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交流探讨一个TB屠龙刀股指7分钟趋势交易策略（共享源码） [复制链接]

nh_03600023

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电梯直达

1^#

发表于 2014-3-31 11:10:09 |只看该作者 |倒序浏览

本帖最后由 nh_03600023 于 2014-3-31 11:12 编辑

为提高大家策略编程水平，交流探讨一个TB屠龙刀股指7分钟趋势交易策略（共享源码）现在加群有惊喜哦

第一期截止时间2014.12.30
QQ群号：166589485

为了大家可以放心交流，我们提前在群共享中上传了一个股指模型2%%手续费，大家加群都可以得到这个模型源码。

1、交换方式方法：凡是模型经过小群全体人员检验后，同意其通过人数达到一半以上则算入围，通过交换活动的人可以得到所有人的模型；
2、交换人数：暂定人数不限，每个人可以拿到所有参加者的模型；
3、模型得到方法：经过合规检验后，参加者在检查合规当天得到模型源码包（含所有人参加人的模型），同时入交换活动群，模型份数同群成员人数数量，

进来的策略先无源给大群管理员，交小群全体成员评审，初审通过后交源码，无未来无错误即可成功加小群，拿到全部源码。注：（商品策略通过可取得所有交换群中股指策略）

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nh_03600023

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2^#

发表于 2014-4-3 12:58:26 |只看该作者

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xiaowumm

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3^#

发表于 2014-4-3 13:04:42 |只看该作者

垃圾模型也需要探讨？
Params
Numeric Lots(0.00);
Numeric splitrate(0.00);
Numeric TradeBegin(9.20);
Numeric LastTrade(14.56);
Numeric TradeClose(15.10);
Numeric DalayTicks(0.00);
Vars
NumericSeries a0;
NumericSeries a1;
NumericSeries a2;
NumericSeries a3;
NumericSeries a4;
NumericSeries a5;
NumericSeries a6;
NumericSeries a7;
NumericSeries a8;
NumericSeries a9;
NumericSeries a10;
NumericSeries a11;
NumericSeries a12;
NumericSeries a13;
NumericSeries a14;
NumericSeries a15;
NumericSeries a16;
NumericSeries a17;
NumericSeries a18;
NumericSeries a19;
NumericSeries a20;
NumericSeries a21;
NumericSeries a22;
NumericSeries a23;
NumericSeries a24;
NumericSeries a25;
NumericSeries a26;
NumericSeries a27;
String s0("a");
String s1("b");
String s2("c");
String s3("d");
String s4("e");
String s5("f");
String s6("g");
String s7("h");
String s8("i");
String s9("j");
String s10("k");
String s11("l");
String s12("m");
String s13("n");
String s14("o");
String s15("p");
String s16("q");
String s17("r");
String s18("s");
String s19("t");
String s20("u");
String s21("v");
String s22("w");
String s23("x");
String s24("y");
String s25("z");
String s26("0");
String s27("1");
String s28("2");
String s29("3");
String s30("4");
String s31("5");
String s32("6");
String s33("7");
String s34("8");
String s35("9");
String s36("10");
String s37("11");
String s38("12");
String s39("13");
String s40("14");
String s41("15");
String s42("16");
String s43("17");
String s44("18");
String s45("19");
String s46("20");
String s47("21");
String s48("22");
String s49("23");
String s50("24");
String s51("25");
String s52("26");
String s53("27");
String s54("28");
String s55("29");
String s56("30");
String s57("31");
String s58("_");
Bool Bo_101;
Numeric xx_1010;
Numeric xx_1020;
Bool Bo_102;
Bool Bo_103;
Bool Bo_104;
Numeric xx_1040;
Numeric xx_1070;
Numeric xx_1030;

