金字塔改寫
作者：文華財經 來源：cxh99.com 發布時間：2015年12月08日
- 咨詢內容：
//股指期貨自動交易程序
{//加密及期限有效期:1121230,linethick0;賬號:11111,linethick0;qq1:=strtonum(taccount( 1));if qq1<>賬號 or date>=有效期 or datatype<>18 then exit;}if datatype<>17 then exit;
//交易控制變量variable:a1=0;variable:a2=0;
//交易手數：tn:=1;
//持續下單次數cx:=1;
//提前下單量（秒）xd:=3;
//交易時間區間 www.weiqiv.net.cnp1:=time>091500 and time<=150000;p2:=if(islastbar,dynainfo(207),time);p3:time0-timetot0(p2)linethick0;
//r1:=barslast(date<>ref(date,1));r2:=ref(o,r1);
if c>o and p1 and p3<=xd then begin buy(holding=0,tn,thisclose); endif c<o and p1 and p3<=xd then begin buyshort(holding=0,tn,thisclose); end
//止損r20:=enterbars+1;r21:=ref(hhv(c,r20),1);r22:=ref(llv(c,r20),1);r23:=8;if holding>0 and r21-l>r23 and r20>1 and p3<=xd then begin sell(1,tn,thisclose); endif holding<0 and h-r22>r23 and r20>1 and p3<=xd then begin sellshort(1,tn,thisclose); end
//收盤前清倉 來源 www.weiqiv.net.cnr50:=abs(holding);if p2>150800 then begin sellshort(holding<0,r50,limitr,c); sell(holding>0,r50,limitr,c); end 持倉:holding,colorwhite,linethick0;交易總數:totaltrade,colorwhite,linethick0;盈虧:asset-1000000,noaxis,colorred,linethick1;日盈虧:asset-ref(asset,r1),noaxis,colorred,linethick0;
//狀態1:a1,linethick0,colorwhite;//狀態2:a2,linethick0,colorwhite;
- 文華技術人員：
請參考以下編寫：P1:=TIME>0915 AND TIME<=1500;R1:=BARSLAST(DATE<>REF(DATE,1));R2:=REF(O,R1);C>O&&P1,BK;C<O&&P1,SK;R20:=IFELSE(MIN(BARSBK,BARSSK)=BARSBK,BARSBK+1,BARSSK+1);R21:=REF(HHV(C,R20),1);R22:=REF(LLV(C,R20),1);R23:=8;BKVOL>0&&R21-L>R23&&R20>1,SP;SKVOL>0&&H-R22>R23 && R20>1,BP;TIME>=1508,CLOSEOUT;CHECKSIG_SEC(BK,'B',3,'D',0);CHECKSIG_SEC(SK,'B',3,'D',0);CHECKSIG_SEC(BP,'B',3,'D',0);CHECKSIG_SEC(SP,'B',3,'D',0);CHECKSIG_SEC(CLOSEOUT,'B',3,'D',0);//表示當根K線走完前3秒確定信號下單不進行信號復核AUTOFILTER;
打印本文
關閉窗口