标题: [金字塔源码] Super Scalper 趋势交易策略系统 [打印本页]

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作者: 龙听    时间: 2019-2-28 11:35     标题: Super Scalper 趋势交易策略系统

源码如下：

1. /定义参数
   
2. Input:N(81,1,100,10),P1(14,2,40,4),P2(14,2,40,4),P3(36,10,100,2);
   
3. 
   
4. //中间变量
   
5. Variable:ls=0,Gl=0,Dl=0;
   
6. Num:=2;
   
7. Em:Ema(Close,34);//收盘价34期EMA
   
8. Sm:Sma(Close,8,1);//收盘价8期SMA
   
9. Rsv:=(Close-Llv(Low,N))/(Hhv(High,N)-Llv(Low,N))*100;
   
10. K:Sma(RSV,P1,1),NOAXIS;
    
11. D:Sma(K,P2,1),noaxis;
    
12. Tp:=Valuewhen(Cross(k,d),High);//KD交叉时对应高点
    
13. Gj:=Valuewhen(H>=HHV(High,P3),High);//前一轮行情最高价
    
14. Cond4:=Barslast(H>=HHV(High,P3));//前一轮行情高点到现在的周期数
    
15. Dj:=Llv(Low,Cond4);//前一轮行情最低价
    
16. 
    
17. Cond1:=Sm>Em;
    
18. Cond2:=Cross(K,D);//K、D交叉
    
19. Cond3:=Barslast(COND2)<=4 AND High>Tp;//KD交叉以后四个周期内,价格突破
    
20. BuyCond:Cond1 And K>D And Cond3 ;//开仓条件
    
21. 
    
22. 
    
23. //下单语句
    
24. If BuyCond And Holding=0 Then
    
25.    Begin
    
26.    Buy(1,Num,Market);
    
27.    Gl:=Gj;//开仓时前一轮行情高价
    
28.    Dl:=Dj;//开仓时前一轮最低价
    
29.    ls:=Gl-Dl;//区间幅度
    
30.    End
    
31.    
    
32. //幅度止损部分  
    
33. If Enterprice>=Gl And Close<=Dl+0.618*ls Then Sell(1,Num,Market);
    
34. If Enterprice>=Dl+0.786*ls And Enterprice<=Gl And Close<=Dl+0.5*ls Then Sell(1,Num,Market);
    
35. If Enterprice>=Dl+0.5*ls And Enterprice<=Dl+0.786*ls And Close<=Dl+0.236*ls Then Sell(1,Num,Market);
    
36. If Enterprice>=Dl+0.236*ls And Enterprice<Dl+0.5*ls And Close<=Dl Then Sell(1,Num,Market);
    
37. 
    
38. //幅度止盈部分
    
39. If Close>=Dl+1.272*ls Then Sell(1,Intpart(Num/2),Market);
    
40. If Close>=Dl+1.618*ls Then Sell(1,0,Market);

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