Begin
if (((Time == 0.0915) or (Time == 0.0916)))
{
   SetGlobalVar(20,0);
}
if ((CurrentDate >= 20130811) and (GetGlobalVar(20) <> 1) and (H > 0) and (Time >= 0.1455))
{
   PlotString("DQ","",(H * 1.008),Yellow,15);
   SetGlobalVar(20,1);
}

Bo_101=(BarsSinceToday() == 0);
if (Bo_101)
{
a26=0;
}

a9=AverageFC(Close[1],6);
a10=AverageFC(Close[1],23);
a11=AverageFC(Close[1],6);
a12=AverageFC(Close[1],25);
a3=AverageFC(Close[1],17);
a4=StandardDev(Close[1],17,2);
a1=((a4 * 1.88) + a3);
a2=(a3 - (a4 * 1.88));
a18=Summation(Max(Max((High - Low),Abs((High - Close[1]))),Abs((Low - Close[1]))),23);
a19=(High - High[1]);
a20=(Low[1] - Low);
a21=Summation(IIF((a19 > 0) and (a19 > a20),a19,0),23);
a22=Summation(IIF((a20 > 0) and (a20 > a19),a20,0),23);
a23=((a21 * 100) / a18);
a24=((a22 * 100) / a18);
a25=Average(((Abs((a24 - a23)) / (a24 + a23)) * 100),12);
if ((0 == 1))
{
   PlotNumeric("1",a9);
   PlotNumeric("2",a10);
   PlotNumeric("3",a11);
   PlotNumeric("4",a12);
   PlotNumeric("5",a1);
   PlotNumeric("6",a2);
}
Bo_102=CrossOver(a9,a10);
Bo_101=CrossUnder(a9,a10);
Bo_103=CrossOver(a11,a12);
Bo_104=CrossUnder(a11,a12);
xx_1040=GetGlobalVar(0);
xx_1070=GetGlobalVar(1);
if ((BarStatus == 2) and (xx_1040 <> Time))
{
   xx_1040=Time;
   xx_1070=0;
}
if ((Time == (TradeClose / 100)) and (MarketPosition <> 0))
{
   if ((MarketPosition == -1))
   {
BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   }
   if ((MarketPosition == 1))
   {
Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
   }
}
else
{
if ((Time >= (TradeBegin / 100)))
{
if ((MarketPosition == 0) and (a4 >= 1.9) and (Time <= (LastTrade / 100)) and (a26 < 6))
{
if ((High[1] > a1) and (Open > (a1 - 3.8)) and (Open <= High[1]))
{
SellShort(Lots,(Open - (PriceScale * (MinMove * splitrate))));
}
   else
   {
if ((Low[1] < a2) and (Open < (a2 + 3)) and (a25[1] < 42))
{
Buy(Lots,((PriceScale * (MinMove * splitrate)) + Open));
}
   }
}
else
{
if ((MarketPosition == 1) and (BarsSinceLastEntry >= 1))
{
a13=(Open - EntryPrice);
if (Bo_104 or (Close[1] < (AvgEntryPrice - 13.8)))
{
if ((Close[1] < (AvgEntryPrice - 13.8)))
{
Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
Commentary("平多=" + Text(1));
}
a26=(a26 + 1);
if ((xx_1070 == 0))
{
xx_1070=1;
}
else
{
if ((xx_1070 < DalayTicks))
{
xx_1070=(xx_1070 + 1);
}
else
{
if ((Time <= (LastTrade / 100)) and (a26 < 6) and ((a2[1] - a2) <= 5))
{
SellShort(Lots,(Open - (PriceScale * (MinMove * splitrate))));
}
if ((0 == 5))
{
Commentary("开空=" + Text(2));
}
}
}
}
   else
   {
if ((a13 >= 0))
{
Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
Commentary("平多=" + Text(2));
}
a26=0;
}
else
{
if ((a13 < 0))
{
Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
Commentary("平多=" + Text(3));
}
a26=(a26 + 1);
if ((xx_1070 == 0))
{
xx_1070=1;
}
else
{
if ((xx_1070 < DalayTicks))
{
xx_1070=(xx_1070 + 1);
}
else
{
if ((Time <= (LastTrade / 100)) and (a26 < 6) and ((a2[1] - a2) <= 5))
{
SellShort(Lots,(Open - (PriceScale * (MinMove * splitrate))));
}
if ((0 == 5))
{
Commentary("开空=" + Text(3));
}
}
}
   }
   }
   }
}

