【升级版】ZLW屠龙刀7分钟版_沪深300股指_日内震荡_全自动交易系统
5.1后倾情放送学习性代码。
重要提示:若要实盘,后果自负!
说明
应用商品:IF888
使用周期:7分钟K线,
测试区间:2010.4-2014.04.30
手续费:1手手续费100
滑点设置:程序设置为+-1个最小价位
//------------------------------------------------------------------------
// 简称: 日内趋势策略
// 名称: RN
// 版本: VER.2.1
// 类别: 公式应用
// 类型: 用户应用
// 修改: 2014xxxx
//
//------------------------------------------------------------------------
//------------------------------------------------------------------------
Params
Numeric Nnn1(5);
Numeric Nnn2(20);
Vars
Numeric Lots(1.00);
Numeric offset(1);
Numeric i_offset;
NumericSeries a1;
NumericSeries a2;
NumericSeries a3;
NumericSeries a4;
NumericSeries a13;
NumericSeries a14;
NumericSeries a15;
NumericSeries a17;
NumericSeries a18;
NumericSeries a19;
NumericSeries a20;
NumericSeries a21;
NumericSeries a22;
NumericSeries a23;
NumericSeries a24;
NumericSeries a25;
Numeric xx_1010;
Numeric xx_1030;
//------------------------------------------------------------------------
//------------------------------------------------------------------------
Begin
i_offset=offset*minmove*PriceScale;
a3=AverageFC(Close[1],17);
a4=StandardDev(Close[1],17,2);
a1=(a3 + (a4 * 1.88));
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(Time>0.0920 and Time0.0920 AND Time= 1.9) and (Time a1) and (Open > (a1 - 3)) and (Open = 1))
{
a14=Max(a14,High);
}
if ((MarketPosition == -1) and (BarsSinceEntry == 0))
{
a15=Low;
}
if ((MarketPosition == -1) and (BarsSinceEntry >= 1))
{
a15=Min(a15,Low);
}
if ((BarsSinceEntry >= 1) and (MarketPosition == 1))
{
a13=(a14[1] - EntryPrice);
if ((BarsSinceEntry >= 5) and ((Close[5] - Open[5]) = 18))
{
Sell(Lots,(Open-i_offset));
}
if ((BarsSinceEntry > 4) and (a13 >= 29) and (Low = 1) and (MarketPosition == -1))
{
a13=(EntryPrice - a15[1] );
if ((BarsSinceEntry >= 4) and ((Close[5] - Open[5]) > 0) and ((Close[4] - Open[4]) > 0) and ((Close[3] - Open[3]) > 0) and (a13 >= 26))
{
BuyToCover(Lots,(Open+i_offset));
}
if ((BarsSinceEntry > 5) and (a13 >= 30) and (High >= (EntryPrice - 16)))
{
BuyToCover(Lots,((EntryPrice - 16)+i_offset));
}
}
}
//------------------------------------------------------------------------
//------------------------------------------------------------------------
xx_1010=AvgEntryPrice;
if ((BarsSinceEntry >= 1) and (MarketPosition > 0) and (Low = 1) and (MarketPosition = (AvgEntryPrice + 05)) and ((PositionProfit+(Lots * 1500)) =0.1510 and Time0)
{
Sell(Lots,(Open-i_offset));
}
If(Time>=0.1510 and Time<0.1513 and MarketPosition<0)
{
BuyToCover(Lots,(Open+i_offset));
}
}
//------------------------------------------------------------------------
End
//------------------------------------------------------------------------