Aberration交易系统源码整理：
Aberration交易系统源码整理：青蜂侠 微信adu3341 ；QQ 994206922 ；交易开拓者 代码
Params
Numeric Length(90);
Numeric StdDevUp(2.0); //标准差参数
Numeric StdDevDn(-2.0); //标准差参数
Numeric Lots(1);
Vars
Series<Numeric> UpperBand;
Series<Numeric> LowerBand;
Series<Numeric> AveMa;
Numeric StdValue;
Events
onBar(ArrayRef<Integer> indexs)
{
//布林指标计算
AveMa=Average(Close,Length);
StdValue = StandardDev(Close,Length);
UpperBand=Avema+StdDevUp*StdValue; //标准差参数
LowerBand=Avema-StdDevUp*StdValue; //标准差参数
PlotNumeric("UpperBand",UpperBand);
PlotNumeric("LowerBand",LowerBand);
PlotNumeric("AveMa",AveMa);
//
If(MarketPosition!=1 &&CrossOver(Close,UpperBand))
{
Buy(Lots,Open);
}
If(MarketPosition!=-1 &&CrossUnder(Close,LowerBand))
{
SellShort(Lots,Open);
}
If(MarketPosition==1 && Close<AveMa)
{
Sell(Lots,Open);
}
If(MarketPosition==-1 && Close>AveMa)
{
BuyToCover(Lots,Open);
}
}
===========================================================
TBQuant
Params
//此处添加参数
Numeric lots(0);
Numeric Length(80);
Vars
//此处添加变量
Series<Numeric> UpperBand;
Series<Numeric> LowerBand;
Series<Numeric> AveMa;
Numeric StdValue;
bool buycon;
bool sellcon;
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()
{
}
//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)
{
//布林指标计算
AveMa=Average(close,Length);
StdValue=StandardDev(close,Length);
UpperBand=AveMa+2*StdValue;
LowerBand=AveMa-2*StdValue;
PlotNumeric("UpperBand",UpperBand);
PlotNumeric("LowerBand",LowerBand);
PlotNumeric("AveMa",AveMa);
//开仓条件计算
buycon=CrossOver(close,UpperBand);
sellcon=CrossUnder(close,LowerBand);
//突破中轨平仓
If(MarketPosition==1 && close<AveMa)sell(0,Open);
If(MarketPosition==-1 && close>AveMa)BuyToCover(0,Open);
//突破上下轨道开仓
If(MarketPosition!=1 && buycon)buy(lots,Open);
If(MarketPosition!=-1 && sellcon)SellShort(lots,Open);
}
===========================================================
在Tradestation下
Input: Length(35), StdDevUp(2.0), StdDevDn(-2.0);
Vars: UpBand(0), DnBand(0), Ave(0);
UpBand=BollingerBand(Close, Length, StdDevUp);
DnBand=BollingerBand(Close, Length, StdDevDn);
Ave=Average(Close, Length);
{--------Enter Long--------}
if (MarketPosition=0) and (Close > UpBand) then
Buy("BE") tomorrow at market;
{--------Enter Short--------}
if (MarketPosition=0) and (Close < DnBand) then
Sell("SE") tomorrow at market;
{--------Exit Long--------}
if (MarketPosition=1) and (Close < Ave) then
ExitLong("LX") today at Close;
{--------Exit Short--------}
if (MarketPosition=-1) and (Close > Ave) then
ExitShort("SX") today at Close;
==========================================================
MC(MultiCharts)平台上的源码：
inputs: Len(35),Dev(2),type(0);
variables: ma(0),std(0),up(0),down(0);
ma = AverageFC(Close,Len);
std = StandardDev(Close, Len,1); //StandardDev( Close, Period, 1 ) ;
up = ma + Dev * std;
down = ma - Dev * std;
if(type=0) then
begin
if(marketposition=0 and close>up) then
begin
buy("b") next bar at market;
end;
if(marketposition=0 and close<down) then
begin
sellshort("s") next bar at market;
end;
if(marketposition>0 and close<ma) then sell("sp") next bar at market;
if(marketposition<0 and close>ma) then buytocover("bp") next bar at market;
end
else
begin
if(marketposition=0) then
begin
buy("b2") next bar at up stop;
sellshort("s2") next bar at down stop;
end;
if(marketposition>0) then sell("sp2") next bar at ma stop;
if(marketposition<0) then buytocover("bp2") next bar at ma stop;
end;
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