臺交易，請幫忙！ [金字塔]
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咨詢內(nèi)容：
INPUT:P(50,2,200,1){建倉量},P1(1,0,50,1){初始止損幅度}，P2(5,2,100,1){止盈幅度}，P3(30,5,60,5){回撤止盈};
VARIABLE:MAXPROFIT=0,{有倉位時(shí)最大獲利幅度}VMIN = 090000;{用于隔夜高開或低開時(shí)間差}????????????????
WIN1:=0;???????????????????????????????????????????????????????????
WIN2:=0;//止盈、止損、回撤控制
?
交易時(shí)間:=TIME>VMIN AND TIME<151430;a:=open+10;
b:=open-10;HNL:=IF(HIGH>REF(HHV(HIGH,3),1),LOW,0);
L1:=IF(HNL>REF(L,1),REF(L,1),IF(HNL>REF(L,2),REF(L,2),IF(HNL>REF(L,3),REF(L,3),IF(HNL>REF(L,4),REF(L,4),0))));
L2:=IF(L1>REF(L,1),REF(L,1),IF(L1>REF(L,2),REF(L,2),IF(L1>REF(L,3),REF(L,3),IF(L1>REF(L,4),REF(L,4),0))));
L3:=VALUEWHEN(L2>0,L2);
LNH:=IF(LOW<REF(LLV(LOW,3),1),HIGH,99999);
H1:=IF(LNH<REF(H,1),REF(H,1),IF(LNH<REF(H,2),REF(H,2),IF(LNH<REF(H,3),REF(H,3),IF(LNH<REF(H,4),REF(H,4),99999))));
H2:=IF(H1<REF(H,1),REF(H,1),IF(H1<REF(H,2),REF(H,2),IF(H1<REF(H,3),REF(H,3),IF(H1<REF(H,4),REF(H,4),0))));
H3:=VALUEWHEN(H2>0,H2);
SEL:=VALUEWHEN((CLOSE>H3 and REF(CLOSE,1)<=H3)or(CLOSE<L3 and REF(CLOSE,1)>=L3),IF(CLOSE>H3 and REF(CLOSE,1)<=H3,1,0));
LINE:IF(SEL=1,L3,H3),COLORblue,LINETHICK2;
DRAWNUMBER(ISLASTBAR,LINE,LINE,0,COLORblue);//建立多頭的進(jìn)場條件
long:=c>a AND C>LINE ;
if long then
begin
sellshort(holding<0,0,MARKET);
buy(holding=0,p,limitr,a);
end//建立空頭的進(jìn)場條件
short:=c<b AND C<LINE ;
if short then
begin
sell(holding>0,0,MARKET);
buyshort(holding=0,p,limitr,b);end
//盈虧計(jì)算
???? IF ENTERBARS>0 THEN BEGIN
???????? WIN1:=(C-ENTERPRICE)/ENTERPRICE*100;
???????? IF WIN1>MAXPROFIT THEN
???????????? MAXPROFIT:=WIN1;
???????? WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
???? END
?
???? //多頭初始浮虧 P1％ 止損
???? IF WIN1<-P1 THEN
???????? SELL(1,HOLDING,LIMITR,CLOSE);
?
???? //多頭利潤大于 P2％ 止盈
???? IF WIN1>P2 THEN
???????? SELL(1,HOLDING,LIMITR,CLOSE);
?????
???? //多頭獲利后回撤 P3％止盈
???? IF WIN2>P3 AND OPENPROFIT>0 THEN
???????? SELL(1,HOLDING,LIMITR,CLOSE);
?//END
?
// IF HOLDING<0 THEN BEGIN
????
???? //空頭平倉
//???? IF 平空 THEN
//???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?
???? //空頭收盤平倉
??? // IF NOT(交易時(shí)間) THEN
????? //?? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?????
???? //盈虧計(jì)算
???? IF ENTERBARS>0 THEN BEGIN
???????? WIN1:=(ENTERPRICE-C)/ENTERPRICE*100;
???????? IF WIN1>MAXPROFIT THEN
???????????? MAXPROFIT:=WIN1;
???????? WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
???? END
?
???? //空頭初始浮虧超過 P1％ 止損
???? IF WIN1<-P1 THEN
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?
???? //空頭利潤大于 P2％止盈
???? IF WIN1>P2 THEN
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?????
???? //空頭回撤 P3％ 止盈
???? IF WIN2>P3 AND OPENPROFIT>0 THEN
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
// END?
?
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金字塔客服：
有啥問題？？？
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用戶回復(fù)：
您這模型是圖表程序劃交易成功了，還是光看圖表成功了？
我也是個(gè)新手啊，別挑我~
?您的交易時(shí)間 從末尾時(shí)間是股指? 開盤時(shí)間是商品? VMIN = 090000;? TIME<151430;
我也復(fù)制進(jìn)軟件看了看，勝率高的離譜了 都90%以上，? 還有一些問題，可能是我嫩點(diǎn)，沒完全讀出您的模型意思，希望您再斟酌斟酌！
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網(wǎng)友回復(fù)：
90以上太高啦?？隙ㄓ袉栴}
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網(wǎng)友回復(fù)：
因?yàn)闃侵鳑]有搞清楚后臺自動(dòng)交易的原理，所以我們采用了依舊取前臺信號，后臺下單的方法來解決問題。
希望樓主仔細(xì)研究下面的代碼，至于后臺的工作機(jī)理部分，希望樓主日后熟練使用金字塔的交易策略后再來自己嘗試編寫更復(fù)雜的后臺策略。
下面代碼紅色部分就是我們給你添加的代碼。
?
