Params Numeric FastLength(10); Numeric SlowLength(20); // 缩短周期，增加信号 Numeric Lots(1); Numeric SlipPoint(0); Numeric TrendPeriod(30); Numeric TrendMode(0); Numeric TrendATRMult(1.0); Numeric VolumePeriod(20); Numeric VolumeRatio(0); Numeric ATRPeriod(14); Numeric ATRFilter(0); Numeric ADXPeriod(14); Numeric ADXThreshold(0); Numeric StopLossATR(2); Numeric TakeProfitATR(0); Numeric MinBars(1); Numeric BreakoutFactor(0.8); // 同时降低多空阈值 Numeric StartTime(0.090000); Numeric EndTime(0.150000); Bool CloseAtEnd(True); Vars Series<Numeric> SlowHigh; Series<Numeric> SlowLow; Series<Numeric> FastHigh; Series<Numeric> FastLow; Series<Numeric> VolumeMA; Series<Numeric> TrendMA; Series<Numeric> ShortTrendMA; Series<Numeric> LongTrendMA; Series<Numeric> ATR; Series<Numeric> ChannelWidth; Series<Numeric> MyADX; Bool BuyCond; Bool ShortCond; Bool ExitLongCond; Bool ExitShortCond; Series<Numeric> HighestAfterEntry; Series<Numeric> LowestAfterEntry; Series<Numeric> StopPrice; // 多空独立信号计数器 Series<Integer> LongSignalCount; Series<Integer> ShortSignalCount; Bool LongSignalConfirmed; Bool ShortSignalConfirmed; Series<Numeric> MyEntryPrice; Series<Numeric> TR; Series<Numeric> PlusDM; Series<Numeric> MinusDM; Series<Numeric> SPlusDM; Series<Numeric> SMinusDM; Series<Numeric> ATR14; Series<Numeric> DX; Numeric DIPlus; Numeric DIMinus; Bool TimeOK; Events OnInit() { AddDataFlag(Enum_Data_RolloverBackWard()); AddDataFlag(Enum_Data_RolloverRealPrice()); AddDataFlag(Enum_Data_AutoSwapPosition()); AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); } OnBar(ArrayRef<Integer> indexs) { SlowHigh = Highest(High[1], SlowLength); SlowLow = Lowest(Low[1], SlowLength); FastHigh = Highest(High[1], FastLength); FastLow = Lowest(Low[1], FastLength); VolumeMA = Average(Vol, VolumePeriod); TrendMA = Average(Close, TrendPeriod); ATR = AvgTrueRange(ATRPeriod); ChannelWidth = SlowHigh - SlowLow; ShortTrendMA = Average(Close, 5); LongTrendMA = Average(Close, 20); // ADX 计算（略） TR = Max(High - Low, Max(Abs(High - Close[1]), Abs(Low - Close[1]))); If(High - High[1] > Low[1] - Low) PlusDM = Max(High - High[1], 0); Else PlusDM = 0; If(Low[1] - Low > High - High[1]) MinusDM = Max(Low[1] - Low, 0); Else MinusDM = 0; If(CurrentBar == 0) { SPlusDM = PlusDM; SMinusDM = MinusDM; ATR14 = TR; } Else { SPlusDM = SPlusDM[1] - SPlusDM[1]/ADXPeriod + PlusDM; SMinusDM = SMinusDM[1] - SMinusDM[1]/ADXPeriod + MinusDM; ATR14 = ATR14[1] - ATR14[1]/ADXPeriod + TR; } If(ATR14 != 0) { DIPlus = (SPlusDM / ATR14) * 100; DIMinus = (SMinusDM / ATR14) * 100; } Else { DIPlus = 0; DIMinus = 0; } If(DIPlus + DIMinus != 0) DX = Abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100; Else DX = 0; If(CurrentBar < ADXPeriod) MyADX = DX; Else MyADX = (MyADX[1] * (ADXPeriod-1) + DX) / ADXPeriod; // 趋势过滤 Bool TrendOK_Long = True; Bool TrendOK_Short = True; If(TrendMode == 1) { TrendOK_Long = Close > TrendMA; TrendOK_Short = Close < TrendMA; } Else If(TrendMode == 2) { TrendOK_Long = ShortTrendMA > LongTrendMA; TrendOK_Short = ShortTrendMA < LongTrendMA; } Else If(TrendMode == 3) { TrendOK_Long = Close > TrendMA - ATR * TrendATRMult; TrendOK_Short = Close < TrendMA + ATR * TrendATRMult; } // 其他过滤 Bool VolumeSurge = (VolumeRatio <= 0) OR (Vol > VolumeMA * VolumeRatio); Bool WidthOK = (ATRFilter <= 0) OR (ChannelWidth > ATR * ATRFilter); Bool ADXOK = (ADXThreshold <= 0) OR (MyADX > ADXThreshold); TimeOK = (Time >= StartTime && Time <= EndTime); // 对称阈值 Numeric BuyThreshold = SlowHigh * BreakoutFactor; Numeric SellThreshold = SlowLow * BreakoutFactor; // 多空独立信号确认 If(Close > SlowHigh) LongSignalCount = LongSignalCount + 1; Else LongSignalCount = 0; If(Close < SlowLow) ShortSignalCount = ShortSignalCount + 1; Else ShortSignalCount = 0; LongSignalConfirmed = LongSignalCount >= MinBars; ShortSignalConfirmed = ShortSignalCount >= MinBars; // 开仓条件 If(MarketPosition != 1 && Close > BuyThreshold && TrendOK_Long && VolumeSurge && WidthOK && ADXOK && LongSignalConfirmed && TimeOK) BuyCond = True; Else BuyCond = False; If(MarketPosition != -1 && Close < SellThreshold && TrendOK_Short && VolumeSurge && WidthOK && ADXOK && ShortSignalConfirmed && TimeOK) ShortCond = True; Else ShortCond = False; // 持仓管理 If(BarsSinceEntry == 0) { HighestAfterEntry = High; LowestAfterEntry = Low; MyEntryPrice = EntryPrice; } Else { HighestAfterEntry = Max(HighestAfterEntry, High); LowestAfterEntry = Min(LowestAfterEntry, Low); } If(MarketPosition == 1) { StopPrice = HighestAfterEntry - ATR * StopLossATR; ExitLongCond = Low <= StopPrice[1]; If(TakeProfitATR > 0) { Numeric Profit = Close - MyEntryPrice; If(Profit > ATR * TakeProfitATR) ExitLongCond = True; } } Else If(MarketPosition == -1) { StopPrice = LowestAfterEntry + ATR * StopLossATR; ExitShortCond = High >= StopPrice[1]; If(TakeProfitATR > 0) { Numeric Profit = MyEntryPrice - Close; If(Profit > ATR * TakeProfitATR) ExitShortCond = True; } } // 执行交易 If(BuyCond) Buy(Lots, Open + SlipPoint); If(ShortCond) SellShort(Lots, Open - SlipPoint); If(ExitLongCond) Sell(Lots, Open - SlipPoint); If(ExitShortCond) BuyToCover(Lots, Open + SlipPoint); If(CloseAtEnd && Time >= EndTime) { If(MarketPosition == 1) Sell(Lots, Open); If(MarketPosition == -1) BuyToCover(Lots, Open); } // 画线 PlotNumeric("20High", SlowHigh); PlotNumeric("20Low", SlowLow); PlotNumeric("ATRStop", StopPrice); PlotNumeric("30MA", TrendMA); } 这个策略有信号闪烁，改一下能让开拓者能通过哟