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连续10年获得美国评选的“年度十大交易软件”之首的AbleTrend趋势交易软件[系统交易]

  •          AbleTrend趋势交易软件全球领先的金融软件,自1994年成功面世以来,畅销全球60多个国家和地区,受到美国著名交易专家,“威廉指标”创始人拉里.拉里姆斯权威推荐。连续14年被美国《股票与期货》杂志读者评选为股票、期货和期权交易系统“读者首选奖”,连续10年获得美国评选的“年度十大交易软件”之首。{程序化交易 www.cxh99.com }
    这是我在网络上找了很久,且最全的版本。大家参考一下,如能改成文华,TB,语言最好,或者把他的理念分析出来。其中有一些自定义函数我也找到了。


    //ASCTrend2
    //
    Inputs: RISK(3), MONYRISK(2.0);

    If CurrentBar = 1 then begin
    vars: value2(1), value3(18), value10(10000), value19(0);
    value19 = MONYRISK*Average(Range, 10)*BigPointValue;
    value2 = Risk;
    value3 = 18 + 3*value2;
    End;

    value11 = Average(C, 9);
    value12 = Average(C, value3);
    value13 = Average(Range, 10);
    value4 = JESSD( High, Low, H[value2], L[value2], C[value2] );
    If MRO (value4 > value4[1] and value4[1] < value4[2], 2, 1) > -1 and L[1] > value4[1] then
    value5 = value4[1] - value13 ;
    If MRO (value4 < value4[1] and value4[1] > value4[2], 2, 1) > -1 and H[1] < value4[1] then
    value6 = value4[1] + value13 ;
    If value11[1] < value12[1] and value11 > value12 then value5 = TrueLow -value13;
    If value11[1] > value12[1] and value11 < value12 then value5 = TrueHigh + value13;
    If AbsValue( O - C[1] ) >= 1.618*value13 then begin
    If value11 > value12 then value5 = Low - value13;
    If value11 < value12 then value14 = High + value13;
    End;

    value7 = BS105(L, 2.40, value13, value9 );
    value8 = SS105(H, 2.40, value13, value10 );
    value9 = BS0(L, 60, value7, Risk, value19);
    value10 = SS0(H, 60, value8, Risk, value19);
    If L - value9 > value19/BigPointValue then value9 = L - (1.50 + 0.1*Risk)*value13;
    If value10 - H > value19/BigPointValue then value10 = H + (1.50 + 0.1*Risk)*value13;
    If value11 >= value12 and value5 >= value9 then value9 = value5;
    If value11 <= value12 and value6 <= value10 then value10 = value6;
    If value11 <= value12 and value5 <= value9 then value9 = value5;
    If value11 >= value12 and value6 >= value10 then value10 = value6;
    If MRO(value11 >= value12, 2, 2) > -1 and value9 <= value9[1] then value9 = value9[1] ;
    If MRO(value11 <= value12, 2, 2) > -1 and value10 >= value10[1] then value10 = value10[1] ;
    If value9 > 0 and value11 >= value12 and value9 <= H then Plot1 (value9, "BuyStop2");
    If value10 > 0 and value10 < 1000000000 and value11 <= value12 and value10 >= L then Plot2 (value10, "SellStop2");


    自定义函数如下:
    JESSD:
    Inputs : High0(NumericSimple), Low0(NumericSimple), HighN(NumericSimple), LowN(NumericSimple),
    CloseN(NumericSimple);
    value4 = ( High0 + Low0 ) / 2.0;
    value5 = 2*value4 - LowN;
    value6 = 2*value4 - HighN;
    If CloseN < value4 then JESSD = value5 else JESSD = value6;

    BS105:
    Inputs: price(numeric), const(numeric), avg(numeric), val(numeric);
    if (price-const*avg < val) then begin
      BS105=val;
      end
    else BS105=price-const*avg;

    SS105:
    Inputs: price(numeric), const(numeric), avg(numeric), val(numeric);
    if (price-const*avg < val) then begin
      BS105=val;
      end
    else BS105=price-const*avg;

    BS0:
    Inputs: Price(numeric), const(numeric), val(numeric), Risk(numeric), MonyRisk(numeric);
    vars: ii(0);
    ii=val;
    BS0=ii;

    SS0:
    Inputs: Price(numeric), const(numeric), val(numeric), Risk(numeric), MonyRisk(numeric);
    vars: ii(0);
    ii=val;
    SS0=ii;


    BigPointValue -> 每一大點的價值金額,如台指期每跳一檔就是一點.
     

 

有思路,想编写各种指标公式,程序化交易模型,选股公式,预警公式的朋友

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