?
INPUT:P(50,2,200,1){建倉量},P1(1,0,50,1){初始止損幅度}，P2(5,2,100,1){止盈幅度}，P3(30,5,60,5){回撤止盈};
VARIABLE:MAXPROFIT=0,{有倉位時(shí)最大獲利幅度}VMIN = 090000;{用于隔夜高開或低開時(shí)間差}????????????????
WIN1:=0;???????????????????????????????????????????????????????????
WIN2:=0;//止盈、止損、回撤控制
?
交易時(shí)間:=TIME>VMIN AND TIME<151430;a:=open+10;
b:=open-10;HNL:=IF(HIGH>REF(HHV(HIGH,3),1),LOW,0);
L1:=IF(HNL>REF(L,1),REF(L,1),IF(HNL>REF(L,2),REF(L,2),IF(HNL>REF(L,3),REF(L,3),IF(HNL>REF(L,4),REF(L,4),0))));
L2:=IF(L1>REF(L,1),REF(L,1),IF(L1>REF(L,2),REF(L,2),IF(L1>REF(L,3),REF(L,3),IF(L1>REF(L,4),REF(L,4),0))));
L3:=VALUEWHEN(L2>0,L2);
LNH:=IF(LOW<REF(LLV(LOW,3),1),HIGH,99999);
H1:=IF(LNH<REF(H,1),REF(H,1),IF(LNH<REF(H,2),REF(H,2),IF(LNH<REF(H,3),REF(H,3),IF(LNH<REF(H,4),REF(H,4),99999))));
H2:=IF(H1<REF(H,1),REF(H,1),IF(H1<REF(H,2),REF(H,2),IF(H1<REF(H,3),REF(H,3),IF(H1<REF(H,4),REF(H,4),0))));
H3:=VALUEWHEN(H2>0,H2);
SEL:=VALUEWHEN((CLOSE>H3 and REF(CLOSE,1)<=H3)or(CLOSE<L3 and REF(CLOSE,1)>=L3),IF(CLOSE>H3 and REF(CLOSE,1)<=H3,1,0));
LINE:IF(SEL=1,L3,H3),COLORblue,LINETHICK2;
DRAWNUMBER(ISLASTBAR,LINE,LINE,0,COLORblue);//建立多頭的進(jìn)場條件
long:=c>a AND C>LINE ;
if long then
begintsellshort(holding<0,0,mkt);
sellshort(holding<0,0,MARKET);tbuy(holding=0,lmt,a);
buy(holding=0,p,limitr,a);end
//建立空頭的進(jìn)場條件
short:=c<b AND C<LINE ;
if short then
begintsell(holding>0,0,mkt);
sell(holding>0,0,MARKET);tbuyshort(holding=0,p,lmt,b);
buyshort(holding=0,p,limitr,b);end
//盈虧計(jì)算
???? IF ENTERBARS>0 THEN BEGIN
???????? WIN1:=(C-ENTERPRICE)/ENTERPRICE*100;
???????? IF WIN1>MAXPROFIT THEN
???????????? MAXPROFIT:=WIN1;
???????? WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
???? END
?
???? //多頭初始浮虧 P1％ 止損
???? IF WIN1<-P1 THEN????? begin
????????? TSELL(1,HOLDING,MKT);?
???????? SELL(1,HOLDING,LIMITR,CLOSE);???????end
?
???? //多頭利潤大于 P2％ 止盈
???? IF WIN1>P2 THEN????? begin
???????? TSELL(1,HOLDING,MKT);?
???????? SELL(1,HOLDING,LIMITR,CLOSE);?
?????end
???? //多頭獲利后回撤 P3％止盈
???? IF WIN2>P3 AND OPENPROFIT>0 THEN???? begin
???????? TSELL(1,HOLDING,MKT);?
???????? SELL(1,HOLDING,LIMITR,CLOSE);???? end
?//END
?
// IF HOLDING<0 THEN BEGIN
????
???? //空頭平倉
//???? IF 平空 THEN
//???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?
???? //空頭收盤平倉
??? // IF NOT(交易時(shí)間) THEN
????? //?? SELLSHORT(1,HOLDING,LIMITR,CLOSE);
?????
???? //盈虧計(jì)算
???? IF ENTERBARS>0 THEN BEGIN
???????? WIN1:=(ENTERPRICE-C)/ENTERPRICE*100;
???????? IF WIN1>MAXPROFIT THEN
???????????? MAXPROFIT:=WIN1;
???????? WIN2:=(MAXPROFIT-WIN1)/MAXPROFIT*100;
???? END
?
???? //空頭初始浮虧超過 P1％ 止損
???? IF WIN1<-P1 THEN????? BEGIN
???????? TSELLSHORT(1,HOLDING,MKT);?
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);??????END
?
???? //空頭利潤大于 P2％止盈
???? IF WIN1>P2 THEN????? BEGIN
???????? TSELLSHORT(1,HOLDING,MKT);?
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);????? END
??????
???? //空頭回撤 P3％ 止盈
???? IF WIN2>P3 AND OPENPROFIT>0 THEN????? BEGIN
???????? TSELLSHORT(1,HOLDING,MKT);?
???????? SELLSHORT(1,HOLDING,LIMITR,CLOSE);?????END
// END
有思路，想編寫各種指標(biāo)公式，程序化交易模型，選股公式，預(yù)警公式的朋友
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