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asdf1111

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电梯直达

1^#

发表于 2018-1-5 15:44:23 |只看该作者 |倒序浏览

请小米版主帮看一看，以下两个模型有没有偷价，和未来函数

模型1

// 简称: JYXT_Aberration
// 名称: Aberration
// 类别: 公式应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
Numeric Length(56);
Numeric StdDevUp(2.0);             //到2011年十大策略第一名
Numeric StdDevDn(10);                //长线趋势多品种
Numeric Lots(6);

Vars
NumericSeries UpperBand;
NumericSeries LowerBand;
NumericSeries AveMa;
Numeric StdValue;

Begin

AveMa=Average(Close[1],Length);
StdValue = StandardDev(Close[1],Length);

UpperBand=Avema+StdDevUp*StdValue;
LowerBand=Avema-StdDevUp*StdValue;
PlotNumeric("UpperBand",UpperBand);
PlotNumeric("LowerBand",LowerBand);

PlotNumeric("AveMa",AveMa);
If(MarketPosition!=1 &&CrossOver(Close[1],UpperBand[1]))
{
      Buy(Lots,Open);
}

If(MarketPosition!=-1 &&CrossUnder(Close[1],LowerBand[1]))
{
      SellShort(Lots,Open);
}

If(MarketPosition==1 && Close[1]<AveMa[1])
{
      Sell(Lots,Open);

}

If(MarketPosition==-1 && Close[1]>AveMa[1])
{

      BuyToCover(Lots,Open);
}

End

模型2

// 简称: BDZS_12
// 名称: 波动止损_12
// 类别: 公式应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params

      Numeric Lots(6);
      Numeric nOffset(3);
      Numeric HLength(5);
      Numeric LLength(5);
      Numeric AtrLength(0.05);
      Numeric myBarsSinceEntry(9);

Vars

      NumericSeries HHH;
      NumericSeries LLL;
      NumericSeries HHH1;
      NumericSeries LLL1;
      NumericSeries Atr;
      Numeric myPrice;
      NumericSeries StopLine;
      NumericSeries LastPrice;
      Numeric MinPoint;

Begin

      MinPoint = MinMove*PriceScale;
      HHH = Highest(High,HLength);
      LLL = Lowest(Low,LLength);
      HHH1 = Highest(High,10);
      LLL1 = Lowest(Low,10);



      Atr = AvgTrueRange(10);


      If(MarketPosition==1)
      {
            //LLL1 = Max(LLL1,LastPrice);
            LLL1 = Max(LLL1,LLL1[1]);
            //PlotNumeric("LLL1",LLL1);

            If(BarsSinceEntry>myBarsSinceEntry || High>LastPrice+Atr[1])
            {
                     StopLine = Max(StopLine,LLL1[1] + (BarsSinceEntry)*Atr[1]*AtrLength);
            }

            PlotNumeric("多头止损:",StopLine);

            If(Low<StopLine)
            {
                     myPrice = Min(Open,StopLine) - MinPoint*nOffset;
                     Sell(Lots,myPrice);

            }
      }
      If(MarketPosition==-1)
      {
            //HHH1 = Min(HHH1,LastPrice);
            HHH1 = Min(HHH1,HHH1[1]);
            //PlotNumeric("HHH1",HHH1);

            If(BarsSinceEntry>myBarsSinceEntry || Low<LastPrice-Atr[1])
            {
                     StopLine = Min(StopLine,HHH1[1] - (BarsSinceEntry)*Atr[1]*AtrLength);
            }
            PlotNumeric("空头止损:",StopLine);

            If(High>StopLine)
            {
                     myPrice = Max(Open,StopLine) + MinPoint*nOffset;
                     BuyToCover(Lots,myPrice);

            }
      }


      If(MarketPosition<>1)
      {
            If(High>HHH[1])
            {
                     myPrice = Max(Open,HHH[1]);
                     Buy(Lots,myPrice + MinPoint*nOffset);
                     LastPrice = myPrice;
                     StopLine = myPrice - Atr[1]*1.5;
                     Return;
            }
      }
      If(MarketPosition<>-1)
      {
            If(Low<LLL[1])
            {
                     myPrice = Min(Open,LLL[1]);
                     SellShort(Lots,myPrice - MinPoint*nOffset);
                     LastPrice = myPrice;
                     StopLine = myPrice + Atr[1]*1.5;
                     Return;
            }
      }


      If(time == 0.1510)
      {
            Sell(Lots,Open - MinPoint*nOffset);
            BuyToCover(Lots,Open + MinPoint*nOffset);
      }

End

谢谢

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