哺乳期吃啥宝宝会胀气:金字塔模型范例

简易5分钟的金字塔模型范例,能图表显示和实际交易.

//文件名:分形
//作者:轮回
//轮回提醒您:此模型仅为范例;为提高评测精确度请使用当周开盘价评测;开盘交易无需K线走完.
LH2:=VALUEWHEN(HIGHLL2:=VALUEWHEN(LOW>REF(LOW,2) AND REF(LOW,1)>REF(LOW,2),REF(LOW,2));
FLAG:=IF(CLOSE>LH2,2,IF(CLOSEFLAG1:=VALUEWHEN(FLAG<>0,FLAG);
EXITLONG:REF(FLAG1=1,1),TFILTER;
EXITSHORT:REF(FLAG1=2,1),TFILTER;
ENTERLONG:REF(FLAG1=2,1),TFILTER;
ENTERSHORT:REF(FLAG1=1,1),TFILTER;
DRAWLINE(ENTERLONG,OPEN,EXITLONG,OPEN,0,COLORRED,LINETHICK3,VTSOLID);
DRAWLINE(ENTERSHORT,OPEN,EXITSHORT,OPEN,0,COLORGREEN,LINETHICK3,VTSOLID);

早盘突破

INPUT:NMIN(30,10,60,10);                                          //设置参数

INPUT:NOFFSET(3,1,20,1);                                            //设置参数

INPUT:LOTS(1,1,1000,1);                                                        //设置参数

CYC:=BARSLAST(DATE>REF(DATE,1))+1;                            //统计日内K线数

HIGHESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,HHV(H,CYC));                           {在从开盘到设定时间(默认参数开盘30分)内保存当天最高价}

LOWESTOF30MIN:=VALUEWHEN(TIME<=90000+NMIN*100,LLV(L,CYC));                      {在从开盘到设定时间(默认参数开盘30分)内保存当天最低价}

IF HIGH >= HIGHESTOF30MIN + NOFFSET*MINDIFF AND HOLDING<=0  THEN  {如果最高价突破设定时间内的前高加设定偏移并且目前没有多单,那么}

BEGIN

         MYPRICE: = HIGHESTOF30MIN + NOFFSET*MINDIFF;                                        {预设进场价.既等于设定时间内的前高加设定偏移}

         IF OPEN > MYPRICE THEN                                                                                                     {如果开盘价大于预设进场价,那么奋不顾身闯进去,(注:这是移植的,原设计并不一定完美,这时可能不是那么好成交的,我也不必多费唇舌了).}

         BEGIN

                   MYPRICE: = OPEN;

                   SELLSHORT(HOLDING<0,0,LIMITR,MYPRICE);                                                      {如果有空单先平}

                   BUY(HOLDING=0,LOTS,LIMITR,MYPRICE);                                                            {如果没有多单则以开盘价开多LOTS手}

         END

END

IF LOW <= LOWESTOF30MIN - NOFFSET*MINDIFF AND HOLDING>=0  THEN               {以下开空部分同上,只不过方向相反}

BEGIN

         MYPRICE: = LOWESTOF30MIN - NOFFSET*MINDIFF;

         IF OPEN < MYPRICE THEN

         BEGIN

                   MYPRICE: = OPEN;

                   SELL(HOLDING>0,0,LIMITR,MYPRICE);

                   BUYSHORT(HOLDING=0,LOTS,LIMITR,MYPRICE);

         END

END

IF TIME >= 145900 THEN                                                                 {收盘平仓}

BEGIN

         SELL(HOLDING>0,0,LIMITR,OPEN);

BUY(开多条件 and HOLDING=0,30%,market);

SELL(平多条件 and HOLDING>0,HOLDING,market);

 加入持仓函数HOLDING

{避免同一周期多次反复交易}
a1:=Enterbars;
a2:=exitbars;

b1:=ENTERLONG1 and (a1>0 or a1<0);
b2:=EXITLONG1 and (a2>0 or a2<0);

c1:=EXITLONG1 and (a1>0 or a1<0);
c2:=ENTERLONG1 and (a2>0 or a2<0);

BUY(b1,20%,stopr,BUY1);
SELL(b2 and 持仓>0,持仓,stopr ,SELL1);

BUYSHORT(c1,20%,stopr ,SELL1);
SELLSHORT(c2 and 持仓<0,持仓,stopr ,BUY1);