那位老师帮帮忙 合并修改
杨刚:
第一个测试策略
Params
Numeric Length1(60);
Numeric ATR_times(3);
Numeric ATR_period(14);
Vars
Numeric ema;
Series<Numeric> ATRup;
Series<Numeric> ATRdown;
Events
OnBar(ArrayRef<Integer> indexs)
{
Range[0:DataSourceSize() - 1]
{
ema = XAverage(Close, Length1);
PlotNumeric("EMA1", ema);
ATRup = ema + 3 * AvgTrueRange(ATR_period);
ATRdown = ema - 3 * AvgTrueRange(ATR_period);
PlotNumeric("ATRup", ATRup);
PlotNumeric("ATRdown", ATRdown);
if ( Close[1] > ATRup[1] && MarketPosition <>1 )
{
PlotBool("buy", true);
Buy(0,Open);
}
if ( Close[1] < ATRdown[1] && MarketPosition <>-1 )
{
PlotBool("sell", False);
SellShort(0,Open);
}
}
}
第二个
延迟反手策略
Params
Numeric FastLength(5);
Numeric SlowLength(120);
Numeric DelayTicks(5);
Vars
Series<Numeric> AvgValue1;
Series<Numeric> AvgValue2;
Numeric LastBarTime;
Numeric TickCounter;
Numeric dataIndex;
Events
OnBar(ArrayRef<Integer> indexs)
{
AvgValue1 = AverageFC(Close,FastLength);
AvgValue2 = AverageFC(Close,SlowLength);
LastBarTime = GetGlobalVar(0);
TickCounter = GetGlobalVar(1);
// 最新Bar第一次生成时，Tick重新开始计数
If(BarStatus == 2 && gValue[0]!= Time)
{
LastBarTime = Time;
TickCounter = 0;
}
If(MarketPosition <> 1 && AvgValue1[1] > AvgValue2[1])
{
If(MarketPosition == 0 || BarStatus != 2)
// 无持仓，直接买多仓
// 持空仓且Bar不是实时行情，平空仓，买多仓
{
Buy(1,Open);
}Else // 持空仓，Bar实时行情，平空仓，通过TickCounter计数，延迟反手
{
BuyToCover(1,Open);
If(TickCounter == 0)
{
TickCounter = 1;
}Else If(TickCounter < DelayTicks)
{
TickCounter = TickCounter + 1;
}Else
{
Buy(1,Open);
}
}
}
If(MarketPosition <> -1 && AvgValue1[1] < AvgValue2[1])
{
If(MarketPosition == 0 || BarStatus != 2)
{
SellShort(1,Open);
}Else // 持多仓且Bar为实时行情，平多，延迟反手
{
Sell(1,Open);
If(TickCounter == 0)
{
TickCounter = 1;
}Else If(TickCounter < DelayTicks)
{
TickCounter = TickCounter + 1;
}Else
{
SellShort(1,Open);
}
}
}
SetGlobalVar(0,LastBarTime);
SetGlobalVar(1,TickCounter);
}
把第二个延迟反手加到第一个里面只要延迟部分谢谢老师
ParamsNumeric d1(10);Numeric d2(20);Numeric d3(40);Numeric s(3);Numeric y(10);VarsNumeric lot(0);Numeric EMA1(0);Numeric EMA2(0);Numeric EMA3(0);Numeric sd(0);Events onBar(ArrayRef<Integer> indexs) { EMA1=Average(Close[1],d1); EMA2=Average(Close[1],d2); EMA3=Average(Close[1],d3); sd=(StandardDev((Close[1]-Close[2])/Close,100,2))*100; lot=IntPart(y/sd); If(MarketPosition==0) { If((EMA1>(EMA2+s))&&(EMA1>(EMA3+s))) Buy(lot,Open); If((EMA1<(EMA2-s))&&(EMA1<(EMA3-s))) SellShort(lot,Open); }; If(MarketPosition==1) { If((EMA1<(EMA2-s))&&(EMA1<(EMA3-s))) { SellShort(lot,Open);}; }; If(MarketPosition==-1) { If((EMA1>(EMA2+s))&&(EMA1>(EMA3+s))) { Buy(lot,Open); } } }
