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发表于 2017-11-16 17:57:03
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本帖最后由 qsb588986 于 2017-11-16 21:39 编辑
//------------------------------------------------------------------------
// 简称: sohuu
// 名称: sohuu
// 类别: 公式应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
Numeric offset(6) ; //此处添加参数
Numeric a(1);
Numeric b(5);
Numeric e(8);
Numeric ht(10);
Numeric f(10);
Vars
Numeric aa;
Numeric bb;
NumericSeries ff;
NumericSeries dd;
NumericSeries pp;
Numeric hh;
Numeric ll;
Numeric totalequity;
Numeric turtleunits;
Numeric bd;
Numeric kbd;
Numeric volff;
Numeric bdav;
Numeric kbdav;
Numeric kkk;
Numeric fff;
Bool gg;
Bool kk;
BoolSeries tt;
BoolSeries ttff;
//此处添加变量
Begin
if(date!=date[1] && high==low)
Return;
if(time>=0.090 && time<0.1455 or time>=0.2100 && time<0.2255 or currenttime>=0.090 && currenttime<0.1455 or currenttime>=0.2100 && CurrentTime<0.2255)
{
SetGlobalVar(6,0);
SetGlobalVar(7,0);
SetGlobalVar(5,0);
}
TotalEquity = Portfolio_CurrentCapital() + Portfolio_UsedMargin(); //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))*6/10;
TurtleUnits = IntPart(TurtleUnits); // 对小数取整
if(BarStatus==0 || GetGlobalVar(0)==InvalidNumeric)
SetGlobalVar(0,0);
if(BarStatus==0 || GetGlobalVar(1)==InvalidNumeric)
SetGlobalVar(1,1);
if(BarStatus==0 || GetGlobalVar(2)==InvalidNumeric)
SetGlobalVar(2,1);
if(BarStatus==0 || GetGlobalVar(2)==InvalidNumeric)
SetGlobalVar(4,0);
kkk=Highest(High,3);
fff=Lowest(low,3);
ff=AverageFC(close,ht);
bd=(close-fff)*100000/Vol;
kbd=(close-kkk)*100000/vol;
bdav=Average(bd,10);
kbdav=Average(kbd,10);
tt=bd>1.1*bdav && ff>ff[1] && ff[1]>ff[2];
ttff=kbd<1.1*kbdav && ff<ff[1] && ff[1]<ff[2];
volff=Average(vol,40);
if(A_BuyPosition==0 && A_SellPosition==0 && BarStatus==2 && GetGlobalVar(5)!=1)
{
if(tt[1]==true && High[1]>high[2] && ttff[1]==false)
{
if(GetGlobalVar(0)==0)
{
A_SendOrder(Enum_Buy,Enum_Entry,TurtleUnits,Q_AskPrice+offset*MinMove*PriceScale);
SetGlobalVar(0,1);
}
SetGlobalVar(4,0);
}
Else if(ttff[1]==True && low[1]<low[2] && tt[1]==false)
{
if(GetGlobalVar(4)==0)
{
A_SendOrder(Enum_Sell,Enum_Entry,TurtleUnits,Q_BidPrice-offset*MinMove*PriceScale);
SetGlobalVar(4,1);
}
SetGlobalVar(0,0);
}
}
if(A_SellPosition>0 && BarStatus==2 && GetGlobalVar(5)!=1)
{
if(tt[1]==True && High[1]>high[2] && ttff[1]==false)
{
if(GetGlobalVar(1)==1)
{
if(a_todaysellposition>0)
A_SendOrder(Enum_Buy,Enum_ExitToday,A_TodaySellPosition,Q_AskPrice+offset*MinMove*PriceScale);
Else
A_SendOrder(Enum_Buy,Enum_Exit,A_SellPosition,Q_AskPrice+offset*MinMove*PriceScale);
A_SendOrder(Enum_Buy,Enum_Entry,TurtleUnits,Q_AskPrice+offset*MinMove*PriceScale);
SetGlobalVar(1,2);
SetGlobalVar(12,1);
}
SetGlobalVar(2,1);
}
Else if(close-low>5 && vol>volff*2)
{
if(GetGlobalVar(1)==1)
{
if(a_todaysellposition>0)
A_SendOrder(Enum_Buy,Enum_ExitToday,A_TodaySellPosition,Q_AskPrice+offset*MinMove*PriceScale);
Else
A_SendOrder(Enum_Buy,Enum_Exit,A_SellPosition,Q_AskPrice+offset*MinMove*PriceScale);
