求一个超级趋势 (SuperTrend) 的 TB源
别的平台的源码
N:=10; // ATR周期
M:=3; // 倍数系数
// 1. 计算TR & ATR
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=MA(TR,N);
// 2. 计算上下轨
HL2:=(H+L)/2;
UP:=HL2+M*ATR;
DN:=HL2-M*ATR;
// 3. 趋势状态与画线
SUPERTREND:IF(CLOSE>REF(UP,1),DN,IF(CLOSE<REF(DN,1),UP,REF(SUPERTREND,1))),COLORRED,LINETHICK2;
// 4. 颜色区分多空
IF(SUPERTREND>REF(SUPERTREND,1),SUPERTREND,NULL),COLORRED,LINETHICK2;
IF(SUPERTREND<REF(SUPERTREND,1),SUPERTREND,NULL),COLORGREEN,LINETHICK2;
// 5. 买卖信号标记
DRAWICON(CROSS(C,SUPERTREND),L*0.99,1); // 红箭头 做多
DRAWICON(CROSS(SUPERTREND,C),H*1.01,2); // 绿箭头 做空
小马过河的代码能编译，但是不能产生真实的交易信号。
Params
Numeric N(10);
Numeric M(3);
Vars
Global Array<Array<Numeric>> g_Adjunct_Vars_AllSigs;
Global Array<Array<Numeric>> g_Adjunct_Vars_curSigs;
Global Array<Array<Numeric>> g_Adjunct_Vars_cacheSigs;
Global Bool g_Adjunct_Vars_DayTradeClear(false);
Global Integer g_Adjunct_Vars_LayerSeq(0);
Global Numeric g_Adjunct_Vars_CLOSEKLINE_Type(InvalidNumeric);
Global Numeric g_Adjunct_Vars_CLOSEKLINE_N(InvalidNumeric);
Global Numeric g_Adjunct_Vars_MULTISIG_SEC1(InvalidNumeric);
Global Numeric g_Adjunct_Vars_MULTISIG_SEC2(InvalidNumeric);
Global Numeric g_Adjunct_Vars_MULTISIG_N(InvalidNumeric);
Global Numeric g_Adjunct_Vars_MULTISIG_INTERVAL(InvalidNumeric);
Global Map<String,Array<Numeric>> g_Adjunct_Vars_CHECKSIG_Params;
Global Bool g_Adjunct_Vars_DAYTRADE_Enable(false);
Global Integer g_Adjunct_Vars_FunIndex(0);
Global Integer g_Adjunct_Vars_lastFunType(0);
Global Integer g_Adjunct_Vars_lastSigType(0);
Global Integer g_Adjunct_Vars_BKVOL(0);
Global Integer g_Adjunct_Vars_SKVOL(0);
Global Integer g_Adjunct_Vars_MAXBKVOL(0);
Global Integer g_Adjunct_Vars_MAXSKVOL(0);
Global Numeric g_Adjunct_Vars_BKPrice(0);
Global Numeric g_Adjunct_Vars_SKPrice(0);
Global Integer g_Adjunct_Vars_BKindex(-1);
Global Integer g_Adjunct_Vars_SPindex(-1);
Global Integer g_Adjunct_Vars_SKindex(-1);
Global Integer g_Adjunct_Vars_BPindex(-1);
Natural Numeric g_Adjunct_Vars_BKHIGH(0);
Natural Numeric g_Adjunct_Vars_BKLOW(0);
Natural Numeric g_Adjunct_Vars_SKHIGH(0);
Natural Numeric g_Adjunct_Vars_SKLOW(0);
Global Numeric g_Adjunct_Vars_UNCheckBKHIGH(0);
Global Numeric g_Adjunct_Vars_UNCheckBKLOW(0);
Global Numeric g_Adjunct_Vars_UNCheckSKHIGH(0);
Global Numeric g_Adjunct_Vars_UNCheckSKLOW(0);
Global Integer g_Adjunct_Vars_CheckProdId(-1);
Global Map<Integer,Array<Array<Numeric>>> g_Adjunct_Vars_BKSigs(0);
Global Map<Integer,Array<Array<Numeric>>> g_Adjunct_Vars_SKSigs(0);
Global Map<Integer,Array<Array<Numeric>>> g_Adjunct_Vars_BPSigs(0);
Global Map<Integer,Array<Array<Numeric>>> g_Adjunct_Vars_SPSigs(0);
Global Map<Integer,Array<Array<Numeric>>> g_Adjunct_Vars_BPKSigs(0);
Global Map<Integer,Array<Array<Numeric>>> g_Adjunct_Vars_SPKSigs(0);
Global Map<Integer,Array<Array<Numeric>>> g_Adjunct_Vars_STOPSigs(0);