老师加个macd谢谢Params Numeric FastLength(20);//声明数值参数FastLength，初值5.//Numeric SlowLength(20);//声明数值参数SlowLength，初值20.//Numeric DslowLength(40);//声明数值参数DslowLength，初值200.// Numeric Lots(1); // 基本下单单位 Numeric MaxLots(10); // 最大下单单位Vars Series<Numeric> AvgValue1; Series<Numeric> AvgValue2; Series<Numeric> AvgValue3;//声明数值序列变量AvgValue3.// Series<Numeric> myLots; // 每次下单的手数 Series<Numeric> myNetProfit; // 累计的最大净利润Events onBar(ArrayRef<Integer> indexs) { AvgValue1 = AverageFC(Close,FastLength); AvgValue2 = AverageFC(Close,SlowLength); AvgValue3 = AverageFC(Close,DslowLength);//求200日均线了。// // PlotNumeric(\"MA1\",AvgValue1); // PlotNumeric(\"MA2\",AvgValue2); PlotNumeric(\"MA1\",AvgValue1);//画5日均线。//PlotNumeric(\"MA2\",AvgValue2);//画20日均线。// PlotNumeric(\"MA3\",AvgValue3);//画200日均线。// If(TotalTrades == 0) { myLots = Lots; myNetProfit = 0; } If(MarketPosition == 1 && AvgValue1[1] < AvgValue2[1]) { Sell(0,Open); If(NetProfit >= myNetProfit[1]) { myLots = Lots; }Else { myLots = Min((myLots[1] + Lots),MaxLots); } } If(MarketPosition <>1 && AvgValue1[1] > AvgValue2[1]&& High >= AvgValue3[1]) { Buy(myLots,Open); } myNetProfit = Max(myNetProfit[1],NetProfit); }
这几个策略是楼主买来的吗？好几个都是偷价策略或是带未来函数的
ParamsNumeric notbef(9.00);Numeric notaft(14.55);Numeric f1(0.01);Numeric f2(100);Numeric f3(0.01);Numeric reverse(1.00);Numeric rangemin(0.1);Numeric xdiv(3);Numeric offset(5);VarsSeries<Numeric> ssetup(0);Series<Numeric> bsetup(0);Series<Numeric> senter(0);Series<Numeric> benter(0);Series<Numeric> bbreak(0);Series<Numeric> sbreak(0);Series<Numeric> ltoday(0);Series<Numeric> hitoday(9999);Series<Numeric> startnow(0);Series<Numeric> div(0);Series<Bool> rfilter(false);Numeric i_reverse;Numeric i_rangemin;Numeric i_vB;Numeric i_vS;Numeric i_offset;Numeric offset2;Events onBar(ArrayRef<Integer> indexs) { If(BarStatus==2 && Time==0.090000 && high==low ) return; // 集合竟价过滤信号 i_offset = offset*MinMove*PriceScale; i_reverse = reverse*(OpenD(0)/100); i_rangemin = rangemin*(OpenD(0)/100); if(BarStatus==0) { startnow=0; div=max(xdiv,1); } if(Date != Date[1])//如果当前公式应用商品在当前Bar的日期不等于前面公式应用商品在当前Bar的日期 { SetGlobalVar(0,0);// 将第1个全局变量设置为0,将第2个全局变量设置为0 SetGlobalVar(1,0); startnow=startnow+1; ssetup=hitoday[1]+f1*(Close[1]-ltoday[1]); senter=((1+f2)/2)*(hitoday[1]+Close[1])-(f2)*ltoday[1]; benter=((1+f2)/2)*(ltoday[1]+Close[1])-(f2)*hitoday[1]; bsetup=ltoday[1]-f1*(hitoday[1]-Close[1]); bbreak=ssetup+f3*(ssetup-bsetup); sbreak=bsetup-f3*(ssetup-bsetup); hitoday=High; ltoday=Low; rfilter=(hitoday[1]-ltoday[1])>=i_rangemin; } if(High>hitoday) { hitoday=High; } if(Low<ltoday) { ltoday=Low; } if(Time*100>notbef and Time*100<notaft and startnow>=2 and rfilter)//当前公式应用商品在当前Bar的时间乘以100》=9点或者小于14.55分 { if(Time != GetGlobalVar(1) and GetGlobalVar(1) != 0) { SetGlobalVar(1,10000); } if(hitoday>=ssetup and marketposition>-1 and