N:=F;HH:=HHV(HIGH,N);LL:=LLV(LOW,N);HH1:=BARSLAST((HH>REF(HH,D)));LL1:=BARSLAST((LL<REF(LL,D)));A:=IF((HH1 < LL1),1,IF((HH1 > LL1),-1,0));IF(A>=0,LL,HH),COLORYELLOW;STICKLINE((HH1 < LL1),CLOSE,OPEN,2,0),COLORRED; STICKLINE((HH1 < LL1),HIGH,LOW,0,0),COLORRED;STICKLINE((HH1 > LL1),CLOSE,OPEN,2,0),COLORGREEN; STICKLINE((HH1 > LL1),HIGH,LOW,0,0),COLORGREEN;
Params //此处添加参数 Numeric length(979); // 参数周期 Integer S_lineType(9); // 上下轨计算切换Vars //此处添加变量 Series<Numeric> upl; Series<Numeric> dnl; Series<Numeric> midl;Defs //此处添加公式函数 Events //此处实现事件函数 //初始化事件函数，策略运行期间，首先运行且只有一次 OnInit() { // 针对数据源888的初始化，获得接近实盘得效果回测数据（固定形式） Range[0:DataCount - 1] { //=========数据源相关设置============== AddDataFlag(Enum_Data_RolloverBackWard()); //设置后复权 AddDataFlag(Enum_Data_RolloverRealPrice()); //设置映射真实价格 AddDataFlag(Enum_Data_AutoSwapPosition()); //设置自动换仓 AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //设置忽略换仓信号计算 SetSwapPosVolType(2); } Print(\"OnInit\"); } //Bar更新事件函数，参数indexs表示变化的数据源图层ID数组 OnBar(ArrayRef<Integer> indexs) { upl = HighestFC(H, length); dnl = LowestFC(L, length); If(S_lineType == 1) { upl = IIF(L<L[1], upl, upl[1]) ; dnl = IIF(H>H[1], dnl, dnl[1]) ; } Else { } midl = (upl + dnl) / 2 ; // 开平条件 Bool l4e = CrossOver(H, upl[1]) ; Bool l4x = CrossUnder(C[1], midl[1]) ; Bool s4e = CrossUnder(L, dnl[1]) ; Bool s4x = CrossOver(C[1], midl[1]) ; // 进出场价格 Numeric l4e_price = upl[1] ; Numeric l4x_price = Open ; Numeric s4e_price = dnl[1] ; Numeric s4x_price = Open ; Numeric lots = 1; // 开平处理 If(MarketPosition != 1 && l4e) { Buy(lots, l4e_price); } If(MarketPosition != -1 && s4e) { SellShort(lots, s4e_price); } If(MarketPosition == 1 && BarsSinceEntry > 0 && l4x) { Sell(0, l4x_price); } If(MarketPosition == -1 && BarsSinceEntry > 0 && s4x) { BuyToCover(0, s4x_price); } PlotNumeric(\"upl\", upl); PlotNumeric(\"dnl\", dnl); PlotNumeric(\"midl\", midl); }
那位老师给加个亏损加仓谢谢老师Params Numeric length(20); //周期 Numeric lots(1); Numeric zhiying(200); //止盈Numeric er(3);//轨高倍数Vars Series<numeric> avgout(0); //均线1 Series<Numeric> Avgout2; Series<numeric> avgout3(0); //均线3 Series<numeric> avgout4(0); //均线4 Series<numeric> avgout5(0); //均线5 Series<Numeric> MidLine; //中间线 Series<numeric> myvolav(0); Series<numeric> lps(0); Series<numeric> sps(0); Series<numeric> ps(0); Series<numeric> crit(0); Series<numeric> leprice(0); Series<numeric> seprice(0); Series<numeric> sigma(0); Events OnBar(ArrayRef<Integer> indexs) { //+过滤开盘集合竞价函数 //均线指标计算 +MidLine = AverageFC(Close,Length); Avgout = Average(close,length); //均线1 80 //Avgout2 = AverageFC(Close,SlowLength); Avgout3 = Average(close,length-intpart( length/8)*12); //均线3 60 Avgout4 = Average(close,length-intpart( length/8)*13); //均线4 50 Avgout5 = Average(close,length-intpart( length/8)*14); //均线5 40//PlotNumeric( \"Avgout2\",Avgout2); sigma = (StandardDev( close,length)*er); //标准差 myvolav=( sigma+sigma[1]+sigma[2])/3; //最近三天标准差的平均值 leprice=avgout+sigma; //上轨道 均线+标准差 seprice= avgout-sigma; //下轨道 均线-标准差 PlotNumeric( \"leprice\",leprice); PlotNumeric( \"seprice\",seprice); PlotNumeric(\"MidLine\",MidLine); //突破一倍标准差，进行建仓。限制条件中，有一条是必须跌回了最长期的均线后才能开仓，即lps=0. if( MarketPosition< 1 And Close[1] > leprice[1] ) //非多仓，收盘价大于上轨 and 标准差>近3个标准差平均值， { ps=Close[1]+sigma[1]; crit=1; Buy(lots,Open) ; //开多仓 } if( MarketPosition > -1 And Close[1] < seprice[1]) //非空仓，收盘价小于上轨 and 标准差>近3个标准差平均值，{ SellShort( lots ,Open) ; //开空仓 ps=Close[1]-sigma[1]; crit=1; } // 更新盈利级别，按照sigma递增 If(MarketPosition ==1 And Close[1] > ps ) { crit=crit+1; //盈利一次，crit就加1 ps=Close[1]+sigma[1]; //同时ps也加标准差 } If( MarketPosition==-1 And Close[1] < ps) { crit=crit+1; ps=Close[1]-sigma[1]; } //跌破均线，进行平仓。盈利越多，跌破的均线周期越短 If( MarketPosition ==1 And Close[1] < MidLine[1] ) //盈利2个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } //空仓时， If( MarketPosition ==-1 And Close[1] > MidLine[1] ) { BuyToCover(0,Open) ; sps=1; } If(h-AvgEntryPrice>=zhiying and MarketPosition==1 and abs(CurrentContracts)==2) { sell(1,max(o,AvgEntryPrice+zhiying));Commentary(\"止盈\");PlotString(\"多止赢\",\"多止赢\"+Text(ExitPrice),Low); } If(l<=AvgEntryPrice-zhiying and MarketPosition==-1 and abs(CurrentContracts)==2) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying));Commentary(\"止盈\");PlotString(\"空止赢\",\"空止赢\"+Text(ExitPrice),High); } //只有当跌破最长期的均线后，才能准备下一次的开仓 If( sps ==1 And close[1] > MidLine[1]) sps=0; //收盘价大于80均线，sps=0，开空仓库条件 If( lps ==1 And close[1] < MidLine[1]) lps=0; //收盘价小于80均线，lps=0，开多仓库条件 }
Params Numeric length(20); //周期 Numeric lots(1); Numeric fr(3);//盈利倍数Numeric frs(3);//2仓盈利倍数Numeric er(2);//轨高倍数Vars Series<numeric> avgout(0); //均线1 Series<numeric> avgout2(0); //均线2 Series<numeric> avgout3(0); //均线3 Series<numeric> avgout4(0); //均线4 Series<numeric> avgout5(0); //均线5 Series<numeric> myvolav(0); Series<numeric> lps(0); Series<numeric> sps(0); Series<numeric> ps(0); Series<numeric> crit(0); Series<numeric> leprice(0); Series<numeric> seprice(0); Series<numeric> sigma(0); Events OnBar(ArrayRef<Integer> indexs) { //+过滤开盘集合竞价函数 //均线指标计算 + Avgout = Average(close,length); //均线1 80 Avgout2 = Average(close,length-intpart( length/8)); //均线2 70 Avgout3 = Average(close,length-intpart( length/8)*2); //均线3 60 Avgout4 = Average(close,length-intpart( length/8)*3); //均线4 50 Avgout5 = Average(close,length-intpart( length/8)*4); //均线5 40 sigma = (StandardDev( close,length)*er); //标准差 myvolav=( sigma+sigma[1]+sigma[2])/3; //最近三天标准差的平均值 leprice=avgout+sigma; //上轨道 均线+标准差 seprice= avgout-sigma; //下轨道 均线-标准差 PlotNumeric( \"leprice\",leprice); PlotNumeric( \"seprice\",seprice); //突破一倍标准差，进行建仓。