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标题: [金字塔源码] 创丰1号策略（代码公开）[金字塔模型] [打印本页]
作者: 龙听    时间: 2019-8-19 11:08     标题: 创丰1号策略（代码公开）[金字塔模型]

  1. abb:=not(islastbar) or (islastbar and tholding2=0);
  2. ma1:ma(c,5);
  3. ma2:ma(c,10);
  4. ma3:ma(c,20);
  5. ma4:ma(c,60);

  7. 创丰1号-A:VALUEWHEN(TIME=0916,O),COLORMAGENTA;

  9. DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);
  10. DEA  := EMA(DIFF,9);
  11. MACD1 := 2*(DIFF-DEA), COLORSTICK;

  13. VARIABLE: aspect=0;
  14. VARIABLE: stopprice=0;
  15. VARIABLE: stopnum = 1.6;

  17. RUNMODE:0;   

  19. if barpos = 0 then
  20.   stopprice := l - stopnum;

  22. if aspect = 0 then
  23. begin

  25. if l <= stopprice then
  26. begin

  28.   aspect:= 1;
  29.   stopprice := h+stopnum;
  30. end


  33. if l - stopnum > stopprice then
  34.   stopprice := l-stopnum;
  35. end

  37. if aspect = 1 then
  38. begin

  40. if h >= stopprice then
  41. begin

  43.   aspect:= 0;
  44.   stopprice := l-stopnum;
  45. end


  48. if h + stopnum < stopprice then
  49.   stopprice := h+stopnum;
  50. end


  53. RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
  54. K:=SMA(RSV,3,1);
  55. D:=SMA(K,3,1);
  56. J:=3*K-2*D;

  58. 手数:=1;
  59. a1:=k>ref(k,1) and c-ENTERPRICE>=9 ;
  60. a2:=k<ref(k,1) and c-ENTERPRICE<=-9 ;


  63. EMA13:=EMA(C,10),COLORWHITE;
  64. EMA21:=EMA(C,21),COLORYELLOW;
  65. EMA34:=EMA(C,34),COLORFF00FF;
  66. EMA60:=MA(C,55),COLORFFCC66;
  67. X1:=(C+L+H)/3;
  68. X2:=EMA(X1,5);
  69. X3:=EMA(X2,4);

  71. STICKLINE(C>stopprice,LOW,HIGH,0.1,1),COLORRED;
  72. STICKLINE(C>stopprice,CLOSE,OPEN,3,1),COLORRED;
  73. STICKLINE(C<stopprice,LOW,HIGH,0.1,1),COLORFFFF52;
  74. STICKLINE(C<stopprice,CLOSE,OPEN,3,0),COLORFFFF52;



  78. BUY1:=(K>REF(K,1)&&D<REF(D,1)&&J>REF(J,1))&&C>stopprice&&time>0915&&time<=1510 and macd1>ref(macd1,1) and  holding<=0 ;
  79. SELL1:=(J<REF(J,1)&&K<REF(K,1)&&D>REF(D,1))&&C<stopprice&&time>0915&&time<=1510 and  macd1<ref(macd1,1) and holding>=0 ;

  81. VARIABLE:DUOKONG=0;
  82. TSFS:=0;
  83. ORDVOL:=1;     {开仓手数}
  84. ZSDS:=8;     

  86. VARIABLE:YDZY=1;  
  87. VARIABLE:HIGHPRICE=0,LOWPRICE=0;
  88. VARIABLE:DHCDS=5,KHCDS=5;
  89. VARIABLE:DYLDS=1,KYLDS=1;  
  90. VARIABLE:Z3B1:=1;  
  91. DUOKONG:=1;

  93. IF HOLDING<0 THEN BEGIN
  94. IF BUY1 THEN BEGIN   
  95.   空平:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  96. END


  99. IF  a1 THEN BEGIN
  100.   空损:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  101.    多1开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
  102. END


  105. IF YDZY=1 THEN BEGIN

  107.   IF L<LOWPRICE THEN BEGIN
  108.    LOWPRICE:=L;
  109.   END
  110.   

  112.   IF ENTERPRICE-LOWPRICE>=KYLDS and c-ENTERPRICE<=-0.2 THEN BEGIN
  113.    IF L-LOWPRICE>=KHCDS THEN BEGIN  
  114.     空赢:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  115.    END
  116.   END
  117. END


  120. IF Z3B1=1 THEN BEGIN
  121.   IF ENTERPRICE-LOWPRICE>=3 THEN BEGIN
  122.    IF ENTERPRICE-L<=1.2 THEN BEGIN

  124.    END
  125.   END
  126. END
  127. END

  129. IF HOLDING=0 THEN BEGIN
  130. IF DUOKONG=1 OR DUOKONG=2 THEN BEGIN
  131.   IF BUY1  and abb  THEN BEGIN
  132.    多开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
  133.    HIGHPRICE:=ENTERPRICE;
  134.   END
  135. END
  136. END

  138. IF HOLDING>0 THEN BEGIN
  139. IF SELL1 THEN BEGIN  
  140.   多平:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;;
  141. END


  144. IF a2 THEN BEGIN
  145.   多损:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  146.      空1开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
  147. END

  149. IF YDZY=1 THEN BEGIN

  151.   IF H>HIGHPRICE THEN BEGIN
  152.    HIGHPRICE:=H;
  153.   END


  156.   IF HIGHPRICE-ENTERPRICE>=DYLDS and c-ENTERPRICE>=0.2 THEN BEGIN
  157.    IF HIGHPRICE-H>=DHCDS THEN BEGIN  
  158.     多赢:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  159.    END
  160.   END
  161. END

  163. IF Z3B1=1 THEN BEGIN
  164.   IF HIGHPRICE-ENTERPRICE>=3 THEN BEGIN
  165.    IF H-ENTERPRICE<=1.2 THEN BEGIN

  167.    END
  168.   END
  169. END
  170. END// www.cxh99.com

  172. IF HOLDING=0 THEN BEGIN
  173. IF DUOKONG=1 OR DUOKONG=3 THEN BEGIN
  174.   IF SELL1  and abb  THEN BEGIN
  175.    空开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
  176.    LOWPRICE:=ENTERPRICE;
  177.   END
  178. END
  179. END // www.cxh99.com


  182.   IF time>=1513 THEN BEGIN
  183.   收盘平空:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  184.   END // www.cxh99.com QQ511411198

  186.   IF time>=1513 THEN BEGIN
  187.   收盘平多:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  188.   END
复制代码
作者: 卓越    时间: 2019-10-23 15:50





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