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石头的交易系统

时间：2014-03-11 07:56:44      阅读：358      评论：0      收藏：0      [点我收藏+]

560交易系统【50%仓】——使用改良后的60分钟大趋势数据

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INPUT:TOPVALUE(70,65,95,1),BOTTOMVALUE(30,5,35,1);
RUNMODE:0;
 
IF MOD(MINUTE,60)>0 THEN BEGIN
    SUM_MIN60HI1:=(("dqs.H1##MIN60"*5)+2*C)/7;
    SUM_MIN60HI2:=(("dqs.H2##MIN60"*17)+2*C)/19;
END
H1:IF(MOD(MINUTE,60)=0,"dqs.H1#MIN60",SUM_MIN60HI1);
H2:IF(MOD(MINUTE,60)=0,"dqs.H2#MIN60",SUM_MIN60HI2);
 
VAR5:=LLV(LOW,26);
VAR6:=HHV(HIGH,34);
VAR7:=EMA((CLOSE-VAR5)/(VAR6-VAR5)*4,4)*25;
IF H1>H2 AND "hm.VAR7#MIN5"<BOTTOMVALUE AND HOLDING=0 THEN BEGIN
    BUY(1,50%,THISCLOSE);
    最大多头盈利:0,linethick0;
END
SELL((H1<H2 OR C<LLV(L,20)) AND HOLDING>0,HOLDING,MARKET);
IF H1<H2 AND "hm.VAR7#MIN5">TOPVALUE AND HOLDING=0 THEN BEGIN
    BUYSHORT(1,50%,THISCLOSE);
    最大空头盈利:0,linethick0;
END
SELLSHORT((H1>H2) AND HOLDING<0,HOLDING,MARKET);
 
stickline(holding>0,c,o,5,0),colorred;
stickline(holding<0,c,o,5,0),colorblue; 
 
持仓:holding,linethick0;
资产:asset,noaxis,COLORGRAY;
可用现金:cash(0),linethick0;

 

560交易系统【单手】——使用改良后的60分钟大趋势数据

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INPUT:TOPVALUE(70,65,95,5),BOTTOMVALUE(30,5,35,5);
RUNMODE:0;
 
IF MOD(MINUTE,60)>0 THEN BEGIN
    SUM_MIN60HI1:=(("dqs.H1##MIN60"*5)+2*C)/7;
    SUM_MIN60HI2:=(("dqs.H2##MIN60"*17)+2*C)/19;
END
H1:IF(MOD(MINUTE,60)=0,"dqs.H1#MIN60",SUM_MIN60HI1);
H2:IF(MOD(MINUTE,60)=0,"dqs.H2#MIN60",SUM_MIN60HI2);
 
VAR5:=LLV(LOW,26);
VAR6:=HHV(HIGH,34);
VAR7:=EMA((CLOSE-VAR5)/(VAR6-VAR5)*4,4)*25;
IF H1>H2 AND "hm.VAR7#MIN5"<BOTTOMVALUE AND HOLDING=0 THEN BEGIN
    BUY(1,1,THISCLOSE);
END
SELL((H1<H2 OR C<LLV(L,20)) AND HOLDING>0,HOLDING,MARKET);
IF H1<H2 AND "hm.VAR7#MIN5">TOPVALUE AND HOLDING=0 THEN BEGIN
    BUYSHORT(1,1,THISCLOSE);
END
SELLSHORT((H1>H2) AND HOLDING<0,HOLDING,MARKET);
 
stickline(holding>0,c,o,5,0),colorred;
stickline(holding<0,c,o,5,0),colorblue; 
 
持仓:holding,linethick0;
资产:asset,noaxis,COLORGRAY;
可用现金:cash(0),linethick0;

 

560交易系统【反手型-单手】

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INPUT:TOPVALUE(70,65,95,5),BOTTOMVALUE(30,5,35,5),LOTS(1,1,100,1);
RUNMODE:0;
 
IF MOD(MINUTE,60)>0 THEN BEGIN
    SUM_MIN60HI1:=(("dqs.H1##MIN60"*5)+2*C)/7;
    SUM_MIN60HI2:=(("dqs.H2##MIN60"*17)+2*C)/19;
END
H1:IF(MOD(MINUTE,60)=0,"dqs.H1#MIN60",SUM_MIN60HI1);
H2:IF(MOD(MINUTE,60)=0,"dqs.H2#MIN60",SUM_MIN60HI2);
 
