查看: 8957|回复: 3

一个简单日内30分钟高低点突破系统bt源码 [复制链接]

sflyhm2012

期市新手

Rank: 1

精华: 0
UID: 178900
积分: 3
帖子: 1
主题: 1
阅读权限: 10
注册时间: 2014-1-7
最后登录: 1970-1-1

电梯直达

1^#

发表于 2014-1-25 13:38:43 |只看该作者 |倒序浏览

//------------------------------------------------------------------------
// 简称: a_1fenrn4
// 名称: a_1fenrn4
// 类别: 公式应用
// 类型: 用户应用
// 输出:
//------------------------------------------------------------------------

Params

   // Numeric nYestCloseInput(2210);
Vars

   String  FileName("d:\\log\\log.txt");

   Numeric Offset(3);
   Numeric OffsetMargin(0);

   Bool bUp(false);
   Bool bDown(false);


   Numeric lots(1);
   Numeric length(10);

   NumericSeries MyPrice;
   NumericSeries myExitPrice;
   Bool SendOrderThisBar(False);
   Bool bStart(False);

   Numeric i(0);
   Numeric nHighPrice(0);//全局变量的1
   Numeric nLowPrice(0);//全局变量的0


   Numeric    nDuoZhiS(0);//全局变量的5
   Numeric    nKongZhiS(0);//全局变量的6

   Numeric    nYestClose(0);//全局变量的7

   BoolSeries bDuoStoped(false);
   BoolSeries bKongStoped(false);

Begin
   /*
   FileAppend(FileName,"Bartime="+DateTimeToString(Date+Time)
   +"  currentTime=  "+TimeToString(currentTime)
   +"  MarketPosition="+Text(MarketPosition)
        +"  CurrentDate="+DateTimeToString(CurrentDate)
            );

*/

OffsetMargin=Offset*MinMove*PriceScale;

//1
//If(Time==0.090000) //商品
If(Time==0.091500) //股指
{

   //每天初始化开仓条件
   bDuoStoped=false;
   bKongStoped=false;

}



//2、当走完length,即10个周期k线时才判断高低点
//If(Time==0.091000) 商品
If(Time==0.094500)
{
      nHighPrice=High[1];
for i=1  To 30
{
If(High[i] > nHighPrice)
   nHighPrice = High[i];
}

SetGlobalVar(1,nHighPrice);

nLowPrice=low[1];
for i=1  To 30
{
If(low[i] < nLowPrice)
   nLowPrice = low[i];

}
SetGlobalVar(0,nLowPrice);

}

//3、当超过length,即30个周期k线时才启动实际的程序运行
If(Time>=0.094500)
{
   bStart=True;

   nHighPrice=getGlobalVar(1);
   nLowPrice=getGlobalVar(0);
   FileAppend(FileName,"10日最高价="+Text( nHighPrice)
   +"  10日最低价="+Text(nLowPrice)

            );

   Commentary("10日最高价="+Text(nHighPrice));
   Commentary("10日最低价="+Text(nLowPrice));

}

       FileAppend(FileName,"昨天收盘价="+Text(CloseD(1))
            );

   //4、开仓操作
   If(!bDuoStoped and MarketPosition<>1 and High>nHighPrice and OpenInt>OpenInt[1] and Time>=0.0945 and bStart)//从11:21开始启动自动交易
   {
MyPrice = Max(Open,nHighPrice)+OffsetMargin;
Buy(Lots,MyPrice);
SendOrderThisBar = true;

FileAppend(FileName,"<<<<<<<<买入开仓Buy entry"+TimeToString(Time)
+"多单价格："+Text(MyPrice)
+" 目前持仓量："+Text(OpenInt)
+" 前一个持仓量："+Text(OpenInt[1])

);
//设置止损条件
SetGlobalVar(5,0);
   }

   If(!bKongStoped and MarketPosition<>-1 and low<nLowPrice and OpenInt>OpenInt[1]  and Time>=0.0945 and bStart)
   {


MyPrice = Min(Open,nLowPrice)-OffsetMargin;
SellShort(Lots,MyPrice);
SendOrderThisBar = true;

FileAppend(FileName," >>>>>>>卖出开仓Sell entry"+TimeToString(Time)
+"空单单价格："+Text(MyPrice)
+" 目前持仓量："+Text(OpenInt)
+" 前一个持仓量："+Text(OpenInt[1])
);

//设置止损条件
SetGlobalVar(6,0);
   }

   //5、正常平仓操作

   If(MarketPosition == 1) // 有多仓的情况
   {

   If(High<High[1] and Low<Low[1])//创新低
   {
      nDuoZhiS=getGlobalVar(5);
      SetGlobalVar(5,nDuoZhiS+1); //多单止损

   FileAppend(FileName,"<<<<<<<<多仓止损条件判断"+TimeToString(Time)
            +"nDuoZhiS："+Text(nDuoZhiS)
   +" 更新后是getGlobalVar(5)："+Text(getGlobalVar(5))
);
   }


      //If(Low < nTodayAP)
   If(getGlobalVar(5)==3)
      {
         //myExitPrice = max(Low,Low[1] - OffsetMargin);
myExitPrice = Low;
myExitPrice = IIF(myExitPrice > Open, Open,myExitPrice); // 大跳空的时候用开盘价代替
         Sell(0,myExitPrice); // 数量用0的情况下将全部平仓
bDuoStoped=True;

FileAppend(FileName,"<<<<<<<<多仓卖出平仓"+TimeToString(Time)
+"多单价格："+Text(myExitPrice)
+"  getGlobalVar(5)："+Text(getGlobalVar(5))

);
      }
   }Else If(MarketPosition ==-1) // 有空仓的情况
{

      //低点转折

If(High>High[1] and Low>Low[1])//创新低
   {
   nKongZhiS=getGlobalVar(6);
   SetGlobalVar(6,nKongZhiS+1); //多单止损

   FileAppend(FileName,"<<<<<<<<空仓止损条件判断"+TimeToString(Time)
   +"nDuoZhiS："+Text(nKongZhiS)
   +" 更新后是getGlobalVar(6)："+Text(getGlobalVar(6))
);
   }


      //If(High > nTodayAP)
If(getGlobalVar(6)==3)
         {
//myExitPrice = Min(High,nTodayAP + nTodayAP);
      myExitPrice = High;
myExitPrice = IIF(myExitPrice < Open, Open,myExitPrice); // 大跳空的时候用开盘价代替
BuyToCover(0,myExitPrice); // 数量用0的情况下将全部平仓

bKongStoped=True;

FileAppend(FileName,"<<<<<<<<空仓买入平仓"+TimeToString(Time)
+" 价格："+Text(myExitPrice)
+"  getGlobalVar(6)："+Text(getGlobalVar(6))

);
         }

      }

   //6、尾盘多空全部平仓
   If((Date[-1]!=InvalidInteger and Date!=Date[-1]) Or (Date[-1]==InvalidInteger and Date<CurrentDate))
   {

Sell(0,Close-Offset*MinMove*PriceScale);
BuyToCover(0,Close+Offset*MinMove*PriceScale);
FileAppend(FileName,"******************历史尾盘平仓");
   }
   //Else If(Date==CurrentDate and Time==0.1455 and CurrentTime>=0.1459)//5分钟周期
   Else If(Date==CurrentDate and Time==0.1514 and CurrentTime>=0.151430)//1分钟周期
   {
FileAppend(FileName,"******************今天尾盘平仓");
Sell(0,Close-Offset*MinMove*PriceScale);
BuyToCover(0,Close+Offset*MinMove*PriceScale);
}




End

收藏4