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免费文化TB转模型互转,只要你有好的文化或者TB模型,我都可以免费帮你互转。
会编程就是没有好的思路,只要您有好的思路也可以免费编程,实现共赢,qq523305738
下面分享一个tb的模型,还请高手们多指教。- //------------------------------------------------------------------------
- // 简称: BT
- // 名称: 本体
- // 类别: 公式应用
- // 类型: 用户应用
- // 输出: Void
- //------------------------------------------------------------------------
- Params
- Numeric SS(1);//(1,100,1)
- Numeric K1(0.3);//(0.1,1,0.1)
- Numeric K2(0.6);//(0.1,1,0.1)
- Numeric BOCP(0.25);//(0,1,0.01)
- Numeric FBOCP(0.85);//(0,1,0.01)
- Numeric AR(6);
- Vars
- Numeric Longtrade(0);//多仓次数
- Numeric Shorttrade(0);//空仓次数
- Numeric LMarket(0);//趋买市
- Numeric SMarket(0);//趋卖市
- Numeric LStop(0);//多头止损价
- Numeric SStop(0);//空头止损价
- Numeric i;
- Numeric AR10(0);//十日平均波幅
- Numeric ACO10(0);//十日平均开收盘区间
- Bool key(False);//进场条件
- Numeric LBreak;//多头突破价
- Numeric SBreak;//空头突破价
- Numeric LToS;//多翻空
- Numeric SToL;//空翻多
- Numeric Lots;//开仓量
- Numeric LBuy;//趋买市多头入场价
- Numeric LSell;//趋买市空头入场价
- Numeric SBuy;//趋卖市多头入场价
- Numeric SSell;//趋卖市空头入场价
-
- NumericSeries O1;
- NumericSeries C1;
- NumericSeries C2;
- NumericSeries L1;
- NumericSeries H1;
- NumericSeries H0;
- NumericSeries L0;
- NumericSeries O0;
- Numeric LL3;
- Numeric HH3;
- //AR计算
- NumericSeries AR_1(0);
- NumericSeries AR_2(0);
- Begin
- //本策略适用于股指5分钟线,如要使用其他周期及商品,请自行修改时间
-
- O1 = OpenD(1);
- C1 = CloseD(1);
- C2 = CloseD(2);
- L1 = LowD(1);
- H1 = HighD(1);
- H0 = Highest(High[1],BarsSinceToday-1);
- L0 = Lowest(Low[1],BarsSinceToday-1);
- O0 = OpenD(0);
- LL3 = Lowest(Low[1],3);
- HH3 = Highest(High[1],3);
- ACO10=0;
- AR10=0;
-
- AR10=AR_D(10);
- Commentary("AR10="+Text(AR10 ));
-
- ACO10 = ACO(10);
- Commentary("ACO10="+Text(ACO10 ));
-
- key = Abs(C1 - O1) < 0.85*ACO10;//0.85
-
- LBreak = H1 + BOCP * AR10;
- SBreak = L1 - BOCP * AR10;
- LToS = L1 + FBOCP * AR10;
- SToL = H1 - FBOCP * AR10;
- //PlotNumeric("LBreak",LBreak);
- //PlotNumeric("SBreak",SBreak);
- //PlotNumeric("LToS",LToS);
- //PlotNumeric("SToL",SToL);
-
- Lots = SS;
- //LBuy = O0 + K1 * AR10;
- //LSell = O0 - K2 * AR10;
- //PlotNumeric("LBuy",LBuy);
- //PlotNumeric("LSell",LSell);
- //开仓条件
- If(C1<C2) //趋买市
- {
- LMarket = 1;
- LBuy = O0 + K1 * AR10;
- LSell = O0 - K2 * AR10;
- PlotNumeric("LBuy",LBuy);
- PlotNumeric("LSell",LSell);
- }
- If(C1>C2)//趋卖市
- {
- SMarket = 1;
- SBuy = O0 + K2 * AR10;
- SSell = O0 - K1 * AR10;
- PlotNumeric("SBuy",SBuy);
- PlotNumeric("SSell",SSell);
- }
-
- //----------------------交易系统-----------------------------
-
- //-----------突破-----------
- If(Time>9.45/100 And Time<14.30/100 And key)
- {
- //趋买市
- If(LMarket==1)
- {
- If(Longtrade==0 && C[1] > LBuy && MarketPosition==0 && BarsSinceEntry>0)//BarsSinceEntry>0
- {
- Buy(Lots,O);
- LStop = Min(EntryPrice-0.25*AR10,EntryPrice-3*BigPointValue);
- Longtrade=1;
- Return;
- }