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xiaowumm

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4^#

发表于 2014-4-3 13:08:25 |只看该作者

else
{
   if (Bo_101 and (Close[1] > AvgEntryPrice))
   {
   Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
   if ((0 == 5))
   {
   Commentary("平多=" + Text(4));
   }
   a26=0;

   }
}
   }
   else
   { if ((MarketPosition == -1) and (BarsSinceLastEntry > 1))
{

   a13=(EntryPrice - Open);
   if ((Close[1] > (AvgEntryPrice + 13.8)) or Bo_103)

{
   if ((Close[1] > (AvgEntryPrice + 13.8)))
   {
   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
Commentary("平空=" + Text(1));
   }
   a26=(a26 + 1);
   if ((xx_1070 == 0))
   {
xx_1070=1;
   }
   else
   {       if ((xx_1070 < DalayTicks))
{
   xx_1070=(xx_1070 + 1);
}
else
{       if ((Time <= (LastTrade / 100)) and (a26 < 6) and ((a1 - a1[1]  ) <= 5.6))
   {
   Buy(Lots,((PriceScale * (MinMove * splitrate)) + Open));
   }
   if ((0 == 5))
   {
   Commentary("开多=" + Text(2));
   }
}
   }
   }
   else
   {    if ((a13 >= 1.4))
   {
BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
if ((0 == 5))
{
   Commentary("平空=" + Text(2));
}
a26=0;

   }
   else
   {       if ((a13 < 1.4))
{
   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(3));
   }
   a26=(a26 + 1);

   if ((xx_1070 == 0))
   {
   xx_1070=1;
   }
   else
   {       if ((xx_1070 < DalayTicks))
   {
   xx_1070=(xx_1070 + 1);
   }
   else
   {          if ((Time <= (LastTrade / 100)) and (a26 < 6) and ((a1 - a1[1]  ) <= 5.6))
   {
Buy(Lots,((PriceScale * (MinMove * splitrate)) + Open));
   }
   if ((0 == 5))
   {
Commentary("开多=" + Text(3));
   }
   }
   }
}
   }
   }
   }

   else
   {
   if (Bo_102 and (Close[1] < AvgEntryPrice))
   {
   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
Commentary("平空=" + Text(4));
   }
   a26=0;
   }
   }
}
   }
   }
   if ((MarketPosition == 1) and (BarsSinceEntry == 0))
   {
a14=High;

   }
   if ((MarketPosition == 1) and (BarsSinceEntry >= 1))
   {
a14=Max(a14,High);

   }
   if ((MarketPosition == -1) and (BarsSinceEntry == 0))
   {
a15=Low;

   }
   if ((MarketPosition == -1) and (BarsSinceEntry >= 1))
   {
a15=Min(a15,Low);

   }

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xiaowumm

期市新手

Rank: 1

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UID: 174396
积分: 31
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注册时间: 2013-10-24
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5^#