Global Map<Integer,Array<Array<Numeric>>> g_Adjunct_Vars_CLOSEOUTSigs(0);
Global bool g_Adjunct_Vars_NewTradePeriod(true);
Global Array<Array<Numeric>> g_Adjunct_Vars_EntrySigs;
Global Array<Array<Numeric>> g_Adjunct_Vars_ExitSigs;
Global Bool g_Adjunct_Vars_SlippageGet(false);
Global Integer g_Adjunct_Vars_SlippageType(1);
Global Numeric g_Adjunct_Vars_Slippage(0);
Global Array<Numeric> g_Adjunct_Vars_TradeRefs;
Global Integer g_Adjunct_Vars_TradeRefCoe(0);
Global Array<Integer> g_Adjunct_Vars_SigVols;
Global Numeric g_Adjunct_Vars_EntryAvPrice(0);
Global Array<Integer> g_Adjunct_Vars_lastFun;
Global String g_Adjunct_Vars_Cur_group("");
Global String g_Adjunct_Vars_DrawIcon_Tips("");
Global Map<String,Integer> g_Adjunct_Vars_Sound_play(-1);
Global Map<String,Bool> g_Adjunct_Vars_PlaySound_play(True);
Global Integer g_Adjunct_Vars_OnBar_RunCount(0);
Bool g_Adjunct_Vars_Condition_Symbol(true);
Bool g_Adjunct_SendOrder_Symbol(false);
Plot g_Adjunct_plot_transfer_main;
Plot g_Adjunct_plot_transfer_child;
Bool g_Adjunct_plot_transfer_flag(false);
Global Integer g_Adjunct_Vars_BarUpper_Color(9);
Global Integer g_Adjunct_Vars_BarLower_Color(10);
Global bool g_Adjunct_Vars_USE_CLOSEOUT(false);
Global Integer g_Adjunct_Vars_BarUpper_Style(0);
Global Integer g_Adjunct_Vars_BarLower_Style(0);
Global String g_Adjunct_Vars_Plot_Name_As("");
Global Bool g_Adjunct_Vars_Fixed_Primary_Axis(false);
Global Plot draw_SetPlotOption_obj;
Series<Array<Numeric>> f_islastbar_status(0,2);
Global Array<Integer> g_Adjunct_Vars_runlayer;
Series<Numeric> SUPERTREND(InvalidNumeric,2);
Plot p_default_plot_line;
Plot p_common_plot_line;
Plot p_common_plot_bar;
Plot p_common_plot;
Series<Array<String>> common_Plot_line_break("",2);
Global String plot_common_name_as("");
Plot DRAWICON_p_draw_icon;
Integer DRAWICON_index(0);
Global Map<String,Integer> g_plot_instant_option;
Global Map<String,Integer> g_plot_option;
Global Integer g_plot_type(0);
Defs
Numeric OnReady_Begin()
{
map<Integer,Integer> mapLayer;
Array<Numeric> srcLayer;
GetGlobalArray(FormulaName,srcLayer);
if(GetArraySize(srcLayer) > 0)
{
Integer i = 0;
for i = 0 to GetArraySize(srcLayer) - 1
{
mapLayer[IntPart(srcLayer[i] + 0.1)] = 0;
}
Array<Integer> runLayer;
getMapKeys(mapLayer,runLayer);
for i = 0 to GetArraySize(runLayer) - 1
{
ArrayPushBack(g_Adjunct_Vars_runlayer, runLayer[i]);
}
}
else{
ArrayPushBack(g_Adjunct_Vars_runlayer, 0);
}
return 0;
}
Numeric OnReady_End()
{
Return 0;
}
Bool testBoolean(Numeric cond)
{
Return cond != 0 && cond != InvalidNumeric;
}
Bool testCondition(Numeric cond)
{
g_Adjunct_SendOrder_Symbol = true;
Return cond != 0 && cond != InvalidNumeric;
}
Bool setPlotAllOption(StringRef name,MapRef<String,Integer> options,Array<String> FilterOpts)
{
Integer i = 0;
Numeric clearX1 = -1;