GetGlobalVar(1)<1) { If(Low<=(senter+(hitoday-ssetup)/div)) { SellShort(1,senter+(hitoday-ssetup)/div+i_offset); SetGlobalVar(1,Time); Return; } } if(ltoday<=bsetup and marketposition<1 and GetGlobalVar(1)<1) { If(High>=(benter-(bsetup-ltoday)/div)) { Buy(1,benter-(bsetup-ltoday)/div-i_offset); SetGlobalVar(1,Time); Return; } } if(marketposition==-1)//-1 当前位置为持空仓 { SetGlobalVar(0,1); if(High-EntryPrice>=i_reverse) { BuyToCover(1,entryprice); Return; } } if(marketposition==1)//1 当前位置为持多仓 { SetGlobalVar(0,1); if(EntryPrice-Low>=i_reverse) { Sell(1,entryprice); Return; } } if(marketposition==0)//1 当前位置为没有持仓 { if(High>=bbreak and GetGlobalVar(0) == 0) { Buy(1,bbreak-i_offset); Return; } } if(marketposition==0)//1 当前位置为没有持仓 { if(low<=sbreak and GetGlobalVar(0) == 0) { SellShort(1,sbreak+i_offset); Return; } } } if(Time*100>=notaft and Time<0.1600) { if(marketposition==-1) { BuyToCover(1,Open); } if(marketposition==1) { Sell(1,Open); } } }
Params Numeric FastLength(5);// 短期指数平均线参数 Numeric SlowLength(20);// 长期指数平均线参数//Numeric Lots(1);Numeric A(189);Numeric B(198);Numeric CC(29);Numeric s(3);Numeric sK(0.5);VarsNumeric lot(0);Numeric FastLengthA(A);Numeric SlowLengthA(B);Numeric MACDLength(CC);Series<Numeric> MACDValue;Series<Numeric> AvgMACD;Series<Numeric> MACDDiff; Series<Numeric> MA5; Series<Numeric> MA20;Bool BuyCon(False);Bool SellCon(False);Bool MacdJcCon(False);Bool MacdScCon(False);Numeric sd(0);Events onBar(ArrayRef<Integer> indexs) { MACDValue = XAverage(Close, FastLength) - XAverage(Close, SlowLength); AvgMACD = XAverage(MACDValue, MACDLength); MACDDiff = MACDValue - AvgMACD; MA5 = AverageFC(Close,FastLength); MA20 = AverageFC(Close,SlowLength); PlotNumeric(\"MA5\", Ma5); PlotNumeric(\"MA20\", Ma20); sd=(StandardDev((Close[1]-Close[2])/Close,100,2))*100; lot=IntPart(sK/sd); If(MarketPosition != 1 && MACDValue[1] > 0 && Ma5[1] > Ma20[1]) { Buy(lot, Open); } Else If(MarketPosition == -1 && (MACDValue[1] > 0 || Ma5[1] > Ma20[1])) { BuyToCover(Lot, Open); } Else If(MarketPosition != -1 && MACDValue[1] < 0 && Ma5[1] < Ma20[1]) { SellShort(Lot, Open); } Else If(MarketPosition == 1 && (MACDValue[1] < 0 || Ma5[1] < Ma20[1])) { Sell(Lot, Open); } }
ParamsNumeric notbef(9.00);Numeric notaft(14.55);Numeric f1(0.01);Numeric f2(1);Numeric f3(0.01);Numeric reverse(1.00);Numeric rangemin(0.1);Numeric xdiv(3);Numeric offset(5);VarsSeries<Numeric> ssetup(0);Series<Numeric> bsetup(0);Series<Numeric> senter(0);Series<Numeric> benter(0);Series<Numeric> bbreak(0);Series<Numeric> sbreak(0);Series<Numeric> ltoday(0);Series<Numeric> hitoday(9999);Series<Numeric> startnow(0);Series<Numeric> div(0);Series<Bool> rfilter(false);Numeric i_reverse;Numeric i_rangemin;Numeric