VAR5:=LLV(LOW,26);
VAR6:=HHV(HIGH,34);
VAR7:=EMA((CLOSE-VAR5)/(VAR6-VAR5)*4,4)*25;
 
//空仓
If (HOLDING=0) THEN BEGIN
    BUY(H1>H2 AND "hm.VAR7#MIN5"<BOTTOMVALUE AND HOLDING=0,LOTS,THISCLOSE);
    BUYSHORT(H1<H2 AND "hm.VAR7#MIN5">TOPVALUE AND HOLDING=0,LOTS,THISCLOSE);
END
//多头
If (HOLDING>0) THEN BEGIN
    SELL(H1<H2 AND HOLDING>0,HOLDING,MARKET);
    BUYSHORT(1,LOTS,THISCLOSE);
END
//空头
If (HOLDING<0) THEN BEGIN
    SELLSHORT((H1>H2) AND HOLDING<0,HOLDING,MARKET);
    BUY(1,LOTS,THISCLOSE);
END
 
stickline(holding>0,c,o,5,0),colorred;
stickline(holding<0,c,o,5,0),colorblue; 
持仓:holding,linethick0;
//资产:asset,noaxis,COLORGRAY;
可用现金:cash(0),linethick0;

 

560突破混合系统

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//针对大趋势和Daul Thrust的模式切换
 
input:K1(0.4,0,2,0.05);//多头突破波动比例
input:K2(0.4,0,2,0.05);//空头突破波动比例
input:Mday(1,0,9,1);//M日期最大价差
input:Nday(1,0,9,1);//N日前最大价差
input:LOTS(1,0,9,1);
 
IF MOD(MINUTE,60)>0 THEN BEGIN
    SUM_MIN60HI1:=(("dqs.H1##MIN60"*5)+2*C)/7;
    SUM_MIN60HI2:=(("dqs.H2##MIN60"*17)+2*C)/19;
END
H1:IF(MOD(MINUTE,60)=0,"dqs.H1#MIN60",SUM_MIN60HI1);
H2:IF(MOD(MINUTE,60)=0,"dqs.H2#MIN60",SUM_MIN60HI2);
 
HighD:=callstock(stklabel,vthigh,6,-1);
LowD:=callstock(stklabel,vtlow,6,-1);
CloseD:=callstock(stklabel,vtclose,6,-1);
CYC:=barslast(date<>ref(date,1))+1;       
OpenD:=valuewhen(cyc=1,open);
         
HH:= HHV(HighD,Mday);
HC:= HHV(CloseD,Mday);
LL:= LLV(LowD,Mday);
LC:= LLV(CloseD,Mday);
 
SellRange:=Max(HH - LC,HC - LL);
       
HH:=HHV(HighD,Nday);
HC:=HHV(CloseD,Nday);
LL:=LLV(LowD,Nday);
LC:=LLV(CloseD,Nday);
 
BuyRange:=Max(HH - LC,HC - LL);
          
UpperBand: OpenD + K1*BuyRange,COLORRED;
LowerBand: OpenD - K2*SellRange,COLORGREEN;
 
PRICE:=0;
 
If    (HOLDING=0) THEN BEGIN
    If    (High>=UpperBand AND C>H1) THEN BEGIN
            Buy(HOLDING=0,LOTS,LIMITR,MAX(O,UPPERBAND));
            PRICE:=MAX(O,UPPERBAND);
    END
    If    (Low<=LowerBand AND C<H1) THEN BEGIN
            BuyShort(HOLDING=0,LOTS,LIMITR,MIN(O,LOWERBAND));
            PRICE:=MIN(O,LOWERBAND);
    END
END
 
If    (HOLDING<0) THEN BEGIN
    If    (High>=UpperBand AND C>H1) THEN BEGIN
            SELLSHORT(HOLDING<0,LOTS,LIMITR,MAX(O,UPPERBAND));
            Buy(HOLDING=0,LOTS,LIMITR,MAX(O,UPPERBAND));
            PRICE:=MAX(O,UPPERBAND);
    END
END
 
