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SimKPRB公式应用源码下半部分:
If (CroCru5Signs==-1)//层0
{If (L1Cru1LBar5DTs==0&&L<preCru1BarL5s)//层1
{L1Cru1LBar5DTs=CurrentBar5DTs;//层2;5分钟Cru后Cro前,破preCru1BarL5s首Bar5日期时间值
}
If (L1Cru1LBar5DTs==CurrentBar5DTs[1])//层2
{L1Cru1LBarL5s=L[1];//层3;5分钟Cru后Cro前,破preCru1BarH5s首Bar5顶值
}
If (LL2Cru1LBar5DTs==0&&L1Cru1LBarL5s>0&&L<L1Cru1LBarL5s)//层1
{LL2Cru1LBar5DTs=CurrentBar5DTs;//层2;5分钟Cru后Cro前,破L1Cru1LBarL5s首Bar5日期时间值
}
If (BKDTs<FpreCru1Bar5DTs&&L<preCru1BarL5s)//层1
{If ((BarStatus==2&&Max(Value(GetTBProfileString("LBKDT","fm5"+Symbol)),Value(GetTBProfileString("LSPDT","fm5"+Symbol)))<CurrentBar5DTs&&Value(GetTBProfileString("LPosition","fm5"+Symbol))==1//防同Bar5内RealBK后TickSP
&&A_GetOpenOrderCount==0&&A_BuyPosition>=0&&A_SellPosition==0)
||(BarStatus<2&&MarketPosition==1))//层2
{SPbms=Min(preCru1BarL5s,O);//层3
If (BarStatus==2&&Max(Value(GetTBProfileString("LBKDT","fm5"+Symbol)),Value(GetTBProfileString("LSPDT","fm5"+Symbol)))<CurrentBar5DTs&&Value(GetTBProfileString("LPosition","fm5"+Symbol))==1
&&A_GetOpenOrderCount==0&&A_BuyPosition>=0&&A_SellPosition==0)//层3
{A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-1);//层4
FileAppend("C:\\Trb.log",Text(CurrentBar5DTs)+"_P/rSP/"+Text(A_BuyPosition));
PlotString("Plot","P/"+Text(A_BuyPosition),SPbms-20,-1,4);
SetTBProfileString("LSPDT","fm5"+Symbol,Text(CurrentBar5DTs));//图表信号最后SP时点
SetTBProfileString("LSPbm","fm5"+Symbol,Text(SPbms));//图表信号最后SP信号价
SetTBProfileString("LPosition","fm5"+Symbol,"0");//图表信号最后持仓状态,1买持仓/0空仓/-1卖持仓
}Else
{Sell(0,SPbms);//层4
BKnos=0;
}
PlotString("Ptype","rSP",SPbms-10,-1,2);//层3
SPtypes="rSP";
SPDTs=CurrentBar5DTs;
}
}
If (CurrentBar5DTs>=TestStart&&SKDTs<FpreCru1Bar5DTs&&LL2Cru1LBar5DTs==CurrentBar5DTs&&L<L1Cru1LBarL5s)//层1
{If (BarStatus==2&&Max(Value(GetTBProfileString("LBKDT","fm5"+Symbol)),Value(GetTBProfileString("LSPDT","fm5"+Symbol)))<CurrentBar5DTs&&Value(GetTBProfileString("LPosition","fm5"+Symbol))==1//防同Bar5内RealBK后TickSP
&&A_GetOpenOrderCount==0&&A_BuyPosition>=0&&A_SellPosition==0)//层2
{SPbms=Min(L1Cru1LBarL5s,O);//层3
A_SendOrder(Enum_Sell,Enum_Exit,A_BuyPosition,Q_BidPrice-1);
FileAppend("C:\\Trb.log",Text(CurrentBar5DTs)+"_P/rSPK/"+Text(A_BuyPosition));
PlotString("Plot","P/"+Text(A_BuyPosition),SPbms-20,-1,4);
SetTBProfileString("LSPDT","fm5"+Symbol,Text(CurrentBar5DTs));//图表信号最后SP时点
SetTBProfileString("LSPbm","fm5"+Symbol,Text(SPbms));//图表信号最后SP信号价
SetTBProfileString("LPosition","fm5"+Symbol,"0");//图表信号最后持仓状态,1买持仓/0空仓/-1卖持仓
}
If ((BarStatus==2&&Value(GetTBProfileString("LSKDT","fm5"+Symbol))<CurrentBar5DTs&&Value(GetTBProfileString("LPosition","fm5"+Symbol))!=1&&A_GetOpenOrderCount==0&&A_BuyPosition==0)//防同Bar5内RealBK后TickSK
||(BarStatus<2&&((MarketPosition!=-1&&SKnos==0)||(MarketPosition==-1&&SKnos>0))))//层2
{SKbms=Min(L1Cru1LBarL5s,O);//层3
If (BarStatus==2&&Value(GetTBProfileString("LSKDT","fm5"+Symbol))<CurrentBar5DTs&&Value(GetTBProfileString("LPosition","fm5"+Symbol))!=1&&A_GetOpenOrderCount==0&&A_BuyPosition==0)//层3
{A_SendOrder(Enum_Sell,Enum_Entry,1,Q_BidPrice-1);//层4
FileAppend("C:\\Trb.log",Text(CurrentBar5DTs)+"_RealK/rSPK/1");
PlotString("Klot","RealK/1",SKbms-30,-1,9);
SetTBProfileString("LSKbm","fm5"+Symbol,Text(SKbms));//图表信号最后SK基准
