开拓者期货期权程序化系统交易论坛
标题:
哪位大哥能把我这个RB模型优化下,不胜感激!
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作者:
nanhongzhe
时间:
2017-1-19 11:46:31
标题:
哪位大哥能把我这个RB模型优化下,不胜感激!
Params
Numeric length(22);//周期数
Numeric length1(220);
Numeric lots(1);//定义做单手数
Numeric zjd(0);//定义开平仓的追价点数
Vars
Numeric ma1;
NumericSeries nphigh;//n周期最高
Numeric nphigh1;//n周期次高
NumericSeries nplow;//n周期最低
Numeric nplow1;//n周期次低
BoolSeries breakup(False);//是否向上突破
BoolSeries breakdown(False);//是否向下突破
Numeric zjia;//定义追价值
Begin
zjia=zjd*MinMove*PriceScale;//开平仓追价数值
nphigh=Highest(High,length);
nphigh1=Highest(High[1],length-1);
nplow=lowest(low,length);
nplow1=lowest(low[1],length-1);
ma1=AverageFC(Close[1],length1);
PlotNumeric("nhigh",nphigh1);
PlotNumeric("nlow",nplow1);
PlotNumeric("ma1",ma1);
if(High==nphigh )
{
breakup=True;
}else
{
breakup=False;
}
if(Low==nplow )
{
breakdown=True;
}else
{
breakdown=False;
}
if(MarketPosition==0)//不持有仓位时
{
if(high>ma1&& breakup==True &&Open>Low[1] &&Open[1]>Low[2] && Open[1]<Close[1] )
{Buy(lots,Max(Max(nphigh1,open),ma1)+zjia);
}
If(low<ma1&&breakdown==True &&Open<High[1]&&Open[1]<High[2]&& Open[1]>Close[1] )
{SellShort(lots,Min(Min(nplow1,open),ma1)-zjia);
}
}
else If(MarketPosition==1)//持有多头仓位时
{
If(close[1]<ma1&&low[1]<low[2])
{Sell(lots,open-zjia);
}
If(low<ma1&&breakdown==True &&Open<High[1]&&Open[1]<High[2]&& Open[1]>Close[1] )
{SellShort(lots,Min(Min(nplow1,open),ma1)-zjia);}
}
else //持有空头仓位时
{
if( close[1]>ma1&&High[1]>High[2] )
BuyToCover(lots,open+zjia);
if(high>ma1&& breakup==True &&Open>Low[1] &&Open[1]>Low[2] && Open[1]<Close[1] )
{Buy(lots,Max(Max(nphigh1,open),ma1)+zjia);
}
}
End
作者:
daidexin25
时间:
2017-1-19 20:20:28
有点意思。
作者:
shenzhendong
时间:
2017-1-24 08:59:10
似乎不太能用
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