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股指3分钟日内，求改正。。。。。 [复制链接]

CenyLee

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电梯直达

1^#

发表于 2012-7-11 16:06:09 |只看该作者 |倒序浏览

//-----------------------------------------------------------------------
// 简称: 50050402
// 名称: 支撑阻力位突破
// 类别: 公式应用
// 类型: 用户应用
//------------------------------------------------------------------------
Params
      Numeric lostmove(0.20);

Numeric N(0.70);

Vars

     Numeric NetChg(0);
      Numeric TotChg(0);
      NumericSeries EffRatio(0);
NumericSeries AMAValue;                //定义效率指数

      NumericSeries HighVanlue(0);          //定义高点阻力位；
      NumericSeries LowVanlue(0);          //定义低点支撑位；

NumericSeries HigherVanlue(0);       //较高高点；
NumericSeries LowerVanlue(0);          //较低低点；

Numeric ATR;

Begin

   //计算ATR
   ATR = AvgTrueRange(20);

   //定义AMA（自适应曲线）
      if(CurrentBar == 0)
      {
      AMAValue = close;
      }Else
      {
            NetChg = Abs( close - close[10] );
      TotChg = Summation( Abs( close - close[1] ), 10);
      EffRatio = IIF(TotChg > 0, NetChg / TotChg, 0);
      }

//三点清零
If(Time==0.1515)
{
HighVanlue=0;
LowVanlue=0;
}

//定义阻力支撑位
If(Time>0.0930)
{
      If(high[3]>high[4]&&High[3]>High[5]&&high[3]>high[2] &&high[3]>high[1])
   {
   HighVanlue=high[3];
   }

      If(low[3]<low[4]&&Low[3]<Low[5] &&low[3]<low[2] &&low[3]<low[1])
   {
   LowVanlue=low[3];
   }
}Else
{
   HighVanlue=Highest(High,BarsSinceToday);
   LowVanlue=Lowest(Low,BarsSinceToday);
}

//比较较高的高点，较低的低点；
HigherVanlue = Max(HighVanlue,HighVanlue[1]);
LowerVanlue = Min(LowVanlue,LowVanlue[1]);

//平仓

   //盘中6000止损
   If(MarketPosition==1&&close<EntryPrice-20)
   {
      Sell(1,EntryPrice-20);
PlotString("Vol","金额止损",Low,Red);
   }

   If(MarketPosition==-1&&Close>EntryPrice+20)
   {
      BuyToCover(1,EntryPrice+20);
PlotString("Vol","金额止损",Low,Red);
   }


   //顺势平仓
   //平多单
   If(MarketPosition==1&&Low<LowVanlue-lostmove)
   {
   if(Open<LowVanlue-lostmove)
   {
      Sell(1,Open-lostmove);
   PlotString("Vol","破低",Low,Red);
   }Else
   {
   Sell(1,LowVanlue-lostmove);
   PlotString("Vol","破低",Low,Red);
   }
   }

   //平空单
   If(MarketPosition==-1&&High>HighVanlue+lostmove)
   {
      If(Open>HighVanlue+lostmove)
{
   BuyToCover(1,Open+lostmove);
   PlotString("Vol","破高",Low,Red);
}Else
{
      BuyToCover(1,HighVanlue+lostmove);
PlotString("Vol","破高",Low,Red);
}
   }

   //回撤止损
   IF(MarketPosition==1&&Close<Highest(High,BarsSinceEntry)-4*ATR)
   {
      Sell(1,Close);
PlotString("Vol","ATR",Low,Red);
   }

   If(MarketPosition==-1&&Close>Lowest(Low,BarsSinceEntry)+4*ATR)
   {
      BuyToCover(1,Close);
PlotString("Vol","ATR",Low,Red);
   }


//开仓
//顺势突破开仓
If(0.0930<Time&&Time<0.1430)
{
   If(MarketPosition!=1&&Close>HigherVanlue+lostmove&&EffRatio>N)
   {
   Buy(1,Close);
   }

   If(MarketPosition!=-1&&Close<LowerVanlue-lostmove&&EffRatio>N)
   {
   SellShort(1,Close);
   }
}

   //收盘平仓
   If(MarketPosition==1&&Time>=0.1509)
   {
   Sell(1,Close);
   PlotString("Vol","收盘平仓",Low,Red);
   }

   If(MarketPosition==-1&&Time>=0.1509)
   {
   BuyToCover(1,Close);
   PlotString("Vol","收盘平仓",Low,Red);
   }

End

//------------------------------------------------------------------------
// 编译版本 GS2010.12.08
// 用户版本 2012/02/08 14:07
// 版权所有 lzy990100887
// 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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