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  • 源码内容:

    Params
        Bool    bInitStatus(false);//初始化标志,修改初始仓位时需设置为True
        Numeric InitMyRealMp(0);//初始当前仓位,正数表示多单,负数表示空单
        Numeric FirstGrid(10);//第一笔交易的间距,最小跳动
        Numeric AddGrid(30);//加仓间距,最小跳动
        Numeric TotalGrids(10);//最大交易次数
        Numeric TrailingGrid(10);//移动止损间距,最小跳动
        Numeric EveryLots(1);//每次开仓手数
        Numeric OffSet(1);//委托价偏差,默认买卖价偏差1个滑点
        Numeric ExitOnCloseMins(15.00);//收盘平仓时间
    Vars
        Numeric HighAfterlongEntry;
        Numeric  LowAfterShortEntry;
        Numeric    MyRealMp(0);
        Numeric   MinPoint;
        Numeric  TmpPrice;
        Numeric   TmpLots;
    Begin
        MinPoint=MinMove*PriceScale;//当前商品最小变动量*当前商品的计数单位
        MyRealMp=GetGlobalVar(0); //获取MyRealMp全局变量值
        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)//第一笔多单开仓
           {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)//多单加仓
           {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)//第一笔空单开仓
           {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)//空单加仓
           {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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