你好，可帮修改成TB模型 [复制链接]

maxulun

初级散户

Rank: 2

精华: 0
UID: 231668
积分: 56
帖子: 34
主题: 8
阅读权限: 30
注册时间: 2016-4-6
最后登录: 2020-3-5

电梯直达

1^#

发表于 2016-8-4 21:39:11 |只看该作者 |倒序浏览

MA1:MA(CLOSE,N1);
MA2:MA(CLOSE,N2);
MA3:MA(CLOSE,N3);
MA4:MA(CLOSE,N4);
MA5:MA(CLOSE,N5);
MA6:MA(CLOSE,N6);//定义6条均线
CROSSUP(MA1,MA2),BPK;//5周期均线上穿10周期均线做多。
CROSSDOWN(MA1,MA2),SPK;//5周期均线下穿10周期均线做空。
C<=BKPRICE-20*MINPRICE,SP;
C>=SKPRICE+20*MINPRICE,BP;//20个点止损
AUTOFILTER;

收藏0

使用道具举报

sswywangyun

初级散户

Rank: 2

精华: 0
UID: 237134
积分: 89
帖子: 59
主题: 20
阅读权限: 30
注册时间: 2016-6-27
最后登录: 2017-7-1

2^#

发表于 2016-8-4 22:18:22 |只看该作者

本帖最后由 sswywangyun 于 2016-8-4 22:23 编辑

Params
      Numeric N1(5);
      Numeric N2(10);
      Numeric N3(15);
Numeric N4(20);
Numeric N5(25);
Numeric N6(30);
Numeric DelayTicks(5);
Vars
NumericSeries ma5;
NumericSeries ma10;
Bool CROSSUP;
Bool CROSSDOWN;
Numeric LastBarTime;
Numeric TickCounter;
Numeric avg;
Numeric Minprice;
Numeric aa;
Numeric bb;

Begin

avg = AvgEntryPrice() ;
Minprice = MinMove*PriceScale;

ma5 = AverageFC(Close,N1);
ma10 = AverageFC(Close,N2);

LastBarTime = GetGlobalVar(0);
TickCounter = GetGlobalVar(1);

   If(BarStatus==2 && LastBarTime != Time)
      {
            LastBarTime = Time;
            TickCounter = 0;
      }


If(MarketPosition <>1 && ma5[1]>ma10[1] )
{
  If(MarketPosition==0 || BarStatus!=2)
            {
                     Buy(1,Open);

   }Else
   {
                     BuyToCover(1,Open);
                     If(TickCounter==0)
                     {
                              TickCounter = 1;
                     }else If(TickCounter < DelayTicks)
                     {
                              TickCounter = TickCounter + 1;
                     }else
                     {
                              Buy(1,Open);
                     }
               }
      }

If(MarketPosition <>-1 && ma5[1]<ma10[1])
      {
            If(MarketPosition==0 || BarStatus!=2)
            {
                     SellShort(1,Open);
            }Else
            {
                     Sell(1,Open);
                     If(TickCounter==0)
                     {
                              TickCounter = 1;
                     }else If(TickCounter < DelayTicks)
                     {
                              TickCounter = TickCounter + 1;
                     }else
                     {
                              SellShort(1,Open);
                     }
            }
      }



   SetGlobalVar(0,LastBarTime);
      SetGlobalVar(1,TickCounter);

If(MarketPosition==1  && Close<=avg-20*Minprice && BarsSinceEntry!=0)
{
aa = avg-20*Minprice;
If(Open<=aa)
aa = Open;
Sell(1,aa);
}Else If(MarketPosition==-1  && Close>=avg+20*Minprice && BarsSinceEntry!=0)
{
   bb = avg+20*Minprice;
   If(Open>=bb)
   bb = Open;
   BuyToCover(1,bb);
   }


End

使用道具举报