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源码 KD2号模型,转载别人的 [复制链接]

woomin1985

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电梯直达

1^#

发表于 2013-2-15 23:04:49 |只看该作者 |倒序浏览

本帖最后由 woomin1985 于 2013-2-19 23:52 编辑

//------------------------------------------------------------------------
// 简称: kd2
// 名称:
// 类别: 公式应用
// 类型: 用户应用
// 输出:
//------------------------------------------------------------------------
Params
      Numeric Length1(3);
      Numeric Length2(5);
      Numeric Length3(5);
      Numeric Lots(1);
Vars
      NumericSeries Value1;
      NumericSeries Value2;
      Numeric LowestValue;
      NumericSeries Value5;
      NumericSeries RSV;
      NumericSeries KValue;
      NumericSeries DValue;
      Numeric AvgVol5;
      NumericSeries CloseTmp1;
      NumericSeries CloseTmp2;
      NumericSeries RSIValue;
      NumericSeries PreLow;
      NumericSeries PreKValue;
      Numeric Lowest33Value;
      NumericSeries VarTmp1;
      NumericSeries VarTmp2;
      NumericSeries ZL;
      Numeric SH;

Begin
{
      Value1 =XAverage(Close,Length1);
      Value2 =XAverage(Close,Length2);
      //取两条均线的值
      LowestValue = Lowest(Low,Length3);
      //取最低值
      Value5= (CLOSE-LowestValue)/(Highest(High,Length3)-LowestValue)*100;
      RSV =XAverage(Value5,3);
      KValue = XAverage(RSV,3);
      DValue =Average(KValue,3);
      PreKValue =KValue[1];
      PreLow =Low[1];
      AvgVol5 =Average(Vol,5);
      Lowest33Value= Lowest(Low,33);
      VarTmp1=((2*CLOSE+HIGH+LOW)/4 - Lowest33Value )/(Highest(High,33) - Lowest33Value) *100;
      ZL =XAverage(VarTmp1,17);
      VarTmp2 =0.667*ZL[1] + 0.333*ZL;
      SH =XAverage(VarTmp2,2);
      CloseTmp1 =Max(Close - Close[1], 0);
      CloseTmp2 =Abs(Close - Close[1]);
      RSIValue =WAverage(CloseTmp1,6)/WAverage(CloseTmp2,6) *100;
      //以上为KD部分只要如何换书写方式就可了，higest==hhv  lowest==llv xAverager=ma
      // Buy什么时做买入动作，条件

If((CrossOver(Close,Value1 ) && (KValue > DValue) &&(ZL>SH)) Or
(CrossOver(Value1,Value2) && (ZL>SH) && (Vol> 1.25 * AvgVol5) && (KValue > DValue)) Or
(CrossOver(KValue,DValue) && (Close > Value1) &&(ZL>SH)) Or
(CrossOver(RSIValue,70)))//条件
      {
            Buy(Lots,Close[1]);
      }
//SellShort 什么作卖出动作
If((CrossOver(PreLow,Close) && (KValue > DValue ) && (SH>ZL)) Or
(CrossOver(DValue,KValue) && (Close < Value1) &&(Value1 < Value2)) Or
(CrossOver(PreKValue,KValue)&& (SH>ZL)))//条件
      {
            SellShort(Lots,Close[1]);
      }
  // Sell 什么做多平动作
      If(CrossOver(DValue,KValue)|| Close[1] < Value1 * 1.001)//条件
      {
Sell(Lots,Close[1]);
      }
      //BuyToCover什么进个做空平动作
      If(CrossOver(KValue,DValue)|| Close[1] > Value1 * 1.001)//条件
      {
            BuyToCover(Lots,Close[1]);
      }
}
End

评测:回测就大把问题,感觉没啥存在的必要.

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无心

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2^#

发表于 2013-2-16 08:57:23 |只看该作者

本帖最后由无心于 2013-2-16 09:03 编辑

随便改了改，策略没有什么价值
Params
      Numeric Length1(16);
      Numeric Length2(35);
      Numeric Length3(9);
      Numeric Lots(1);
Vars
      NumericSeries Value1;
      NumericSeries Value2;
      NumericSeries LowestValue;
      NumericSeries Value5;
      NumericSeries RSV;
      NumericSeries KValue;
      NumericSeries DValue;
      NumericSeries AvgVol5;
      NumericSeries CloseTmp1;
      NumericSeries CloseTmp2;
      NumericSeries RSIValue;
      NumericSeries PreLow;
      NumericSeries PreKValue;
      NumericSeries Lowest33Value;
      NumericSeries VarTmp1;
      NumericSeries VarTmp2;
      NumericSeries ZL;
      NumericSeries SH;
Begin
      Value1 =XAverage(Close,Length1);
      Value2 =XAverage(Close,Length2);
      //取两条均线的值
      LowestValue = Lowest(Low,Length3);
      //取最低值
      Value5= (CLOSE-LowestValue)/(Highest(High,Length3)-LowestValue)*100;
      RSV =XAverage(Value5,3);
      KValue = XAverage(RSV,3);
      DValue =Average(KValue,3);
      PreKValue =KValue[1];
      PreLow =Low[1];
      AvgVol5 =Average(Vol,5);
      Lowest33Value= Lowest(Low,33);
      VarTmp1=((2*CLOSE+HIGH+LOW)/4 - Lowest33Value )/(Highest(High,33) - Lowest33Value) *100;
      ZL =XAverage(VarTmp1,17);
      VarTmp2 =0.667*ZL[1] + 0.333*ZL;
      SH =XAverage(VarTmp2,2);
      CloseTmp1 =Max(Close - Close[1], 0);
      CloseTmp2 =Abs(Close - Close[1]);
      RSIValue =WAverage(CloseTmp1,6)/WAverage(CloseTmp2,6) *100;
      //以上为KD部分只要如何换书写方式就可了，，higest ==hhv lowest==llv xAverager=ma
      // Buy什么时做买入动作，条件


      If((Close[1]>Value1[1] and Close[2]<Value1[2]  && KValue[1] > DValue[1] && ZL[1]>SH[1]) or
         (Value1[1]>Value2[1] and Value1[2]<Value2[2]  && ZL[1]>SH[1] && Vol[1]> 1.25 * AvgVol5[1] && KValue[1] > DValue[1]) Or
         (KValue[1]>DValue[1] and KValue[2]<DValue[2] && Close[1] > Value1[1] && ZL[1]>SH[1]) Or
         (RSIValue[1]>70 and RSIValue[2]<70))//条件
      {
            Buy(Lots,open+MinMove*PriceScale);
      }

      //SellShort 什么作卖出动作
      If((PreLow[1]>Close[1] and PreLow[2]<Close[2] && KValue[1] > DValue[1]  && SH>ZL) Or
         (DValue[1]>KValue[1] and DValue[2]<KValue[2] && Close[1] < Value1[1] && Value1[1] < Value2[1]) Or
         (PreKValue[1]>KValue[1] and PreKValue[2]<KValue[2] && SH[1]>ZL[1]))//条件
      {
            SellShort(Lots,open-MinMove*PriceScale);
      }

      // Sell 什么做多平仓动作
      If((DValue[1]>KValue[1] and DValue[2]<KValue[2]) or Close[1] < Value1 [1]* 1.001)//条件
      {
            Sell(Lots,open-MinMove*PriceScale);;
      }

      //BuyToCover什么做空平仓动作
      If((KValue[1]>DValue[1] and KValue[2]<DValue[2]) or Close[1] > Value1[1] * 1.001)//条件
      {
            BuyToCover(Lots,open+MinMove*PriceScale);
      }
End

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