For i = 0 To GetMapSize(options) - 1
{
String optKey;
GetMapKey(options,i,optKey);
if(ArrayFind(FilterOpts,optKey))
{
continue;
}
Integer optValue;
GetMapValue(options,i,optValue);
if(optKey == "margin-top" || optKey == "margin-bottom")
{
draw_SetPlotOption_obj.setOption(optKey, Text(optValue) + "%");
continue;
}
if(optKey == "clear-x1")
{
clearX1 = optValue;
continue;
}
draw_SetPlotOption_obj.setOption(name,optKey,optValue);
}
if(clearX1>=0)
{
draw_SetPlotOption_obj.clear(name,Date[clearX1]+Time[clearX1]);
}
return true;
}Numeric OnBar_Begin()
{
Return 0;
}
Numeric OnBar_End()
{
Return 0;
}
Numeric OnBarClose_Begin()
{
MapClear(g_Adjunct_Vars_Sound_play);
MapClear(g_Adjunct_Vars_PlaySound_play);
g_Adjunct_Vars_OnBar_RunCount = 0;
return 0;
}
Numeric OnBarClose_End()
{
Return 0;
}
Numeric OnBarOpen_Begin()
{
return 0;
}
Numeric OnBarOpen_End()
{
Return 0;
}
Numeric ADJUNCT_SUPERTREND(Numeric nValue)
{
SUPERTREND = nValue;
Return nValue;
}
Numeric Jan4Init_Default_Plot_Line(String sName="",Numeric nValue=0)
{
p_default_plot_line.figure();
p_default_plot_line.hide();
Return 0;
}
Numeric Default_Plot_Line(String sName="",Numeric nValue=0)
{
if(barstatus == 2)
{
p_default_plot_line.clear(sName);
}
if(nValue >= InvalidNumeric || nValue >= InvalidInteger)
{
return nValue;
}
p_default_plot_line.line(sName,-1,nValue);
Return nValue;
}
Numeric Common_Plot_Line(String sName,Numeric nValue,String defName="")
{
if(sName == "")
{
sName = defName;
}
p_common_plot = p_common_plot_line;
if(g_plot_type != 0)
{
p_common_plot = p_common_plot_bar;
}
if(g_Adjunct_plot_transfer_flag)
{
p_common_plot = g_Adjunct_plot_transfer_child;
g_Adjunct_plot_transfer_flag = false;
}
if(g_Adjunct_Vars_Plot_Name_As != plot_common_name_as)
{
plot_common_name_as = g_Adjunct_Vars_Plot_Name_As;
p_common_plot.setOption(sName,"plot_name_as",plot_common_name_as);
}
g_Adjunct_Vars_Plot_Name_As = "";
draw_SetPlotOption_obj = p_common_plot;
setPlotAllOption(sName,g_plot_instant_option,[""]);
Array<Integer> indexs;
ArrayFind(common_Plot_line_break[0],sName+"@True",indexs);
Bool lineBreak = GetArraySize(indexs) != 0;
p_common_plot.setOption(sName,"line-break", lineBreak);
if(nValue >= InvalidNumeric || nValue >= InvalidInteger)
{
if(lineBreak)
{
common_Plot_line_break[0][indexs[0]] = sName+"@True";
}
Else
{
ArrayPushBack(common_Plot_line_break[0],sName+"@True");
}
p_common_plot.clear(sName,Date+Time);
return nValue;
}
if(g_plot_type == -1)
{
p_common_plot.ployline(sName, nValue,0,true);
Return InvalidNumeric;
}
if(1 == g_plot_type)
{
p_common_plot.setOption(sName,"style",IIF(nValue > 0,g_Adjunct_Vars_BarUpper_Style,g_Adjunct_Vars_BarLower_Style));
}
else if(2 == g_plot_type)
{
Bool isUp = Close >= Open;
if(BarType == 2 && BarInterval == 1)
{
isUp = Close >= Close[1];
}
