BollTrade策略（附源码）

sdfg123

策略思路：
多头入场：当前价格突破布林带上轨
空头入场：当前价格跌破布林带下轨
止损：开仓价格之下N倍ATR
止盈：开仓价格之上N倍ATR

策略源码：

function BollTrading(Freq,ShareNum,N,plus)

targetList = traderGetTargetList();
HandleList = traderGetHandleList();

global s;


lags=20;

for j=1:length(targetList)
   
    [timeday,openday,highday,lowday,closeday,volumeday,turnoverday,openinterestday] = traderGetKData(targetList(j).Market,targetList(j).Code,'day',1, -lags, 0,false,'FWard');
    [timemin,openmin,highmin,lowmin,closemin,volumemin,turnovermin,openinterestmin] = traderGetKData(targetList(j).Market,targetList(j).Code,'min',Freq, -lags, 0,false,'FWard');
   
    if length(closeday)<lags
        continue;
    end
   
    mp=traderGetAccountPosition(HandleList(1),targetList(j).Market,targetList(j).Code);
   
    [mid, BollUp, BollDown]=Bollin_c(closeday,N,plus);
    TRvalue=TR(closemin,highmin,lowmin);
    atr=mean(TRvalue(end-atrlength+1:end));
   
    %开多条件

    con2=lowmin(end)>BollUp(end);
    con3=closemin(end)>openmin(end);
   
    %开空条件

    con5=highmin(end)<BollDown(end);
    con6=closemin(end)<openmin(end);
   
if mp==0
       if con2&&con3
             traderDirectBuy(HandleList(1), targetList(j).Market,targetList(j).Code,ShareNum,0,'market','buy');
             s(j).stoplossprice=closemin(end)-4*atr;
             s(j).stopprofitprice=closemin(end)+4*atr;

        elseif con5&&con6
              traderDirectSell(HandleList(1), targetList(j).Market,targetList(j).Code,ShareNum,0,'market','buy');
              s(j).stoplossprice=closemin(end)+4*atr;
              s(j).stopprofitprice=closemin(end)-4*atr;

       end
end

   
    %% 止损
    if mp>0
        if closemin(end)<s(j).stoplossprice || closemin(end)>s(j).stopprofitprice
            traderPositionTo(HandleList(1), targetList(j).Market,targetList(j).Code,0,0,'market','buy');

        end
    end
   
    if mp<0
        if closemin(end)>s(j).stoplossprice || closemin(end)<s(j).stopprofitprice
            traderPositionTo(HandleList(1), targetList(j).Market,targetList(j).Code,0,0,'market','buy');
        end
    end
end
end

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BollTrade策略源码下载：http://www.digquant.com.cn/stra.php?mod=model&pid=109