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            您現在的位置:程序化交易>> 期貨公式>> 交易開拓者(TB)>> 開拓者公式>>正文內容

            開拓者逐風破浪交易系統源碼 部份品種實盤不錯 日內交易[開拓者公式]

            • 源碼內容:

              Params
                  Bool    bInitStatus(false);//初始化標志,修改初始倉位時需設置為True
                  Numeric InitMyRealMp(0);//初始當前倉位,正數表示多單,負數表示空單
                  Numeric FirstGrid(10);//第一筆交易的間距,最小跳動
                  Numeric AddGrid(30);//加倉間距,最小跳動
                  Numeric TotalGrids(10);//最大交易次數
                  Numeric TrailingGrid(10);//移動止損間距,最小跳動
                  Numeric EveryLots(1);//每次開倉手數
                  Numeric OffSet(1);//委托價偏差,默認買賣價偏差1個滑點
                  Numeric ExitOnCloseMins(15.00);//收盤平倉時間
              Vars
                  Numeric HighAfterlongEntry;
                  Numeric  LowAfterShortEntry;
                  Numeric    MyRealMp(0);
                  Numeric   MinPoint;
                  Numeric  TmpPrice;
                  Numeric   TmpLots;
              Begin
                  MinPoint=MinMove*PriceScale;//當前商品最小變動量*當前商品的計數單位
                  MyRealMp=GetGlobalVar(0); //獲取MyRealMp全局變量值
                  HighAfterlongEntry=GetGlobalVar(1);
                  LowAfterShortEntry=GetGlobalVar(2);
                  If(BarStatus==0 And (MyRealMp==InvalidNumeric||bInitStatus))  
                  {MyRealMp=InitMyRealMp;}
                  If(Date<>Date[1])
                  {HighAfterlongEntry=High;
                  LowAfterShortEntry=Low;
                  MyRealMp=0;
                  }Else
                  {HighAfterlongEntry=Max(HighAfterlongEntry,High);
                  LowAfterShortEntry=Min(LowAfterShortEntry,Low);}
                  if (Time<ExitOnCloseMins/100)
                  {If(MyRealMp>0 And HighAfterlongEntry-Low>=TrailingGrid*MinPoint And(High-Low<TrailingGrid*MinPoint Or (High-Low>=TrailingGrid*MinPoint And Close<Open)))
                    {TmpPrice=Max(HighAfterLongEntry-(TrailingGrid-OffSet)*MinPoint,Low);
                    TmpLots=Abs(MyRealMp*EveryLots);
                    Sell(TmpLots,TmpPrice);
                    MyRealMp=0;
                    LowAfterShortEntry=Low;
                  }else
                    If(MyRealMp<0 And High-LowAfterShortEntry>=TrailingGrid*MinPoint And (High-Low<TrailingGrid*MinPoint Or (High-Low>=TrailingGrid*MinPoint And Close>Open)))
                    {TmpPrice=Min(LowAfterShortEntry+(TrailingGrid+OffSet)*MinPoint,High);
                     TmpLots=Abs(MyRealMp*EveryLots);
                     BuyToCover(TmpLots,TmpPrice);
                     MyRealMp=0;
                     HighAfterLongEntry=0;}
                     If(MyRealMp==0 And High-LowAfterShortEntry>=FirstGrid*MinPoint)//第一筆多單開倉
                     {TmpPrice=Min(LowAfterShortEntry+(FirstGrid+OffSet)*MinPoint,High);
                     TmpLots=EveryLots;
                     Buy(TmpLots,TmpPrice);
                     MyRealMp=1;
                     HighAfterLongEntry=High;
                     }Else
                     If(MyRealMp>0 And MyRealMp<TotalGrids And High-LowAfterShortEntry>=(FirstGrid+MyRealMp*AddGrid)*MinPoint)//多單加倉
                     {TmpPrice=Min(LowAfterShortEntry+(FirstGrid+MyRealMp*AddGrid+OffSet)*MinPoint,High);
                     TmpLots=EveryLots;
                     Buy(TmpLots,TmpPrice);
                     MyRealMp=MyRealMp+1;
                     }else
                     If(MyRealMp==0 And HighAfterLongEntry-Low>=FirstGrid*MinPoint)//第一筆空單開倉
                     {TmpPrice=Max(HighAfterLongEntry-(FirstGrid-OffSet)*MinPoint,Low);
                     TmpLots=EveryLots;
                     SellShort(TmpLots,TmpPrice);
                     MyRealMp=-1;
                     LowAfterShortEntry=Low;
                     }else
                     If(MyRealMp<0 And -1*MyRealMp<TotalGrids And HighAfterLongEntry-Low>=(FirstGrid+Abs(MyRealMp*AddGrid))*MinPoint)//空單加倉
                     {TmpPrice=Max(HighAfterLongEntry-(FirstGrid-Abs(MyRealMp*AddGrid)-OffSet)*MinPoint,Low);
                     TmpLots=EveryLots;
                     SellShort(TmpLots,TmpPrice);
                     MyRealMp=MyRealMp-1;}
                     }else
                     If(Time>=ExitOnCloseMins/100)
                     {If(MyRealMp>0)
                     {TmpLots=Abs(MyRealMp*EveryLots);
                     TmpPrice=Close;
                     Sell(0,TmpPrice);
                     MyRealMp=0;}
                     If(MyRealMp<0)
                     {TmpLots=Abs(MyRealMp*EveryLots);
                     TmpPrice=Close;
                     BuyToCover(0,TmpPrice);
                     MyRealMp=0;}}
                     SetGlobalVar(0,MyRealMp);
                     SetGlobalVar(1,HighAfterLongEntry);
                     SetGlobalVar(2,LowAfterShortEntry);
                     Commentary("MyRealMp="+Text(MyRealMp));
                     Commentary("HighAfterLLowAfterShortEntry="+Text(LowAfterShortEntry));
                     End

               

             

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