p_common_plot.setOption(sName,"style",IIF(isUp,g_Adjunct_Vars_BarUpper_Style,g_Adjunct_Vars_BarLower_Style));
}
Numeric clearX1 = -1;
Numeric clearX2 = -1;
Integer i = 0;
For i = 0 To GetMapSize(g_plot_option) - 1
{
String optKey;
Integer optValue;
GetMapKey(g_plot_option,i,optKey);
GetMapValue(g_plot_option,i,optValue);
if(optKey == "margin-top" || optKey == "margin-bottom")
{
p_common_plot.setOption(sName,optKey,Text(optValue)+"%");
continue;
}
p_common_plot.setOption(sName,optKey,optValue);
if(optKey == "clear-x1")
{
clearX1 = optValue / 1000000;
}
if(optKey == "clear-x2")
{
clearX2 = optValue / 1000000;
}
}
if(1 == g_plot_type)
{
p_common_plot.setOption(sName,"color",IIF(nValue > 0,g_Adjunct_Vars_BarUpper_Color,g_Adjunct_Vars_BarLower_Color));
}
else if(2 == g_plot_type)
{
Bool isUp = Close >= Open;
if(BarType == 2 && BarInterval == 1)
{
isUp = Close >= Close[1];
}
p_common_plot.setOption(sName,"color",IIF(isUp,g_Adjunct_Vars_BarUpper_Color,g_Adjunct_Vars_BarLower_Color));
}
if(g_plot_type == 0)
{
p_common_plot.line(sName, nValue);
}
Else
{
p_common_plot.barv(sName, nValue);
}
if(clearX1 >=0 )
{
p_common_plot.clear(sName,clearX1,clearX2);
}
if(lineBreak)
{
ArrayErase(common_Plot_line_break[0],indexs[0],1);
}
g_Adjunct_Vars_BarUpper_Color = Color9;
g_Adjunct_Vars_BarLower_Color = Color10;
g_Adjunct_Vars_BarUpper_Style = Enum_Line;
g_Adjunct_Vars_BarLower_Style = Enum_Line;
Return nValue;
}
Numeric JAN_REF(Numeric X,Numeric N)
{
Numeric ret = REF(X,N);
if(CurrentBar < N || N == InvalidNumeric)
{
return InvalidNumeric;
}
Return ret;
}
Numeric IFELSE(Numeric X,Numeric A,Numeric B)
{
If(X != 0 and X != InvalidNumeric)
{
Return A;
}
Return B;
}
Numeric COLORRED()
{
Return Red();
}
Numeric LINETHICK2()
{
Return Enum_2Pix;
}
Numeric NULLVALUE()
{
Return InvalidNumeric();
}
Numeric COLORGREEN()
{
Return Green();
}
Numeric Jan4Init_DRAWICON(Numeric Cond,Numeric Price,String Icon)
{
if(g_Adjunct_Vars_Fixed_Primary_Axis== True)
{
DRAWICON_p_draw_icon.setOption("margin-top","100%");
DRAWICON_p_draw_icon.setOption("margin-bottom","0%");
};
Return 0;
}
Numeric DRAWICON(Numeric Cond,Numeric Price,String Icon)
{
DRAWICON_index = DRAWICON_index+1;
String name = "draw_icon_"+text(DRAWICON_index);
DRAWICON_p_draw_icon.clear(name,Date+Time);
DRAWICON_p_draw_icon.setOption(name,"no-text",true);
draw_SetPlotOption_obj = DRAWICON_p_draw_icon;
setPlotAllOption(name,g_plot_instant_option,[""]);
If(InvalidNumeric == Cond || InvalidNumeric == Price)
{
Return InvalidNumeric;
}
if(Cond != 0 and cond != InvalidNumeric)
{
setPlotAllOption(name,g_plot_option,[""]);
String iconName = Icon;
if(0 != Value(Icon))
{
iconName = "ICO"+iconName;
}
DRAWICON_p_draw_icon.icon(name,Price,iconName,g_Adjunct_Vars_DrawIcon_Tips);
g_Adjunct_Vars_DrawIcon_Tips = "";
}
Return InvalidNumeric;
}
Numeric JAN_CROSS(Numeric value1,Numeric value2)