i_vB;Numeric i_vS;Numeric i_offset;Numeric offset2;Events onBar(ArrayRef<Integer> indexs) { If(BarStatus==2 && Time==0.090000 && high==low ) return; // 集合竟价过滤信号 i_offset = offset*MinMove*PriceScale; i_reverse = reverse*(OpenD(0)/100); i_rangemin = rangemin*(OpenD(0)/100); if(BarStatus==0) { startnow=0; div=max(xdiv,1); } if(Date != Date[1])//如果当前公式应用商品在当前Bar的日期不等于前面公式应用商品在当前Bar的日期 { SetGlobalVar(0,0);// 将第1个全局变量设置为0,将第2个全局变量设置为0 SetGlobalVar(1,0); startnow=startnow+1; ssetup=hitoday[1]+f1*(Close[1]-ltoday[1]); senter=((1+f2)/2)*(hitoday[1]+Close[1])-(f2)*ltoday[1]; benter=((1+f2)/2)*(ltoday[1]+Close[1])-(f2)*hitoday[1]; bsetup=ltoday[1]-f1*(hitoday[1]-Close[1]); bbreak=ssetup+f3*(ssetup-bsetup); sbreak=bsetup-f3*(ssetup-bsetup); hitoday=High; ltoday=Low; rfilter=(hitoday[1]-ltoday[1])>=i_rangemin; } if(High>hitoday) { hitoday=High; } if(Low<ltoday) { ltoday=Low; } if(Time*100>notbef and Time*100<notaft and startnow>=2 and rfilter)//当前公式应用商品在当前Bar的时间乘以100》=9点或者小于14.55分 { if(Time != GetGlobalVar(1) and GetGlobalVar(1) != 0) { SetGlobalVar(1,10000); } if(hitoday>=ssetup and marketposition>-1 and GetGlobalVar(1)<1) { If(Low<=(senter+(hitoday-ssetup)/div)) { SellShort(1,senter+(hitoday-ssetup)/div+i_offset); SetGlobalVar(1,Time); Return; } } if(ltoday<=bsetup and marketposition<1 and GetGlobalVar(1)<1) { If(High>=(benter-(bsetup-ltoday)/div)) { Buy(1,benter-(bsetup-ltoday)/div-i_offset); SetGlobalVar(1,Time); Return; } } if(marketposition==-1)//-1 当前位置为持空仓 { SetGlobalVar(0,1); if(High-EntryPrice>=i_reverse) { BuyToCover(1,entryprice); Return; } } if(marketposition==1)//1 当前位置为持多仓 { SetGlobalVar(0,1); if(EntryPrice-Low>=i_reverse) { Sell(1,entryprice); Return; } } if(marketposition==0)//1 当前位置为没有持仓 { if(High>=bbreak and GetGlobalVar(0) == 0) { Buy(1,bbreak-i_offset); Return; } } if(marketposition==0)//1 当前位置为没有持仓 { if(low<=sbreak and GetGlobalVar(0) == 0) { SellShort(1,sbreak+i_offset); Return; } } } if(Time*100>=notaft and Time<0.1600) { if(marketposition==-1) { BuyToCover(1,Open); } if(marketposition==1) { Sell(1,Open); } } }
Params //此处添加参数 Numeric N(920); Numeric M(5); Numeric Fund(20000); Numeric Lots(1); // 基本下单单位 Numeric MaxLots(10); // 最大下单单位 Numeric zhiying(30); //止盈 Numeric zhiying2(50); //止盈 Numeric zhiying3(50); //止盈 Numeric zhiying4(50); //止盈 Numeric zhiying5(50); //止盈 Numeric zhiying6(80); //止盈 Numeric zhiying7(120); //止盈 Numeric zhiying8(150); //止盈 Vars //此处添加变量 //Numeric Lots( 1 ); Series<Numeric> C_O( 0 ); Series<Numeric> Band( 0 ); Series<Numeric> Price_BPK( 0 ); Series<Numeric> Price_SPK( 0 ); Series<Numeric> Price_BP( 0 ); Series<Numeric> Price_SP( 0 ); Series<Bool> B( False ); Series<Bool> S( False ); Series<Bool> BuyPK(false); Series<Bool> SellPK(false); Series<Bool> BuyS(false); Series<Bool> SellS(false); Series<Bool> BuyP(false); Series<Bool> SellP(false); Series<Numeric> myLots; // 每次下单的手数 Series<Numeric> myNetProfit; // 累计的最大净利润 Events OnBarClose(ArrayRef<Integer> indexs) { //此处添加代码正文 //If(!CallAuctionFilter()) Return; //Lots=max(1,intpart(Fund/(O*ContractUnit*BigPointValue*0.1))); C_O=XAverage(C,N)-XAverage(O,N); B=CrossOver(C_O,0); S=CrossUnder(C_O,0); Band=AvgTrueRange(N)*1.51*M; If (B) { Price_BPK=H+Band; Price_SP=L-Band; } If (S) { Price_SPK=L-Band; Price_BP=H+Band; } BuyPK=C_O>0 AND C>=Price_BPK; SellPK=C_O<0 AND C<=Price_SPK; SellP=S; BuyP=B; SellS=C<=Price_SP; BuyS=C>=Price_BP; If(TotalTrades == 0) { myLots = Lots; myNetProfit = 0; } If (MarketPosition== 1 and BarsSinceEntry>1 and SellPK[1]) { Sell(0,Open); //Commentary(\"SS\"); If(NetProfit >= myNetProfit[1]) { myLots = Lots; }Else { myLots = Min((myLots[1] + Lots),MaxLots); } } If (MarketPosition== -1 and BarsSinceEntry>1 and BuyPK[1]) { BuyToCover(0,Open); //Commentary(\"BS\"); If(NetProfit >= myNetProfit[1]) { myLots = Lots; }Else { myLots = Min((myLots[1] + Lots),MaxLots); } } If (MarketPosition!= 1 and CurrentBar>N and BuyPK[1]) { Buy(myLots,Open); //Commentary(\"BPK\"); } If (MarketPosition!= -1 and CurrentBar>N and SellPK[1]) { SellShort(myLots,Open); //Commentary(\"SPK\"); } myNetProfit = Max(myNetProfit[1],NetProfit); If(h-AvgEntryPrice>=zhiying and MarketPosition==1 and abs(CurrentContracts)==2) { sell(1,max(o,AvgEntryPrice+zhiying));Commentary(\"止盈\"); } If(h-AvgEntryPrice>=zhiying2 and MarketPosition==1 and abs(CurrentContracts)==3) { sell(1,max(o,AvgEntryPrice+zhiying2));Commentary(\"止盈\"); } If(h-AvgEntryPrice>=zhiying3 and MarketPosition==1 and abs(CurrentContracts)==4) { sell(1,max(o,AvgEntryPrice+zhiying3));Commentary(\"止盈\"); } If(h-AvgEntryPrice>=zhiying4 and MarketPosition==1 and abs(CurrentContracts)==5) { sell(1,max(o,AvgEntryPrice+zhiying4));Commentary(\"止盈\"); } If(h-AvgEntryPrice>=zhiying5 and MarketPosition==1 and abs(CurrentContracts)==6) { sell(1,max(o,AvgEntryPrice+zhiying5));Commentary(\"止盈\"); } If(h-AvgEntryPrice>=zhiying6 and MarketPosition==1 and abs(CurrentContracts)==7) { sell(1,max(o,AvgEntryPrice+zhiying6));Commentary(\"止盈\"); } If(h-AvgEntryPrice>=zhiying7 and MarketPosition==1 and abs(CurrentContracts)==8) { sell(1,max(o,AvgEntryPrice+zhiying7));Commentary(\"止盈\"); } If(l<=AvgEntryPrice-zhiying and MarketPosition==-1 and abs(CurrentContracts)==2 ) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying));Commentary(\"止盈\"); } If(l<=AvgEntryPrice-zhiying2 and MarketPosition==-1 and abs(CurrentContracts)==3 ) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying2));Commentary(\"止盈\");} If(l<=AvgEntryPrice-zhiying3 and MarketPosition==-1 and abs(CurrentContracts)==4 ) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying3));Commentary(\"止盈\"); } If(l<=AvgEntryPrice-zhiying4 and MarketPosition==-1 and abs(CurrentContracts)==5 ) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying4));Commentary(\"止盈\"); } If(l<=AvgEntryPrice-zhiying5 and MarketPosition==-1 and abs(CurrentContracts)==6 ) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying5));Commentary(\"止盈\");} If(l<=AvgEntryPrice-zhiying6 and MarketPosition==-1 and abs(CurrentContracts)==7 ) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying6));Commentary(\"止盈\"); } If(l<=AvgEntryPrice-zhiying7 and MarketPosition==-1 and abs(CurrentContracts)==8) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying7));Commentary(\"止盈\"); } }
ParamsNumeric FastLength(2);//声明数值参数FastLength，初值5.//Numeric SlowLength(200);//声明数值参数SlowLength，初值20.//Numeric DslowLength(300);//声明数值参数DslowLength，初值200.//VarsSeries<Numeric> AvgValue1; //声明数值序列变量AvgValue1.//Series<Numeric> AvgValue2;//声明数值序列变量AvgValue2.//Series<Numeric> AvgValue3;//声明数值序列变量AvgValue3.//Events onBar(ArrayRef<Integer> indexs) { AvgValue1 = AverageFC(Close,FastLength);//求5日均线了。// AvgValue2 = AverageFC(Close,SlowLength);//求20日均线了。// AvgValue3 = AverageFC(Close,DslowLength);//求200日均线了。// PlotNumeric(\"MA1\",AvgValue1);//画5日均线。// PlotNumeric(\"MA2\",AvgValue2);//画20日均线。// PlotNumeric(\"MA3\",AvgValue3);//画200日均线。// //If(!CallAuctionFilter()) Return;// 集合竞价和小节休息过滤。// If(MarketPosition <>1 && AvgValue1[1] > AvgValue2[1] && High >= AvgValue3[1]) //假如当前没用持多单，且前一5日均线大于前一20日均线，且当前高价大于或等于200日均线。// { Buy(1,Max(Open , AvgValue3 ));//开仓买入，这里的细节处理就是把200日均线与当前k线开盘价比较，取较大值。// } If(MarketPosition ==1 && AvgValue1[1] < AvgValue2[1]) //假如当前持有多仓，且前一5日均线小于前一20日均线。// { Sell(1,Open);//平仓。// } If(MarketPosition <>-1 && AvgValue1[1] < AvgValue2[1] && Low <= AvgValue3[1]) //假如当前没有持空单，且前一5日均线小于前一20日均线，且当前低价小于前一200日均线。// { SellShort(1,Min(Open , AvgValue3 ));//开仓卖出，细节处理就是把当前k线的开盘价与200日均线值比较，取较小值即可。// } If(MarketPosition ==-1 && AvgValue1[1] > AvgValue2[1])//当前持有空单，且前一5日均线大于前一20日均线的。// { BuyToCover(1,open);//平仓。// } }
Params //此处添加参数 Numeric N(120); Numeric M(15); Numeric Fund(20000); Numeric Lots(1); // 基本下单单位 Numeric MaxLots(10); // 最大下单单位 Vars //此处添加变量 //Numeric Lots( 1 ); Series<Numeric> C_O( 0 ); Series<Numeric> Band( 0 ); Series<Numeric> Price_BPK( 0 ); Series<Numeric> Price_SPK( 0 ); Series<Numeric> Price_BP( 0 ); Series<Numeric> Price_SP( 0 ); Series<Bool> B( False ); Series<Bool> S( False ); Series<Bool> BuyPK(false); Series<Bool> SellPK(false); Series<Bool> BuyS(false); Series<Bool> SellS(false); Series<Bool> BuyP(false); Series<Bool> SellP(false); Series<Numeric> myLots; // 