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本帖最后由 xiefg133 于 2016-5-6 10:40 编辑
//------------------------------------------------------------------------
// 简称: moa
// 名称: moa
// 类别: 公式应用
// 类型: 用户应用
// 输出:
//------------------------------------------------------------------------
Params
Numeric AA(1.38); //开仓波幅条件
Numeric BB(1.6); //开仓成交量条件
Numeric CC(1); //开仓手数
Numeric DD(0.0905); //开始做单时间
Numeric EE(0.1455); //最后平仓时间
Numeric FF(0.1445); //不再开仓时间
Numeric GG(50); //止损点数
Numeric HH(200); //止盈点数
Numeric II(3.8); //平仓波幅条件
Numeric JJ(5); //平仓成交量条件
Vars
NumericSeries ATR;
Bool condition1;
NumericSeries VATR;
Bool condition2;
Bool condition3;
Bool condition4;
Bool T1;
Begin
If(!CallAuctionFilter()) Return;// 集合竞价和小节休息过滤
If(Time>0.0230 and Time<DD) Return;// 开始时间过滤
ATR = ((High[2] - Low[2]) + (High[3] - Low[3]) + (High[4] - Low[4]) + (High[5] - Low[5]) + (High[6] - Low[6]) + (High[7] - Low[7]) + (High[8] - Low[8]) + (High[9] - Low[9]))/8 ;
condition1 = ((High[1] - Low[1]) / ATR)>= AA;//开仓条件1
condition3 = ((High[1] - Low[1]) / ATR)>= II;//平仓条件1
VATR = (Vol[2] + Vol[3] + Vol[4] + Vol[5] + Vol[6] + Vol[7] + Vol[8] + Vol[9])/8;
condition2 = vol[1] / VATR >= BB;//开仓条件2
condition4 = vol[1] / VATR >= JJ;//平仓条件2
T1=(TIME>=EE and Time<=0.1500);
If (MarketPosition==0 And condition1 And condition2 And Close[1] > Open[1] And ((TIME>DD And Time<=FF)))
Buy(cc,Open);//多头开仓
If (MarketPosition==0 And condition1 And condition2 And Close[1] < Open[1] And ((TIME>DD And Time<=FF)))
SellShort(cc,Open);//空头开仓
if (MarketPosition > 0 and Low < (AvgEntryPrice - GG) And BarsSinceEntry>0)
Sell(0,(Min(Open,(AvgEntryPrice - GG))));//多头止损
if (MarketPosition < 0 and High > (AvgEntryPrice + GG) And BarsSinceEntry>0)
BuyToCover(0,(Max(Open,(AvgEntryPrice + GG))));//空头止损
if (MarketPosition > 0 and High > (AvgEntryPrice + HH) And BarsSinceEntry>0)
Sell(0,(Max(Open,(AvgEntryPrice + HH))));//多头止盈
if (MarketPosition < 0 and Low < (AvgEntryPrice - HH) And BarsSinceEntry>0)
BuyToCover(0,(Min(Open,(AvgEntryPrice - HH))));//空头止盈
If (MarketPosition > 0 And BarsSinceEntry>0 And condition3 And condition4)
Sell(0,Open);//多头平仓
If (MarketPosition < 0 And BarsSinceEntry>0 And condition3 And condition4)
BuyToCover(0,Open);//空头平仓
if (t1 and MarketPosition>0)
{
Sell(0,Open);
}
if (t1 and MarketPosition<0)
{
BuyToCover(0,Open);
}
End
在白糖1609的昨天早上有开仓信号,结果等到晚上才清仓,晕
清仓条件取决于T1和EE,看看吧
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