限制条件中，有一条是必须跌回了最长期的均线后才能开仓，即lps=0. if( MarketPosition< 1 And Close[1] > leprice[1] and lps==0 ) //非多仓，收盘价大于上轨 and 标准差>近3个标准差平均值， { ps=Close[1]+sigma[1]; crit=1; Buy(lots,Open) ; //开多仓 } if( MarketPosition > -1 And Close[1] < seprice[1] And sps==0 ) //非空仓，收盘价小于上轨 and 标准差>近3个标准差平均值，{ SellShort( lots ,Open) ; //开空仓 ps=Close[1]-sigma[1]; crit=1; } // 更新盈利级别，按照sigma递增 If(MarketPosition ==1 And Close[1] > ps ) { crit=crit+1; //盈利一次，crit就加1 ps=Close[1]+sigma[1]; //同时ps也加标准差 } If( MarketPosition==-1 And Close[1] < ps) { crit=crit+1; ps=Close[1]-sigma[1]; } //跌破均线，进行平仓。盈利越多，跌破的均线周期越短 If( MarketPosition ==1 And crit ==fr ) //盈利6个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And crit ==frs ) //盈利6个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } //空仓时， if(MarketPosition ==-1 And crit ==fr ) //盈利6个标准差就直接平仓 { BuyToCover(0,Open) ; sps=1; } if(MarketPosition ==-1 And crit ==frs ) //盈利6个标准差就直接平仓 { BuyToCover(0,Open) ; sps=1; } }
ParamsNumeric Num(1.5);Numeric Lots(1);VarsNumeric Scal;Numeric UpBand;Numeric LoBand;Numeric MyEntryPrice;Events onBar(ArrayRef<Integer> indexs) { Scal = Max((HighD(1)-CloseD(1)),(CloseD(1)-LowD(1))); UpBand = OpenD(0) + Num * Scal; LoBand = OpenD(0) - Num * Scal; PlotNumeric(\"UpBand\",UpBand); PlotNumeric(\"LoBand\",LoBand); if( MarketPosition<>1 And Close[1] > UpBand ) { MyEntryPrice = Max(Close,UpBand); Buy(Lots,Close); } If(MarketPosition <>-1 And Close[1] <LoBand) { MyEntryPrice = Min(Close,LoBand); SellShort(Lots,Close); } }
Params Numeric length(20); //周期 Numeric lots(1); Vars Series<numeric> avgout(0); //均线1 Series<numeric> avgout2(0); //均线2 Series<numeric> avgout3(0); //均线3 Series<numeric> avgout4(0); //均线4 Series<numeric> avgout5(0); //均线5 Series<numeric> myvolav(0); Series<numeric> lps(0); Series<numeric> sps(0); Series<numeric> ps(0); Series<numeric> crit(0); Series<numeric> leprice(0); Series<numeric> seprice(0); Series<numeric> sigma(0); Events OnBar(ArrayRef<Integer> indexs) { //+过滤开盘集合竞价函数 //均线指标计算 + Avgout = Average(close,length); //均线1 80 Avgout2 = Average(close,length-intpart( length/8)); //均线2 70 Avgout3 = Average(close,length-intpart( length/8)*2); //均线3 60 Avgout4 = Average(close,length-intpart( length/8)*3); //均线4 