策略信号图系列之一Aberration(出轨）系统

jiaolongzjd

Aberration System
Parameter: 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)
if ( MarketPosition = 0 ) and ( Close > UpBand ) then
Buy("BE") tomorrow at market
end if
if ( MarketPosition = 0 ) and ( Close < DnBand ) then
Sell("SE") tomorrow at market
end if
if ( MarketPosition = 1 ) and ( Close < Ave ) then
ExitLong("LX") today at close
end if
if ( MarketPosition = -1 ) and ( Close > Ave ) then
ExitShort("SX") today at close
end if

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;


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Parameter: Length(35), 標準差(2) ;
VARS:均線(0),上(0),下(0) ;

IF NOT(high=low) then

均線 = MA(C,Length)
Value1 = StdDev(C,Length)
上 = 均線 + 標準差*Value1
下 = 均線 - 標準差*Value1

IF C CROSS OVER 上 THEN
  BUY NEXT BAR AT MARKET
END IF
IF C CROSS UNDER 下 THEN
  SELL NEXT BAR AT MARKET
END IF

IF C < 均線 THEN
  EXITLONG THIS BAR AT CLOSE
END IF
IF C > 均線 THEN
  EXITSHORT THIS BAR AT CLOSE
END IF

END IF