学习视频经典课程aberration策略怎么转换TBquant上

//aberration策略================================================ //--------------------------------------------------------------------- Params Numeric length (80); Numeric lots (0); Vars Series<Numeric> avgout(0); Series<Numeric> avgout2(0); Series<Numeric> avgout3(0); Series<Numeric> avgout4(0); Series<Numeric> avgout5(0); Series<Numeric> myvolav(0); Series<Numeric> lps(0); Series<Numeric> sps(0); Series<Numeric> ps(0); Series<Numeric> cnt(0); Series<Numeric> lepnce(0); Series<Numeric> sepnce(0); Series<Numeric> sigma(0); Events OnBar(ArrayRef<Integer> indexs) { AvgOut =Average (close,length); AvgOut2 =Average (close,length-intpart (length/8)); AvgOut3 =Average (close,length-intpart (length/8)*2); AvgOut4 =Average (close,length-intpart (length/8)*3); AvgOut5 =Average (close,length-intpart (length/8)*4); sigma=(StandardDev(close,length)*2); myvolav =(sigma+sigma[1] +sigma[2])/3; lepnce=AvgOut+sigma; sepnce=AvgOut-sigma; //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，即是lps==0; if(MarketPosition<1 and Close[1]>lepnce[1]and sigma[1] > myvolav [1] and lps==0) { ps=Close[1] +sigma [1]; cnt =1; Buy(lots,open); if(MarketPosition>-1 and Close[1]<sepnce[1]and sigma[1] > myvolav[1] and sps==0) { SellShort(lots,open); ps=Close[1] -sigma [1]; cnt=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 cnt==1) { sell(0,open); lps=0; } if(Marketposition==1 and close[1] < avgout2 [1] and cnt==2) { sell(0,open); lps=1; } if(Marketposition==1 and close[1] < avgout3 [1] and cnt==3) { sell(0,open); lps=1; if(Marketposition==1 and close[1] < avgout4 [1] and cnt==4) { sell(0,open); lps=1; } if(Marketposition==1 and close[1] < avgout5 [1] and cnt==5) { sell(0,open); lps=1; } if(Marketposition==1 and cnt==6) { sell(0,open); lps=1; } //开空 if(Marketposition==-1 and close[1] > avgout [1] and cnt==1) { BuyToCover(0,open); SPS=0; } if(Marketposition==-1 and close[1] >avgout2 [1] and cnt==2) { BuyToCover(0,open); SPS=1; } if(Marketposition==-1 and close[1] > avgout3 [1] and cnt==3) { BuyToCover (0,open); SPS =1; if(Marketposition==-1 and close[1] > avgout4 [1] and cnt==4) { BuyToCover(0,open); SPS =1; } if(Marketposition==-1 and close[1] > avgout5 [1] and cnt==5) { BuyTocover(0,open); SPS=1; } if(Marketposition==-1 and cnt==6) { BuyToCover(0,open); SPS=1; } //更新盈利级别，按照sigma递增 if(MarketPosition==1 and close [1]>ps) { cnt=cnt+1; ps=close[1]+sigma[1]; } if(MarketPosition==-1 and close [1]<ps) { cnt=cnt+1; ps=close[1]-sigma[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; if(lps ==1 and Close[1]<avgout[1])lps =0; } } }