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;
}
}
Params
Numeric Num(1.5);
Numeric Lots(1);
Vars
Numeric 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。
老师 给个编辑 好的策略 谢谢