和风版海龟源码 支持多空(源码 金字塔 贴图)
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相关简介:input:inb(20,1,500,1),outb(10,1,500,1),risk(2,0,10,0.1); //和风版海龟源码 variable:times=0,i=0,n=0; rn:=ema(ref(tr,1),20); n:=valuewhen(holding=0,rn); rh:=ref(h,1); rl:=ref(l,1); h1:hhv(rh,inb); h2:hhv(rh,outb),linedot; l1:llv(rl,inb); l2:llv(rl,outb),lined
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文章来源:股海网作者:股海网发布时间:2016-03-03浏览次数:
input:inb(20,1,500,1),outb(10,1,500,1),risk(2,0,10,0.1);
//和风版海龟源码
variable:times=0,i=0,n=0;
rn:=ema(ref(tr,1),20);
n:=valuewhen(holding=0,rn);
rh:=ref(h,1);
rl:=ref(l,1);
h1:hhv(rh,inb);
h2:hhv(rh,outb),linedot;
l1:llv(rl,inb);
l2:llv(rl,outb),linedot;
lotst:asset*risk*0.01/(n*2*multiplier),linethick0;
lots:=if(risk=0,1,lotst); //如果risk取0,表示固定开1手
tbc:=h<>l;//判断是否停板
partline(holding>0,enterprice-2*n);
if barpos<inb+1 then exit;
if holding=0 and tbc then //不是停板才可以交易
begin
if h>h1 then //开多
begin
buyp:=max(o,h1);
buy(1,lots,limitr,buyp);
times:=1;
while h>enterprice+n*0.5 and times<4 do
begin
buyp:=max(o,enterprice+n*0.5);
buy(1,lots,limitr,buyp);
times:=times+1;
end;//连续开仓
end;//开多结束
else if l<l1 then //开空
begin
sellp:=min(o,l1);
buyshort(1,lots,limitr,sellp);
times:=1;
while l<enterprice-n*0.5 and times<4 do
begin
sellp:=min(o,enterprice-n*0.5);
buyshort(1,lots,limitr,sellp);
times:=times+1;
end;//连续开仓
end;
end;//holding=0
if holding>0 and tbc then //已有多仓
begin
exitlongp:=max(enterprice-2*n,l2);
if l<exitlongp and enterbars<>0 then //出场
begin
exitp:=min(o,exitlongp);
sell(1,0,limitr,exitp);
times:=0;
end;//出场
else
begin
while h>enterprice+n*0.5 and times<4 do //开多
begin
buyp:=max(o,enterprice+n*0.5);
buy(1,lots,limitr,buyp);
times:=times+1;
end;//连续开仓
end;//else
end;//holding>0
if holding<0 and tbc then //已有空仓
begin
exitlongp:=min(enterprice+2*n,h2);
if h>exitlongp and enterbars<>0 then //出场
begin
exitp:=max(o,exitlongp);
sellshort(1,0,limitr,exitp);
times:=0;
end;//出场
else
begin
while l<enterprice-n*0.5 and times<4 do //开多
begin
sellp:=min(o,enterprice-n*0.5);
buyshort(1,lots,limitr,sellp);
times:=times+1;
end;//连续开仓
end;//else
end;//holding<0