真正的鳄鱼线指标
鳄鱼指标线1.该系统是尊重于原著《量化交易新空间》中关于鳄鱼指标线的所有开仓条件、加仓条件、
平仓条件
2.系统对分型采用尽可能的枚举进行模拟，力求最接近于原著作者表达的意思
3.对分型、AO、AC、区域、平衡线进行了明确定义
4.对“蓝光特惠”等小概率开仓事件进行了忽略，对连续6阳线平仓进行忽略。
5.请尊重作者的劳动，如有高手，可以与作者交换,做者将提供Crocodile_V3版的健壮模型！
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//------------------------------------------------------------------------
// 简称: Crocodile
// 名称:
// 类别: 公式应用
// 类型: 用户应用
// 输出:
//------------------------------------------------------------------------
Params
Numeric Length1(5);
Numeric Length2(8);
Numeric Length3(13);
// 离市周期 Trailing Exit Length
Bool LastProfitableTradeFilter(true);
Numeric lots(1);
// 使用入市过滤条件
Vars
Numeric MinPoint; // 最小变动单位
NumericSeries Chun;
NumericSeries Chi;
NumericSeries Er;
NumericSeries MFI;
NumericSeries AO;
NumericSeries AC;
Numeric i;
Bool AODX;
bool AOCY;
bool AOSF;
bool Acs;
bool ACx;
bool ACcy;
bool PHXS;
bool PHXX;
bool HFX;
bool qy;
Numeric HHFX;
Numeric myEntryPrice; // 开仓价格
Numeric myExitPrice; // 平仓价格
Bool SendOrderThisBar(False); // 当前Bar有过交易
NumericSeries preEntryPrice(0); // 前一次开仓的价格
Begin
// 集合竞价过滤
If(!CallAuctionFilter()) Return;
If(BarStatus == 0)
{
preEntryPrice = InvalidNumeric;
}
MinPoint = MinMove*PriceScale;
chun=AverageFC((h+l)/2,Length1);
Chi=AverageFC((h+l)/2,Length2);
Er=AverageFC((h+l)/2,Length3);
PlotNumeric("唇线",Average((h+l)/2,Length1),0 ,Green);
PlotNumeric("齿线",Average((h+l)/2,Length2),0, red);
PlotNumeric("鄂线",Average((h+l)/2,Length3),0, blue);
MFI=(h+l)/2;
AO=(average(MFI,5)-average(MFI,34));
AC=AO-average(AO,5);
//上分形定义
For i=3 to 6
if (h<h and h<h and h<h and h<h)
{HFX=true;
HHFX=h;
}
//以下为AO指标
AODX=(ao>ao and ao>ao and ao>o )
or (ao>ao and ao>ao and ao>ao and ao>aoand ao>o and ao>0)
or (ao>ao and ao>ao and ao>ao and ao>ao and ao>ao and ao>ao and ao>0 and ao>0 and ao>o)
or (ao>ao and ao>ao and ao>ao and ao>ao and ao>ao and ao>ao and ao>ao and ao>ao and ao>o and ao>o and ao>o and ao>o);
//蝶形买进
AOCY=ao<o and ao>o ; //穿越买进
AOSF=ao<ao and ao<0 and ao<ao and ao<o and ao>ao and ao<ao and ao<ao;//双峰买进
//以下为AC指标
ACS=AC<Ac and ac>ac and ac>ac and ac>o;//AC零轴之上买进；
ACX=ac<ac and ac<ac and ac<ac and ac<ac and ac<o;//AC 零轴之下买进
ACCY=ac<acand ac<ac and ac>0 and ac<o;//AC 穿越买进
//以下为区域
QY=ao>o and ac>o ;
//以下为平衡线指标
PHXX= high<high and high<high and high<er; //平衡线下买入；
PHXS=high>high and high>er;// 平衡线上买入；
if(HFX==true)
PlotNumeric("上分形",HHFX,0,Yellow,3);//输出上分形的值
If(MarketPosition == 0 and chi>chun)
// 突破开仓
If(High > HHFX and hhfx>chi)
{
myEntryPrice = HHFX ;
myEntryPrice = max(Open,myEntryPrice)+MinPoint; // 大跳空的时候用开盘价代替
preEntryPrice = myEntryPrice;
Buy(lots,myEntryPrice);
SendOrderThisBar = True;
Commentary("分形买入");
}
If(MarketPosition==1 and QY==true and close>closeand SendOrderThisBar==false and close>preEntryPrice+minpoint)
{
myEntryPrice= max(Open,PreEntryPrice)+MinPoint;
Buy(lots,myentryprice);
SendOrderThisBar=true;
Commentary("区域买入");
}
If(MarketPosition == 1 and SendOrderThisBar==false and close>preEntryPrice+30*minpoint) // 有多仓的情况,加多仓
{
If(preEntryPrice!=InvalidNumeric )
If(High > HHFX and hhfx>chi and BarsSinceLastEntry>2 ) //突破分形加仓；
{
myEntryPrice = HHFX ;
myEntryPrice = max( Open,myEntryPrice)+MinPoint; // 大跳空的时候用开盘价代替
preEntryPrice = myEntryPrice;
Buy(lots,myEntryPrice);
SendOrderThisBar = True;
Commentary("分形加仓");
}
If(aodx==true or AOCY==true or aosf==true and SendOrderThisBar==false)//AO加仓；
if (high>high)
{myEntryPrice=Max(high,open)+MinPoint;
Buy(lots,myExitPrice);
SendOrderThisBar=true;
Commentary("AO加仓");
}
if(ACS==true or AcX==true OR AcCY==true and SendOrderThisBar==false)//AC 加仓；
if (high>high and SendOrderThisBar==false)
{myEntryPrice=Max(high,open)+MinPoint;
Buy(lots,myEntryPrice);
SendOrderThisBar=true;
Commentary("AC加仓");
}
If(PHXX==true and high>high and SendOrderThisBar==false )
{myEntryPrice=Max(high,open)+MinPoint;//平衡线下加仓
Buy(lots,myEntryPrice);
SendOrderThisBar=true;
Commentary("平衡线下加仓");
}
if (PHXS==true and high>high and SendOrderThisBar==false)
{ myEntryPrice=Max(high,open)+MinPoint;//平衡线上加仓
Buy(lots,myEntryPrice);
SendOrderThisBar=true;
Commentary("平衡线上加仓");
}
}
if(MarketPosition == 1 and SendOrderThisBar==false and BarsSinceLastEntry>2)
{ If(low<chi)
{Sell(0,Min(open,chi)-minpoint);
Commentary("破齿线平仓");
}
}
End
//以上系统仅写出了多头市场，在螺纹钢、铁矿石等相对较为活跃的品种表现较好！
//高手补全空头部分或发现什么问题后，请与我联系，分享源码，交流心得，也是对分享成果的尊重。
//由阳光雨露原创，QQ：5400958969
// 编译版本 GS2015.12.25
// 用户版本 2018/08/20 13:35:00
// 版权所有 zyqh100032595
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TradeBlazer公式修改和重写的权利
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