发表于 2014-4-3 13:08:48 |只看该作者

if ((BarsSinceEntry >= 1) and (MarketPosition == 1))
   {
   a13=(a14[1] - EntryPrice);

   if ((BarsSinceEntry >= 5) and ((Close[5] - Open[5]) < 0) and ((Close[4] - Open[4]) < 0) and ((Close[3] - Open[3]) < 0) and (a13 >= 12))
   {
Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
   Commentary("平多=" + Text(21));
}
a26=0;
   }
   if((BarsSinceEntry >= 2) and (((High[2] - Max(Close[2],Open[2])) / Abs((Close[2] - Open[2]))) > 27) and (Abs((Close[2] - Open[2])) > 0) and (a13 >= 12))
   {
Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
   Commentary("平多=" + Text(22));
}
a26=0;
   }
   if ((BarsSinceEntry > 3) and (a13 < 2) and (Close[1] < EntryPrice))
   {
Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
   Commentary("平多=" + Text(23));
   Commentary("myopenprofit23=" + Text(a13));
}
a26=(a26 + 1);

if ((xx_1070 == 0))
{
   xx_1070=1;
}
else
{    if ((xx_1070 < DalayTicks))
   {
   xx_1070=(xx_1070 + 1);
   }
   else
   {    if ((Time <= (LastTrade / 100)) and (a26 < 6) and ((a2[1] - a2) <= 5))
   {
   SellShort(Lots,(Open - (PriceScale * (MinMove * splitrate))));
   }
   if ((0 == 5))
   {
   Commentary("开空=" + Text(231));
   }
   }
}
   }
   if ((BarsSinceEntry >= 2) and (((High[1] - Low[4]) * 0.25) > 21.6))
   {
Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
   Commentary("平多=" + Text(24));
}

a26=0;
   }
   if((BarsSinceEntry >= 2) and (a13 > 28) and ((Close[2] - Open[2]) > 3.4) and (Open[1] >= Close[2]) and ((Min(Close[2],Open[2]) - Close[1]) > 2.8))
   {

Sell(Abs(CurrentContracts),(Open - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
   Commentary("平多=" + Text(25));
}

a26=0;
   }
   if ((BarsSinceEntry > 4) and (a13 >= 29) and (Low <= (EntryPrice + 19)))
   {
   Sell(Abs(CurrentContracts),((EntryPrice + 19) - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
   Commentary("平多=" + Text(252));
}

   }
   }
   else
   { if ((BarsSinceEntry >= 1) and (MarketPosition == -1))
   {

   a13=(EntryPrice - a15[1]  );

if ((BarsSinceEntry >= 3) and ((Close[5] - Open[5]) > 0) and ((Close[4] - Open[4]) > 0) and ((Close[3] - Open[3]) > 0) and (a13 >= 26))
{

   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(31));
   }

   a26=0;
}
if((((Min(Close[1],Open[1]) - Low[1]) / Abs((Close[1] - Open[1]))) > 25) and (((Min(Close[1],Open[1]) - Low[1]) / (High[1] - Max(Close[1],Open[1]))) > 2.1) and (Abs((Close[1] - Open[1])) > 0) and (a13 >= 26))
{

   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(32));
   }

   a26=0;
}
if ((BarsSinceEntry >= 5) and (a13 < 0) and ((Close[1] - EntryPrice) > 0))
{

   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(33));
   Commentary("myopenprofit33=" + Text(a13));
   }
   a26=(a26 + 1);

   if ((xx_1070 == 0))
   {
   xx_1070=1;
   }
   else
   {    if ((xx_1070 < DalayTicks))
   {
   xx_1070=(xx_1070 + 1);
   }
   else
   {    if ((Time <= (LastTrade / 100)) and (a26 < 6) and ((a1 - a1[1]  ) <= 5.6))
   {

Buy(Lots,((PriceScale * (MinMove * splitrate)) + Open));
   }
   if ((0 == 5))
   {
Commentary("开多=" + Text(331));
   }
   }
   }
}
if ((BarsSinceEntry > 6) and ((Open[1] + 2.4) < Close[1]) and (((High[4] - Low[2]) / 3) > 15))
{

   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(34));
   }

   a26=0;
}
if ((BarsSinceEntry > 5) and ((High - EntryPrice) > 18) and (a13 >= 9))
{

   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + (EntryPrice + 19)));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(35));
   }
   a26=(a26 + 1);

