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创丰1号策略(代码公开)[金字塔模型]

更新:2017-2-6 21:29:15点击:
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abb:=not(islastbar) or (islastbar and tholding2=0);

ma1:ma(c,5);
ma2:ma(c,10);
ma3:ma(c,20);
ma4:ma(c,60);
 
创丰1号-A:VALUEWHEN(TIME=0916,O),COLORMAGENTA;
 
DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);
DEA  := EMA(DIFF,9);
MACD1 := 2*(DIFF-DEA), COLORSTICK;
 
VARIABLE: aspect=0; 
VARIABLE: stopprice=0;
VARIABLE: stopnum = 1.6; 
 
RUNMODE:0;   
 
if barpos = 0 then
  stopprice := l - stopnum;
 
if aspect = 0 then
begin 
 
 if l <= stopprice then
 begin
 
  aspect:= 1;
  stopprice := h+stopnum;
 end
 
 
 if l - stopnum > stopprice then
  stopprice := l-stopnum;
end
 
if aspect = 1 then
begin 
 
 if h >= stopprice then
 begin
 
  aspect:= 0;
  stopprice := l-stopnum;
 end
 
 
 if h + stopnum < stopprice then
  stopprice := h+stopnum;
end
 
 
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
J:=3*K-2*D;
 
手数:=1;
a1:=k>ref(k,1) and c-ENTERPRICE>=9 ;
a2:=k
 
 
EMA13:=EMA(C,10),COLORWHITE; 
EMA21:=EMA(C,21),COLORYELLOW; 
EMA34:=EMA(C,34),COLORFF00FF;
EMA60:=MA(C,55),COLORFFCC66; 
X1:=(C+L+H)/3; 
X2:=EMA(X1,5); 
X3:=EMA(X2,4); 
 
STICKLINE(C>stopprice,LOW,HIGH,0.1,1),COLORRED; 
STICKLINE(C>stopprice,CLOSE,OPEN,3,1),COLORRED; 
STICKLINE(C
STICKLINE(C
 
 
 
BUY1:=(K>REF(K,1)&&DREF(J,1))&&C>stopprice&&time>0915&&time<=1510 and macd1>ref(macd1,1) and  holding<=0 ;
SELL1:=(JREF(D,1))&&C0915&&time<=1510 and  macd1=0 ;
 
VARIABLE:DUOKONG=0;
TSFS:=0; 
ORDVOL:=1;     {开仓手数}
ZSDS:=8;     
 
VARIABLE:YDZY=1;  
VARIABLE:HIGHPRICE=0,LOWPRICE=0; 
VARIABLE:DHCDS=5,KHCDS=5; 
VARIABLE:DYLDS=1,KYLDS=1;  
VARIABLE:Z3B1:=1;  
DUOKONG:=1;
 
IF HOLDING<0 THEN BEGIN
 IF BUY1 THEN BEGIN   
  空平:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
 END
 
 
 IF  a1 THEN BEGIN
  空损:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
   多1开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
 END
 
 
 IF YDZY=1 THEN BEGIN
 
  IF L
   LOWPRICE:=L;
  END 
  
 
  IF ENTERPRICE-LOWPRICE>=KYLDS and c-ENTERPRICE<=-0.2 THEN BEGIN
   IF L-LOWPRICE>=KHCDS THEN BEGIN  
    空赢:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
   END 
  END 
 END
 
 
 IF Z3B1=1 THEN BEGIN
  IF ENTERPRICE-LOWPRICE>=3 THEN BEGIN
   IF ENTERPRICE-L<=1.2 THEN BEGIN
 
   END
  END
 END
END
 
IF HOLDING=0 THEN BEGIN
 IF DUOKONG=1 OR DUOKONG=2 THEN BEGIN
  IF BUY1  and abb  THEN BEGIN
   多开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
   HIGHPRICE:=ENTERPRICE; 
  END 
 END
END
 
IF HOLDING>0 THEN BEGIN
 IF SELL1 THEN BEGIN  
  多平:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;;
 END
 
 
 IF a2 THEN BEGIN
  多损:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;
     空1开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
 END
 
 IF YDZY=1 THEN BEGIN
 
  IF H>HIGHPRICE THEN BEGIN
   HIGHPRICE:=H;
  END 
 
 
  IF HIGHPRICE-ENTERPRICE>=DYLDS and c-ENTERPRICE>=0.2 THEN BEGIN
   IF HIGHPRICE-H>=DHCDS THEN BEGIN  
    多赢:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;
   END 
  END 
 END
 
 IF Z3B1=1 THEN BEGIN
  IF HIGHPRICE-ENTERPRICE>=3 THEN BEGIN
   IF H-ENTERPRICE<=1.2 THEN BEGIN
 
   END
  END
 END
 
IF HOLDING=0 THEN BEGIN
 IF DUOKONG=1 OR DUOKONG=3 THEN BEGIN
  IF SELL1  and abb  THEN BEGIN
   空开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE;
   LOWPRICE:=ENTERPRICE;
  END 
 END
 
 
  IF time>=1513 THEN BEGIN
  收盘平空:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  END // http://www.yzhibiao.com/ QQ332879389
 
  IF time>=1513 THEN BEGIN
  收盘平多:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;
  END



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