每次下单的手数 Series<Numeric> myNetProfit; // 累计的最大净利润 Events onBar(ArrayRef<Integer> indexs) { //此处添加代码正文 //If(!CallAuctionFilter()) Return; //Lots=max(1,intpart(Fund/(O*ContractUnit*BigPointValue*0.1))); C_O=XAverage(C,N)-XAverage(O,N); B=CrossOver(C_O,0); S=CrossUnder(C_O,0); Band=AvgTrueRange(N)*1.51*M; If (B) { Price_BPK=H+Band; Price_SP=L-Band; } If (S) { Price_SPK=L-Band; Price_BP=H+Band; } BuyPK=C_O>0 AND C>=Price_BPK; SellPK=C_O<0 AND C<=Price_SPK; SellP=S; BuyP=B; SellS=C<=Price_SP; BuyS=C>=Price_BP; If(TotalTrades == 0) { myLots = Lots; myNetProfit = 0; } If (MarketPosition== 1 and BarsSinceEntry>1 and SellPK[1]) { Sell(0,Open); //Commentary(\"SS\"); If(NetProfit >= myNetProfit[1]) { myLots = Lots; }Else { myLots = Min((myLots[1] + Lots),MaxLots); } } If (MarketPosition== -1 and BarsSinceEntry>1 and BuyPK[1]) { BuyToCover(0,Open); //Commentary(\"BS\"); If(NetProfit >= myNetProfit[1]) { myLots = Lots; }Else { myLots = Min((myLots[1] + Lots),MaxLots); } } If (MarketPosition!= 1 and CurrentBar>N and BuyPK[1]) { Buy(myLots,Open); //Commentary(\"BPK\"); } If (MarketPosition!= -1 and CurrentBar>N and SellPK[1]) { SellShort(myLots,Open); //Commentary(\"SPK\"); } myNetProfit = Max(myNetProfit[1],NetProfit); }
Params //此处添加参数 Numeric Length1(20); Numeric s1(2); Numeric s2(2); Numeric lots(1); Numeric stoploss(5); Numeric zhiying(30); Vars //此处添加变量 Series<Numeric>ma1; Bool Buyentry(false); Bool sellentry(false); Bool buyexit(false); Bool sellexit(false); Series<Numeric>Highe; Series<Numeric> HighAfterEntry; // 开仓后出现的最高价 Series<Numeric> LowAfterEntry; // 开仓后出现的最低价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，应用在订阅数据等操作 onBar(ArrayRef<Integer> indexs) { MA1=AverageFC(Close,Length1); PlotNumeric(\"ma1\",ma1); BuyEntry =CountIf(Close[1]>ma1[1],s1)==s1; sellentry =CountIf(Close[1]<ma1[1],s1)==s1; sellexit =CountIf(Close[1]>ma1[1],s2)==s2; buyexit=CountIf(Close[1]<ma1[1],s2)==s2; If(MarketPosition!=1 && BuyEntry) { Buy(lots,Open); Commentary(\"开多\"); } Else If(MarketPosition!=-1 && sellentry) { SellShort(lots,Open); Commentary(\"开空\"); } Else If(MarketPosition==-1 && sellexit) { BuyToCover(0,Open); Commentary(\"平空\"); //PlotNumeric(\"mark\",\"平空\",high,Yellow); } Else If(MarketPosition==1 && buyexit) { sell(0,Open); Commentary(\"平多\"); //PlotNumeric(\"mark\",\"平多\",high,Yellow); } If(h-AvgEntryPrice>=zhiying and MarketPosition==1 and abs(CurrentContracts)==2) { sell(1,max(o,AvgEntryPrice+zhiying));Commentary(\"止盈\"); } If(l<=AvgEntryPrice-zhiying and MarketPosition==-1 and abs(CurrentContracts)==2) { BuyToCover(1,Min(o,AvgEntryPrice-zhiying));Commentary(\"止盈\"); } }