A_SendOrder(Enum_Buy,Enum_Entry,TurtleUnits,Q_AskPrice+offset*MinMove*PriceScale);
SetGlobalVar(1,2);
SetGlobalVar(12,1);
}
SetGlobalVar(2,1);
}
}
if(A_BuyPosition>0 && BarStatus==2 && GetGlobalVar(5)!=1)
{
if(ttff[1]==True && low[1]<low[2] && tt[1]==false)
{
if(GetGlobalVar(2)==1)
{
if(A_TodayBuyPosition>0)
A_SendOrder(Enum_Sell,Enum_ExitToday,A_TodayBuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
Else
A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
A_SendOrder(Enum_Sell,Enum_Entry,TurtleUnits,Q_BidPrice-offset*MinMove*PriceScale);
SetGlobalVar(2,2);
SetGlobalVar(13,1);
}
SetGlobalVar(1,1);
}
Else if(High-close>5 && vol>2*volff)
{
if(GetGlobalVar(2)==1)
{
if(A_TodayBuyPosition>0)
A_SendOrder(Enum_Sell,Enum_ExitToday,A_TodayBuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
Else
A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
A_SendOrder(Enum_Sell,Enum_Entry,TurtleUnits,Q_BidPrice-offset*MinMove*PriceScale);
SetGlobalVar(2,2);
SetGlobalVar(13,1);
}
SetGlobalVar(1,1);
}
}
IF(Time>=0.1455 && time<=0.1500 or Time>=0.2255 && time<=0.2300)
{
SetGlobalVar(5,1);
if(A_BuyPosition>0)
{
if(GetGlobalVar(6)==0)
{
if(A_TodayBuyPosition>0)
A_SendOrder(Enum_Sell,Enum_ExitToday,A_TodayBuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
Else
A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-offset*MinMove*PriceScale);
}
SetGlobalVar(6,1);
}
if(A_SellPosition>0)
{
if(GetGlobalVar(7)==0)
{
if(a_todaysellposition>0)
A_SendOrder(Enum_Buy,Enum_ExitToday,A_TodaySellPosition,Q_AskPrice+offset*MinMove*PriceScale);
Else
A_SendOrder(Enum_Buy,Enum_Exit,A_SellPosition,Q_AskPrice+offset*MinMove*PriceScale);
}
SetGlobalVar(7,1);
}
}
Commentary("GetGlobalVar(0)"+text(GetGlobalVar(0)));
Commentary("GetGlobalVar(4)"+text(GetGlobalVar(4)));
Commentary("GetGlobalVar(1)"+text(GetGlobalVar(1)));
Commentary("GetGlobalVar(2)"+text(GetGlobalVar(2)));
Commentary("GetGlobalVar(5)"+text(GetGlobalVar(5)));
Commentary("GetGlobalVar(6)"+text(GetGlobalVar(6)));
Commentary("GetGlobalVar(7)"+text(GetGlobalVar(7)));
Commentary("GetGlobalVar(20)"+text(GetGlobalVar(20)));
Commentary("bd="+text(bd));
Commentary("kbd="+text(kbd));
Commentary("volff="+text(volff));
Commentary("vol="+text(vol));
Commentary("tt="+IIFString(tt,"Ture","False"));
Commentary("ttff="+IIFString(ttff,"Ture","False"));
Commentary("bdav="+text(bdav));
Commentary("kbdav="+text(kbdav));
Commentary("gg="+IIFString(gg,"Ture","False"));
Commentary("kk="+IIFString(kk,"Ture","False"));
Commentary("GetGlobalVar(10)="+text(GetGlobalVar(10)));
Commentary("GetGlobalVar(11)="+text(GetGlobalVar(11)));
Commentary("GetGlobalVar(12)="+text(GetGlobalVar(12)));
Commentary("GetGlobalVar(13)="+text(GetGlobalVar(13)));
Commentary("bb="+text(bb));
Commentary("aa="+text(aa));
End
//------------------------------------------------------------------------
// 编译版本: 2017/06/29 160929
// 内核版本: V2.6.2.13
// 版权所有 qsb588986
// 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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