50 Avgout5 = Average(close,length-intpart( length/8)*4); //均线5 40 PlotNumeric( \"Avgout\",Avgout);PlotNumeric( \"Avgout2\",Avgout2);PlotNumeric( \"Avgout3\",Avgout3);PlotNumeric( \"Avgout4\",Avgout4);PlotNumeric( \"Avgout5\",Avgout5); sigma = (StandardDev( close,length)*2); //标准差 myvolav=( sigma+sigma[1]+sigma[2])/3; //最近三天标准差的平均值 leprice=avgout+sigma; //上轨道 均线+标准差 seprice= avgout-sigma; //下轨道 均线-标准差 PlotNumeric( \"leprice\",leprice); PlotNumeric( \"seprice\",seprice); //突破一倍标准差，进行建仓。限制条件中，有一条是必须跌回了最长期的均线后才能开仓，即lps=0. if( MarketPosition< 1 And Close[1] > leprice[1] and sigma[1] > myvolav[1] And lps==0 ) //非多仓，收盘价大于上轨 and 标准差>近3个标准差平均值， { ps=Close[1]+sigma[1]; crit=1; Buy(lots,Open) ; //开多仓 } if( MarketPosition > -1 And Close[1] < seprice[1] And sigma[1] > myvolav[1] And sps==0 ) //非空仓，收盘价小于上轨 and 标准差>近3个标准差平均值，{ SellShort( lots ,Open) ; //开空仓 ps=Close[1]-sigma[1]; crit=1; } // 更新盈利级别，按照sigma递增 If(MarketPosition ==1 And Close[1] > ps ) { crit=crit+1; //盈利一次，crit就加1 ps=Close[1]+sigma[1]; //同时ps也加标准差 } If( MarketPosition==-1 And Close[1] < ps) { crit=crit+1; ps=Close[1]-sigma[1]; } //跌破均线，进行平仓。盈利越多，跌破的均线周期越短 if(MarketPosition==1 And close[1] < avgout[1] And crit==1 ) //盈利1个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=0; //跌破均线，lps=0，开关 } If( MarketPosition ==1 And Close[1] < avgout2[1] And crit ==2 ) //盈利2个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And Close[1] < avgout3[1] And crit ==3 ) // //盈利3个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And Close[1] < avgout4[1] And crit ==4 ) // //盈利4个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And Close[1] < avgout5[1] And crit ==5 ) // //盈利5个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } If( MarketPosition ==1 And crit ==6 ) //盈利6个标准差，跌破均线就平仓 { Sell(0,Open) ; lps=1; } //空仓时， If( MarketPosition ==-1 And Close[1] > Avgout[1] And crit ==1 ) { BuyToCover(0,Open) ; sps=1; } If( MarketPosition ==-1 And Close[1] > Avgout2[1] And crit ==2 ) { BuyToCover(0,Open) ; sps=1; } If( MarketPosition ==-1 And Close[1] > Avgout3[1] And crit ==3 ) { BuyToCover(0,Open) ; sps=1; } If( MarketPosition ==-1 And Close[1] > Avgout4[1] And crit ==4 ) { BuyToCover(0,Open) ; sps=1; } If( MarketPosition ==-1 And Close[1] > Avgout5[1] And crit ==5 ) { BuyToCover(0,Open) ; sps=1; } if(MarketPosition ==-1 And crit ==6 ) //盈利6个标准差就直接平仓 { BuyToCover(0,Open) ; sps=1; } //只有当跌破最长期的均线后，才能准备下一次的开仓 If( sps ==1 And close[1] > Avgout[1]) sps=0; //收盘价大于80均线，sps=0，开空仓库条件 If( lps ==1 And close[1] < Avgout[1]) lps=0; //收盘价小于80均线，lps=0，开多仓库条件 }
直接用简语言版 ，和这个风格是一致的。
回复：老师 给个编辑 好的策略 谢谢