发一个自己编写的可以赚钱的策略。望大家帮忙提高。 [复制链接]

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电梯直达

1^#

发表于 2016-11-28 20:41:06 |只看该作者 |正序浏览

用了横盘和反转，趋势等三种情况。希望大家帮改进！

Params
Numeric offset(6) ;//此处添加参数

Vars
Numeric a;
Numeric b;
Numeric qq;
Numeric ww;
Numeric aa;
NumericSeries r;
Numeric ee;
Numeric cc;
Numeric vv;
Numeric mm;
Numeric hh;
Numeric totalequity;
Numeric turtleunits;
Numeric n;
Numeric m;
Numeric i;
Numeric pp;
Numeric tt;
Numeric dd;
Numeric xx;
//此处添加变量

Begin
a=Highest(high,20);
b=Lowest(low,20);
qq=Highest(high,3);
ww=Lowest(low,3);
n=highest(high,8);
m=lowest(low,8);
aa=offset*MinMove*PriceScale;

r=(a+b)/2;
ee=PercentR(20);
hh=Date+Time;
vv=GetGlobalVar(3);
cc=vv+0.00002;
mm=Date+time;
pp=Date+Time;
tt=GetGlobalVar(4);
dd=tt+0.000005;
xx=Date+Time;

TotalEquity = A_FreeMargin() + A_TotalMargin(); //账户最新资产 = 按当前Bar开盘价计算的可用资金 + 持仓保证金
TurtleUnits=(TotalEquity/(MarginRatio*ContractUnit()*BigPointValue()*Close))*3/10;
TurtleUnits = IntPart(TurtleUnits); // 对小数取整

If(close<n-32 && close<m+2 && A_BuyPosition==0 && A_SellPosition==0)
{
SellShort(TurtleUnits,Close);
SetGlobalVar(3,hh);
}
If(close>m+32 && close>n-2 && A_BuyPosition==0 && A_SellPosition==0)
{
Buy(TurtleUnits,Close);
SetGlobalVar(3,hh);
}
If(A_BuyPosition>0 && mm>cc)
{
if(close<r[10]-19 && close<qq-9)
{
A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
SetGlobalVar(4,pp);
if(xx>dd || A_FreeMargin>10000)
{
A_SendOrder(Enum_Sell,Enum_Entry,TurtleUnits,Q_BidPrice-offset*MinMove*PriceScale);
}
SetGlobalVar(3,hh);
}
Else
If(close<n-32 && close<m+2)
{
A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
SetGlobalVar(4,pp);
if(xx>dd || A_FreeMargin>10000)
{
A_SendOrder(Enum_Sell,Enum_Entry,TurtleUnits,Q_BidPrice-offset*MinMove*PriceScale);
}
SetGlobalVar(3,hh);
}
Else
if(close<qq-29)
{
A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
SetGlobalVar(4,pp);
if(xx>dd || A_FreeMargin>10000)
{
A_SendOrder(Enum_Sell,Enum_Entry,TurtleUnits,Q_BidPrice-offset*MinMove*PriceScale);
}
SetGlobalVar(3,hh);
}
Else
if(close<high-19)
{
A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
SetGlobalVar(4,pp);
if(xx>dd || A_FreeMargin>10000)
{
A_SendOrder(Enum_Sell,Enum_Entry,TurtleUnits,Q_BidPrice-offset*MinMove*PriceScale);
}
SetGlobalVar(3,hh);
}
}
If(A_SellPosition>0 && mm>cc)
{
if(close>r[10]+19 && close<ww+9)
{
A_SendOrder(Enum_Buy,Enum_Exit,A_SellPosition,Q_AskPrice+offset*MinMove*PriceScale);
SetGlobalVar(4,pp);
if(xx>dd || A_FreeMargin>10000)
{
A_SendOrder(Enum_Buy,Enum_Entry,TurtleUnits,Q_AskPrice+offset*MinMove*PriceScale);
}
SetGlobalVar(3,hh);
}
Else
If(close>m+32 && close>n-2)
{
A_SendOrder(Enum_Buy,Enum_Exit,A_SellPosition,Q_AskPrice+offset*MinMove*PriceScale);
SetGlobalVar(4,pp);
if(xx>dd || A_FreeMargin>10000)
{
A_SendOrder(Enum_Buy,Enum_Entry,TurtleUnits,Q_AskPrice+offset*MinMove*PriceScale);
}
SetGlobalVar(3,hh);
}
Else
if(close>ww+29)
{
A_SendOrder(Enum_Buy,Enum_Exit,A_SellPosition,Q_AskPrice+offset*MinMove*PriceScale);
SetGlobalVar(4,pp);
if(xx>dd || A_FreeMargin>10000)
{
A_SendOrder(Enum_Buy,Enum_Entry,TurtleUnits,Q_AskPrice+offset*MinMove*PriceScale);
}
SetGlobalVar(3,hh);
}

Else
if(close>Low+19)
{
A_SendOrder(Enum_Buy,Enum_Exit,A_SellPosition,Q_AskPrice+offset*MinMove*PriceScale);
SetGlobalVar(4,pp);
if(xx>dd || A_FreeMargin>10000)
{
A_SendOrder(Enum_Buy,Enum_Entry,TurtleUnits,Q_AskPrice+offset*MinMove*PriceScale);
}
SetGlobalVar(3,hh);
}
}
End

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