SetTBProfileString("LSKDT","fm5"+Symbol,Text(CurrentBar5DTs));//图表信号最后BK时点
SetTBProfileString("LPosition","fm5"+Symbol,"-1");//图表信号最后持仓状态,1买持仓/0空仓/-1卖持仓
}Else
{If (BKnos>0)//层4
{Sell(0,SKbms);//层5
BKnos=0;
}
SellShort(2,SKbms);//层4
SKnos=SKnos+1;
}
PlotString("Ktype","rSPK",SKbms-10,-1,3);//层3
SKtypes="rSPK";
SKDTs=CurrentBar5DTs;
}
}
}
Bar5MPs=MarketPosition;//层0;60分钟Bar的MarketPosition值
If (BarStatus<2)//层0
{If (Bar5MPs[1]==-1&&CurrentBar5DTs==BPDTs&&BKDTs<BPDTs)//层1
{SetTBProfileString("LBPDT","fm5"+Symbol,Text(BPDTs));//层2;图表信号最后BP时点
If (MarketPosition==0)//层2
{SetTBProfileString("LPosition","fm5"+Symbol,"0");//层3;图表信号最后持仓状态,1买持仓/0空仓/-1卖持仓
}
}
If (Bar5MPs[1]==1&&CurrentBar5DTs==SPDTs&&SKDTs<SPDTs)//层1
{SetTBProfileString("LSPDT","fm5"+Symbol,Text(SPDTs));//层2;图表信号最后SP时点
If (MarketPosition==0)//层2
{SetTBProfileString("LPosition","fm5"+Symbol,"0");//层3;图表信号最后持仓状态,1买持仓/0空仓/-1卖持仓
}
}
If (MarketPosition==1&&CurrentBar5DTs==BKDTs)//层1
{SetTBProfileString("LBKbm","fm5"+Symbol,Text(BKbms));//层2;图表信号最后BK信号价
SetTBProfileString("LBKDT","fm5"+Symbol,Text(BKDTs));//图表信号最后BK时点
SetTBProfileString("LPosition","fm5"+Symbol,"1");//图表信号最后持仓状态,1买持仓/0空仓/-1卖持仓
If (Bar5MPs[1]==-1)//层2
{SetTBProfileString("LBPbm","fm5"+Symbol,Text(BKbms));//层3;图表信号最后BP信号价
SetTBProfileString("LBPDT","fm5"+Symbol,Text(BKDTs));//图表信号最后BP时点
}
}
If (MarketPosition==-1&&CurrentBar5DTs==SKDTs)//层1
{SetTBProfileString("LSKbm","fm5"+Symbol,Text(SKbms));//层2;图表信号最后SK信号价
SetTBProfileString("LSKDT","fm5"+Symbol,Text(SKDTs));//图表信号最后SK时点
SetTBProfileString("LPosition","fm5"+Symbol,"-1");//图表信号最后持仓状态,1买持仓/0空仓/-1卖持仓
If (Bar5MPs[1]==1)//层2
{SetTBProfileString("LSPbm","fm5"+Symbol,Text(SKbms));//层3;图表信号最后SP信号价
SetTBProfileString("LSPDT","fm5"+Symbol,Text(SKDTs));//图表信号最后SP时点
}
}
}
If (preBar5>(M5Length-1))//层0
{Commentary("M5Length="+Text(M5Length)+",TestStart="+Text(TestStart)+",M5MAs="+Text(M5MAs)+",preBar5="+Text(preBar5)+",CurrentBar5DTs="+Text(CurrentBar5DTs));//层1
Commentary("Bar5MPs="+Text(Bar5MPs)+",CroCru5Signs="+Text(CroCru5Signs));
Commentary("preCro1Bar5s="+Text(preCro1Bar5s)+",preCro1BarH5s="+Text(preCro1BarH5s)+",FpreCro1Bar5DTs="+Text(FpreCro1Bar5DTs));
Commentary("preCru1Bar5s="+Text(preCru1Bar5s)+",preCru1BarL5s="+Text(preCru1BarL5s)+",FpreCru1Bar5DTs="+Text(FpreCru1Bar5DTs));
Commentary("BKbms="+Text(BKbms)+",BKnos="+Text(BKnos)+",BKtypes="+BKtypes+",BKDTs="+Text(BKDTs)+",SPbms="+Text(SPbms)+",SPtypes="+SPtypes+",SPDTs="+Text(SPDTs));
Commentary("G1Cro1HBar5DTs="+Text(G1Cro1HBar5DTs)+",G1Cro1HBarH5s="+Text(G1Cro1HBarH5s)+",GG2Cro1HBar5DTs="+Text(GG2Cro1HBar5DTs));
Commentary("SKbms="+Text(SKbms)+",SKnos="+Text(SKnos)+",SKtypes="+SKtypes+",SKDTs="+Text(SKDTs)+",BPbms="+Text(BPbms)+",BPtypes="+BPtypes+",BPDTs="+Text(BPDTs));
Commentary("L1Cru1LBar5DTs="+Text(L1Cru1LBar5DTs)+",L1Cru1LBarL5s="+Text(L1Cru1LBarL5s)+",LL2Cru1LBar5DTs="+Text(LL2Cru1LBar5DTs));
Commentary("M5Vol="+Text(Vol)+",M5OpenInt="+Text(OpenInt));
}
End
//------------------------------------------------------------------------
// 编译版本 GS205.08
// 用户版本 2013/01/31 07:18
// 版权所有 wwr5817
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TrabeBlazer公式修改和重写的权利
//------------------------------------------------------------------------ |
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