}
if ((BarsSinceEntry > 5) and (a13 >= 30) and (High >= (EntryPrice - 16)))
{

   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + (EntryPrice - 16)));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(352));
   }

   a26=0;
}
if ((BarsSinceEntry > 7) and (Close[1] >= EntryPrice) and (a13 >= 23))
{

   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(36));
   }
   a26=(a26 + 1);

}
if ((BarsSinceEntry >= 3) and ((Close[5] - Open[5]) > 2) and ((Close[4] - Open[4]) > 1.4) and ((Close[3] - Open[3]) > 7) and ((Close[1] - EntryPrice) > 3) and (a13 > 2))
{

   BuyToCover(Abs(CurrentContracts),((PriceScale * (MinMove * splitrate)) + Open));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(37));
   }
a26=0;
}
   }
   }

   }
}

xx_1010=AvgEntryPrice;
if ((BarsSinceEntry >= 1) and (MarketPosition > 0) and (Low < (AvgEntryPrice - 19)) and ((PositionProfit+(Lots * 5700)) < 0) and (Time >= (TradeBegin / 100)) and (Time <= (LastTrade / 100)))
{
   xx_1030=(xx_1010 - 19);
   Sell(Abs(CurrentContracts),(Min(Open,xx_1030) - (PriceScale * (MinMove * splitrate))));
   if ((0 == 5))
   {
   Commentary("平多=" + Text(51));
   }
   a26=(a26 + 1);

   a0=(a0 + 1);

   if ((xx_1070 == 0))
   {
   xx_1070=1;
   }
   else
   {  if ((xx_1070 < DalayTicks))
   {
   xx_1070=(xx_1070 + 1);
   }
   else
   { if ((a26 < 6) and ((a2[1] - a2) <= 5))
   {
SellShort(Lots,(Min(Open,xx_1030) - (PriceScale * (MinMove * splitrate))));
if ((0 == 5))
{
   Commentary("开空=" + Text(52));
}
   }
   }
   }
}
else
{ if ((BarsSinceEntry >= 1) and (MarketPosition < 0) and (High > (AvgEntryPrice + 19)) and ((PositionProfit+(Lots * 5700)) < 0) and (Time >= (TradeBegin / 100)) and (Time <= (LastTrade / 100)))
   {
   xx_1030=(xx_1010 + 19);
   BuyToCover(Abs(CurrentContracts),(Max(Open,xx_1030) + (PriceScale * (MinMove * splitrate))));
   if ((0 == 5))
   {
   Commentary("平空=" + Text(53));
   }
   a26=(a26 + 1);
   a0=(a0 + 1);
   if ((xx_1070 == 0))
   {
   xx_1070=1;
   }
   else
   { if ((xx_1070 < DalayTicks))
   {
xx_1070=(xx_1070 + 1);
   }
   else
   { if ((a26 < 6) and ((a1 - a1[1]  ) <= 5.6))
{
   Buy(Lots,(Max(Open,xx_1030) + (PriceScale * (MinMove * splitrate))));
}
if ((0 == 5))
{
   Commentary("开多=" + Text(54));
}
   }
   }
   }
}
if ((0 == 5))
{
   Commentary("FailSafecnt=" + Text(a0));
   Commentary("浮盈=" + Text(ContractProfit));
   Commentary("PositionProfit=" + Text(PositionProfit));
   if (Bo_103)
   {
   Commentary("金叉a3a4");
   }
   if (Bo_102)
   {
   Commentary("金叉a1a2");
   }
   if (Bo_104)
   {
   Commentary("死叉a3a4");
   }
   if (Bo_101)
   {
   Commentary("死叉a1a2");
   }
   Commentary("Portfolio_TotalProfit=" + Text(Portfolio_TotalProfit));
   Commentary("Portfolio_NetProfit=" + Text(Portfolio_NetProfit));
}
SetGlobalVar(0,xx_1040);
SetGlobalVar(1,xx_1070);

End

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