If    (HOLDING>0) THEN BEGIN
    If    (Low<=LowerBand AND C<H1) THEN BEGIN
            Sell(holding>0,LOTS,LIMITR,MIN(O,LOWERBAND));
            BuyShort(holding=0,LOTS,LIMITR,MIN(O,LOWERBAND));
            PRICE:=MIN(O,LOWERBAND);
    END
END
         
开仓价格:price,LINETHICK0;
 
stickline(holding>0,c,o,5,0),colorred;
stickline(holding<0,c,o,5,0),colorblue;
 
//持仓:holding,linethick0;
//资产:asset,noaxis,COLORGRAY;
//可用现金:cash(0),linethick0;

 

560突破系统

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INPUT:TOPVALUE(70,65,95,5),BOTTOMVALUE(30,5,35,5);
RUNMODE:0;
 
IF MOD(MINUTE,60)>0 THEN BEGIN
    SUM_MIN60HI1:=(("dqs.H1##MIN60"*5)+2*C)/7;
    SUM_MIN60HI2:=(("dqs.H2##MIN60"*17)+2*C)/19;
END
H1:IF(MOD(MINUTE,60)=0,"dqs.H1#MIN60",SUM_MIN60HI1);
H2:IF(MOD(MINUTE,60)=0,"dqs.H2#MIN60",SUM_MIN60HI2);
 
VAR5:=LLV(LOW,26);
VAR6:=HHV(HIGH,34);
VAR7:=EMA((CLOSE-VAR5)/(VAR6-VAR5)*4,4)*25;
IF H1>H2 AND "hm.VAR7#MIN5"<BOTTOMVALUE AND HOLDING=0 THEN BEGIN
    BUY(1,1,THISCLOSE);
END
SELL((H1<H2 OR C<LLV(L,20)) AND HOLDING>0,HOLDING,MARKET);
IF H1<H2 AND "hm.VAR7#MIN5">TOPVALUE AND HOLDING=0 THEN BEGIN
    BUYSHORT(1,1,THISCLOSE);
END
SELLSHORT((H1>H2) AND HOLDING<0,HOLDING,MARKET);
 
stickline(holding>0,c,o,5,0),colorred;
stickline(holding<0,c,o,5,0),colorblue; 
 
//持仓:holding,linethick0;
资产:asset,noaxis,COLORGRAY;
//可用现金:cash(0),linethick0;

 

560突破系统1——财富游戏1

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input:PercentOfRange(0.5,0,1,0.1);     //多头突破波动比例
input:LOTS(1,0,9,1);//手数
 
HighD:=callstockEX(stklabel,vthigh,6,-1,1000);
LowD:=callstockEX(stklabel,vtlow,6,-1,1000);
OpenD:=valuewhen(date<>REF(date,1),open);
         
RangeT:= HighD-LowD;
UpperBand: OpenD +PercentOfRange*RangeT;
LowerBand: OpenD -PercentOfRange*RangeT;
 
If    (holding=0) THEN BEGIN
    If    (High>=UpperBand) THEN BEGIN
        Buy(holding=0,1,THISCLOSE);//LIMITR,Max(Open,UpperBand));
    END
     
    If    (Low<=LowerBand) THEN BEGIN
        BuyShort(holding=0,1,THISCLOSE);//LIMITR,Min(Open,LowerBand));
    END
END
 
If    (holding<0)  THEN BEGIN
    If    (High>=UpperBand) THEN BEGIN
        SellShort(holding<0,1,THISCLOSE);//LIMITR,Max(Open,UpperBand));
        Buy(holding=0,1,THISCLOSE);//LIMITR,Max(Open,UpperBand));
    END
END
 
If    (holding>0)  THEN BEGIN
    If    (Low<=LowerBand) THEN BEGIN
        Sell(holding>0,1,THISCLOSE);//LIMITR,Min(Open,LowerBand));
        BuyShort(holding=0,1,THISCLOSE);//LIMITR,Min(Open,LowerBand));
    END
END
 
stickline(holding>0,c,o,5,0),colorred;
stickline(holding<0,c,o,5,0),colorblue;
 
持仓:holding,linethick0;
资产:asset,noaxis,COLORGRAY;
可用现金:cash(0),linethick0;

 

