金字塔股指落影模型升级版[金字塔模型]

相关标签:股指期货最佳交易模型，股指期货日内交易模型，dnf多玩模型修改专区，dnf17173补丁模型专区，cs模型下载专区，dnf鬼剑士模型专区，dnf武器补丁模型专区，魔兽争霸模型专区，高频交易策略模型，

模型策略源码：input:P(26,20,100,8); input:S(12,5,40,4); input:B1(26,5,300,30); input:B2(2,0.1,10,1); input:N2(10,1,120,12); input:N3(20,1,200,20); input:N4(60,1,200,20); ma2:=ma(c,n2); ma3:=ma(c,n3); ma4:=ma(c,n4); MID := MA(CLOSE,B1); UPPER:= MID + B2*STD(CLOSE,B1); LOWER:= MID - B2*STD(CLOSE,B1),colorred; diff := EMA(CLOSE,S) - EMA(CLOSE,P); variable:vmin = 091500;//用于隔夜高开或低开时间差 if (abs(o-ref(c,1))>=20*MINDIFF AND time>090000 and time<090400) then vmin := 093000; //开多仓条件： BOPEON1:=c>upper and diff>0 and c>o and c>ma4 AND HOLDING=0 AND time>vmin AND time<150000; //平多仓条件： bline:=IF(holding>0,HHV(HIGH,TYPEBAR(1,1))-110*mindiff,l-110*mindiff);//多单移动止损线 PARTLINE( holding>0, bline, colorrgb(255,0,0)); BLIQCON:= (holding>0 and cross(ma3,ma2)) or (holding>0 and bline>c); //开空仓条件： SOPCON1:=c<lower and diff<0 and c<o and c<ma4 AND HOLDING=0 AND time>vmin AND time<150000; //平空仓条件： sline:=IF(holding<0,LLV(LOW,TYPEBAR(1,3))+110*mindiff,h+110*mindiff);//空单移动止损线 PARTLINE(holding<0, sline, colorrgb(0,255,0)); SLIQCON:= (holding<0 and cross(ma2,ma3)) or (holding<0 and sline<c); buy(BOPEON1,1,market); sell(BLIQCON,holding,market); buyshort(SOPCON1,1,market); sellshort(SLIQCON,holding,market); //收盘前平仓 sell(time>151000 and holding>0,holding,market); sellshort(time>151000 and holding<0,holding,market); 可用现金:CASH(0),LINETHICK0; 持仓:HOLDING,LINETHICK0; 资产:ASSET,LINETHICK0;
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