- If(Shorttrade==0 && C[1] < LSell && MarketPosition==0 && BarsSinceEntry>0)//&& BarsSinceEntry>0
- {
- SellShort(Lots,O);
- SStop = Max(EntryPrice+0.25*AR10,EntryPrice+3*BigPointValue);
- Shorttrade=1;
- Return;
- }
- }
- //趋卖市
- If(SMarket==1)
- {
- If(Longtrade==0 && C[1] > SBuy && MarketPosition==0 && BarsSinceEntry>0)// && BarsSinceEntry>0
- {
- Buy(Lots,O);
- LStop = Min(EntryPrice-0.25*AR10,EntryPrice-3*BigPointValue);
- Longtrade=1;
- Return;
- }
- If(Shorttrade==0 && C[1] < SSell && MarketPosition==0 && BarsSinceEntry>0)// && BarsSinceEntry>0
- {
- SellShort(Lots,O);
- SStop = Max(EntryPrice+0.25*AR10,EntryPrice+3*BigPointValue);
- Shorttrade=1;
- Return;
- }
- }
- }
-
- //-----------突破失败-----------
-
- //{多头突破失败情况1:价格曾经高于多头突破确认价,最新价又回落至空翻多确认价}
- If(H0 > LBreak And C[1] < LToS And Time < 14.30/100 And Shorttrade==0 && MarketPosition<>1)
- {
- SellShort(Lots,O);
- SStop=Min(EntryPrice+0.15*AR10,EntryPrice+3*BigPointValue);
- Shorttrade=1;
- Return;
- }
- //{多头突破失败情况2:突破入场后,行情反转。止损的同时我们反手开空,但前提是时间在中午11:30之前,
- //且多头进场在至少4根K之前。瞬间止损我们不允许反转,因为这往往是市场的膝跳反射}
- If(MarketPosition==1 And Time < 14.30/100 And Shorttrade==0)
- {
- If(C[1] < LStop)
- {
- Sell(Lots,O);
- If(Time < 11.00/100 And BarsSinceEntry >4)
- {
- SellShort(Lots,C);
- SStop=Min(EntryPrice+0.15*AR10,EntryPrice+3*BigPointValue);
- Shorttrade=1;
- }
- }
- }
-
- //{空头突破失败情况1:价格曾经低于空头突破确认价,最新价又上涨至空翻多确认价}
- If(L0<SBreak And C[1] > SToL And Time < 14.30/100 And Longtrade==0 && MarketPosition<>-1)
- {
- Buy(Lots,O);
- Longtrade=1;
- }
- //{空头突破失败情况2:突破入场后,行情反转。止损的同时我们反手开多,但前提是时间在中午11:30之前,
- //且空头进场在至少4根K之前。瞬间止损我们不允许反转,因为这往往是市场的膝跳反射}
- If(MarketPosition==-1 And Time < 14.30/100 And Longtrade==0)
- {
- If(C[1] > SStop)
- {
- BuyToCover(Lots,O);
- If(Time < 11.00/100 And BarsSinceEntry >4)
- {
- Buy(Lots,O);
- LStop=Max(EntryPrice-0.15*AR10,EntryPrice-3*BigPointValue);
- Longtrade=1;
- }
- }
- }
-
- //-----------止损-----------
- //普通止损
- If(MarketPosition==1 && C[1]<LStop And Time<15.00/100)
- {
- Sell(Lots,O);
- }
- If(MarketPosition==-1 && C[1]>SStop And Time<15.00/100)
- {
- BuyToCover(Lots,O);
- }
- //止损价调整
- //{若持多单,而5分钟K高点超过了开仓价+50%10日平均波幅,止损调整为保本型 }
- IF(H0>EntryPrice+0.5*AR10)
- {
- LStop=EntryPrice+2*BigPointValue;
- }
- IF(L0<EntryPrice-0.5*AR10)
- {
- SStop=EntryPrice-2*BigPointValue;
- }
- //{若时间处于14:30以后,多头跟踪止损为过去3个5分钟的最高低点与多空头止损价中的较大值}
- IF(TIME>=14.30/100)
- {
- LStop=MAX(LStop,LL3);
- SStop=MIN(SStop,HH3);
- }
-
- //-----------日内平仓-----------
- IF(TIME>=14.55/100)
- {
- //收盘平多
- SELL(0,O);
- //收盘平空
- BuyToCover(0,O);
- LMarket=0;
- SMarket=0;
- Longtrade=0;
- Shorttrade=0;
- LStop=0;
- SStop=0;
- }
-
- End
- //------------------------------------------------------------------------
- // 编译版本: 2017-07-10 082154
- // 内核版本: V2.6.2.14
- // 版权所有 zxjt30920087
- // 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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