560突破系统2——财富游戏3

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input:K1(0.4,0.3,0.8,0.02);//多头突破波动比例
input:K2(0.4,0.3,0.8,0.02);//空头突破波动比例
input:Mday(1,0,9,1);//M日期最大价差
input:Nday(1,0,9,1);//N日前最大价差
input:LOTS(1,0,9,1);
 
 
HighD:=callstock(stklabel,vthigh,6,-1);
LowD:=callstock(stklabel,vtlow,6,-1);
CloseD:=callstock(stklabel,vtclose,6,-1);
CYC:=barslast(date<>ref(date,1))+1;       
OpenD:=valuewhen(cyc=1,open);
         
HH:= HHV(HighD,Mday);
HC:= HHV(CloseD,Mday);
LL:= LLV(LowD,Mday);
LC:= LLV(CloseD,Mday);
 
SellRange:=Max(HH - LC,HC - LL);
       
HH:=HHV(HighD,Nday);
HC:=HHV(CloseD,Nday);
LL:=LLV(LowD,Nday);
LC:=LLV(CloseD,Nday);
 
BuyRange:=Max(HH - LC,HC - LL);
          
UpperBand: OpenD + K1*BuyRange;
LowerBand: OpenD - K2*SellRange;
 
If    (HOLDING=0) THEN BEGIN
    If    (High>=UpperBand) THEN
            Buy(HOLDING=0,LOTS,LIMITR,Max(Open,UpperBand));
     
    If    (Low<=LowerBand) THEN
            BuyShort(HOLDING=0,LOTS,LIMITR,Min(Open,LowerBand));
END
 
If    (HOLDING<0) THEN BEGIN
    If    (High>=UpperBand) THEN BEGIN
            SELLSHORT(HOLDING<0,LOTS,LIMITR,Max(Open,UpperBand));
            Buy(HOLDING=0,LOTS,LIMITR,Max(Open,UpperBand));
    END
END
 
If    (HOLDING>0) THEN BEGIN
    If    (Low<=LowerBand) THEN BEGIN
            Sell(holding>0,LOTS,limitr,Min(Open,LowerBand));
            BuyShort(holding=0,LOTS,limitr,Min(Open,LowerBand));
    END
END
         
 
 
stickline(holding>0,c,o,5,0),colorred;
stickline(holding<0,c,o,5,0),colorblue;
 
//持仓:holding,linethick0;
//资产:asset,noaxis,COLORGRAY;
//可用现金:cash(0),linethick0;

 

6日线顺向反K交易系统

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RUNMODE:0;
INPUT:LOTS(1,1,9,1);
 
IF MOD(MINUTE,60)>0 THEN BEGIN
    SUM_MIN60HI1:=(("dqs.H1##MIN60"*5)+2*C)/7;
    SUM_MIN60HI2:=(("dqs.H2##MIN60"*17)+2*C)/19;
END
H1:IF(MOD(MINUTE,60)=0,"dqs.H1#MIN60",SUM_MIN60HI1);
H2:IF(MOD(MINUTE,60)=0,"dqs.H2#MIN60",SUM_MIN60HI2);
 
If    (HOLDING=0) THEN BEGIN
    If    (CLOSE<OPEN AND C>H1) THEN
            Buy(HOLDING=0,LOTS,THISCLOSE);
     
    If    (C>OPEN AND C<H1) THEN
            BuyShort(HOLDING=0,LOTS,THISCLOSE);
END
 
If    (HOLDING<0) THEN BEGIN
    If    (CLOSE>OPEN AND CLOSE<H1) THEN BEGIN
            SELLSHORT(HOLDING<0,LOTS,THISCLOSE);
            Buy(HOLDING=0,LOTS,THISCLOSE);
    END
END
 
If    (HOLDING>0) THEN BEGIN
    If    (CLOSE<OPEN AND C<H1) THEN BEGIN
            Sell(holding>0,LOTS,THISCLOSE);
            BuyShort(holding=0,LOTS,THISCLOSE);
    END
END
 
stickline(holding>0,c,o,5,0),colorred;
stickline(holding<0,c,o,5,0),colorblue; 
 
持仓:holding,linethick0;
资产:asset,noaxis,COLORGRAY;
可用现金:cash(0),linethick0;

 

H1Min60连续策略。单均线交易系统

石头的交易系统,布布扣,bubuko.com

石头的交易系统

原文：http://www.cnblogs.com/TivonStone/p/3591162.html
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