IF888 多头策略开源
//------------------------------------------------------------------------// 简称: MaxWin
// 名称: 追踪止损止盈
// 类别: 公式应用
// 类型: 用户应用
// 输出:
//------------------------------------------------------------------------
Params
Numeric Length1(5);
Numeric Length2(30);
Numeric Lots(1);
Numeric ATRLength(30);
Numeric TrailStop(2);
Vars
NumericSeries MA1;
NumericSeries MA2;
NumericSeries ATRValue;
NumericSeries HiAfterEntry;
NumericSeries LoAfterEntry;
Numeric StopLine;
Numeric Change;
BoolSeries bLongStoped(False);
BoolSeries bShortStoped(False);
Begin
Change = Close - Close;
ATRValue = AvgTrueRange(ATRLength);
MA1 = AverageFC(Close,Length1);
MA2 = AverageFC(Close,Length2);
PlotNumeric("MA1",MA1);
PlotNumeric("MA2",MA2);
If(MarketPosition == 1 And BarsSinceEntry == 0)
{ HiAfterEntry = High;}
IF(MarketPosition == 1 And BarsSinceEntry >= 1)
{ HiAfterEntry = Max(HiAfterEntry,High); }
If(MarketPosition == -1 And BarsSinceEntry == 0)
{ LoAfterEntry = Low;}
IF(MarketPosition == -1 And BarsSinceEntry >= 1)
{ LoAfterEntry = Min(LoAfterEntry,Low); }
If(!bLongStoped And MarketPosition<>1 And MA1>MA2 And MA1>(MA2+20))
{
Buy(Lots,Open);
bShortStoped = False;
}
If(bLongStoped And MarketPosition<>1 And High>=HiAfterEntry)
{
Buy(Lots,Open);//Min(Open,HiAfterEntry));
bLongStoped = False;
}
IF(BarsSinceEntry>0 And MarketPosition == 1 )
{
StopLine = HiAfterEntry - TrailStop*ATRValue;
If(Low <= StopLine)
{
Sell(0,Max(Open,StopLine));
//Sell(0,Open);
bLongStoped = True;
}
}
End
//------------------------------------------------------------------------
// 编译版本 GS2010.12.08
// 用户版本 2014-12-23 15:51:52
// 版权所有
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TrabeBlazer公式修改和重写的权利
//------------------------------------------------------------------------
Sell(0,Max(Open,StopLine));----->>>>Sell(0,Min(Open,StopLine)) yebenli 发表于 2015-2-5 08:37 static/image/common/back.gif
Sell(0,Max(Open,StopLine));----->>>>Sell(0,Min(Open,StopLine))
什么道理呢? jetxxx 发表于 2015-2-5 19:21 static/image/common/back.gif
什么道理呢?
如果开盘价就跌破出场线,也就是Open<StopLine,这时就应该按开盘价平仓,而不应该用更有利的价格StopLine去平 这个实盘效果会差很多 同样的时期,一样的模型,为什么我只有一两笔交易,而楼主你却有63笔交易? 89578251 发表于 2015-2-7 21:39 static/image/common/back.gif
同样的时期,一样的模型,为什么我只有一两笔交易,而楼主你却有63笔交易? ...
用连续合约 jetxxx 发表于 2015-2-9 12:24 static/image/common/back.gif
用连续合约
用IF888和IF000,也是一样的,几乎没有信号。换了三个电脑上试,也是一样。 89578251 发表于 2015-2-9 18:32 static/image/common/back.gif
用IF888和IF000,也是一样的,几乎没有信号。换了三个电脑上试,也是一样。 ...
加q群,帮你看下:288047918 If(bLongStoped And MarketPosition<>1 And High>=HiAfterEntry)
{
Buy(Lots,Max(Open,HiAfterEntry));
bLongStoped = False;
}
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