{
if(value1 == InvalidNumeric)
{
Return 0;
}
if(value2 == InvalidNumeric)
{
Return 0;
}
If(Cross(value1,value2))
{
Return 1;
}
Return 0;
}
Events
OnInit()
{
Jan4Init_Default_Plot_Line();
if(g_Adjunct_Vars_Fixed_Primary_Axis== True)
{
p_common_plot_line.setOption("margin-top","100%");
p_common_plot_line.setOption("margin-bottom","0%");
p_common_plot_bar.setOption("margin-top","100%");
p_common_plot_bar.setOption("margin-bottom","0%");
};
SetbeginBarMaxCount(-1);
SetBackBarMaxCount(InvalidInteger);
Jan4Init_DRAWICON(0,0,"1");
Jan4Init_DRAWICON(0,0,"2");
}
OnReady()
{
onready_begin();
onready_end();
}
OnBarOpen(ArrayRef<Integer> indexs)
{
if(ArrayFind(indexs,0) == True)
{
onbaropen_begin();
onbaropen_end();
}
}
OnBar(ArrayRef<Integer> indexs)
{
onbar_begin();
g_Adjunct_Vars_LayerSeq = 0;
Range[g_Adjunct_Vars_LayerSeq in g_Adjunct_Vars_runlayer]
{
Numeric ATR = InvalidNumeric;
Numeric TR1 = InvalidNumeric;
Numeric HL2 = InvalidNumeric;
Numeric UP = InvalidNumeric;
Numeric DN = InvalidNumeric;
TR1 = Default_Plot_Line("TR1",MAX(MAX(f_minus(HIGH,LOW),ABS(f_minus(JAN_REF(CLOSE,1),HIGH))),ABS(f_minus(JAN_REF(CLOSE,1),LOW))));
MapClear(g_plot_instant_option);
ATR = Default_Plot_Line("ATR",MA(TR1,N));
MapClear(g_plot_instant_option);
HL2 = Default_Plot_Line("HL2",f_div(f_plus(H,L),2));
MapClear(g_plot_instant_option);
UP = Default_Plot_Line("UP",f_plus(HL2,f_mul(M,ATR)));
MapClear(g_plot_instant_option);
DN = Default_Plot_Line("DN",f_minus(HL2,f_mul(M,ATR)));
MapClear(g_plot_instant_option);
g_plot_option["color"] = COLORRED;
g_plot_option["width"] = LINETHICK2;
SUPERTREND = Common_Plot_Line("SUPERTREND",ADJUNCT_SUPERTREND(IFELSE(f_gt(CLOSE,JAN_REF(UP,1)),DN,IFELSE(f_lt(CLOSE,JAN_REF(DN,1)),UP,JAN_REF(SUPERTREND,-1+1)))));
MapClear(g_plot_instant_option);
MapClear(g_plot_option);g_plot_type = 0;
g_plot_option["color"] = COLORRED;
g_plot_option["width"] = LINETHICK2;
String line0_plot_name = "#line0"; Common_Plot_Line("", IFELSE(f_gt(SUPERTREND,JAN_REF(SUPERTREND,1)),SUPERTREND,NULLVALUE),line0_plot_name);
MapClear(g_plot_instant_option);
MapClear(g_plot_option);g_plot_type = 0;
g_plot_option["color"] = COLORGREEN;
g_plot_option["width"] = LINETHICK2;
String line1_plot_name = "#line1"; Common_Plot_Line("", IFELSE(f_lt(SUPERTREND,JAN_REF(SUPERTREND,1)),SUPERTREND,NULLVALUE),line1_plot_name);
MapClear(g_plot_instant_option);
MapClear(g_plot_option);g_plot_type = 0;
DRAWICON(JAN_CROSS(C,SUPERTREND),f_mul(L,0.99),"1");
MapClear(g_plot_instant_option);
DRAWICON(JAN_CROSS(SUPERTREND,C),f_mul(H,1.01),"2");
MapClear(g_plot_instant_option);
}
onbar_end();
}
OnBarClose(ArrayRef<Integer> indexs)
{
if(ArrayFind(indexs,0) == True)
{
onbarclose_begin();
onbarclose_end();
}
}
OnEvent(StringRef evtName, MapRef<String, String> evtValue)
{
}
有错误老师
用在tbquant3
一句注释都没有啊😂