金字塔落影模型-股指模型自动版[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： BOPEON:=c>upper and diff>0 and c>o and c>ma4 AND THOLDING=0 AND time>vmin AND time<150000; //平多仓条件： bline:=IF(THOLDING>0,HHV(HIGH,TTYPEBAR(1,1))-110*mindiff,l-110*mindiff);//多单移动止损线 //PARTLINE(THOLDING>0, bline, colorrgb(255,0,0)); 这个在后台不显示 BLIQCON:= (THOLDING>0 and cross(ma3,ma2)) or (THOLDING>0 and bline>c); //开空仓条件： SOPCON:=c<lower and diff<0 and c<o and c<ma4 AND THOLDING=0 AND time>vmin AND time<150000; //平空仓条件： sline:=IF(THOLDING<0,LLV(LOW,TTYPEBAR(1,3))+110*mindiff,h+110*mindiff);//空单移动止损线 //PARTLINE(THOLDING<0, sline, colorrgb(0,255,0)); 这个在后台不显示 SLIQCON:= (THOLDING<0 and cross(ma2,ma3)) or (THOLDING<0 and sline<c); tsellshort(SLIQCON,THOLDING,LMT,C); tbuy(BOPEON,1,LMT,C); tsell(BLIQCON,THOLDING,LMT,C); tbuyshort(SOPCON,1,LMT,C); //收盘前平仓 tsell(time>151100 and THOLDING>0,THOLDING,LMT,C-MINDIFF*2); tsellshort(time>151100 and THOLDING<0,THOLDING,LMT,C+MINDIFF*2);
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源码解析：

输出INPUT:P(26,20,100,8)
输出INPUT:S(12,5,40,4)
输出INPUT:B1(26,5,300,30)
输出INPUT:B2(2,0.1,10,1)
输出INPUT:N2(10,1,120,12)
输出INPUT:N3(20,1,200,20)
输出INPUT:N4(60,1,200,20)
MA2赋值:收盘价的N2日简单移动平均
MA3赋值:收盘价的N3日简单移动平均
MA4赋值:收盘价的N4日简单移动平均
赋值: 收盘价的B1日简单移动平均
UPPER赋值: MID + B2*收盘价的B1日估算标准差
LOWER赋值: MID - B2*收盘价的B1日估算标准差,画红色
赋值: 收盘价的S日指数移动平均 - 收盘价的P日指数移动平均
输出VARIABLE:VMIN = 091500
赋值: 093000
EON赋值:收盘价>UPPER AND DIFF>0 AND 收阳线AND 收盘价>MA4 AND THOLDING=0 AND 时间>VMIN AND 时间<150000
NE赋值:如果THOLDING>0,返回TTYPEBAR(1,1)日内最高价的最高值-110*MINDIFF,否则返回最低价-110*MINDIFF
//多单移动止损线//PARTLINE(THOLDING>0, BLINE, COLORRGB(255,0,0))
綛LIQCON赋值: (THOLDING>0 AND MA3上穿MA2) OR (THOLDING>0 AND BLINE>收盘价)
SOPCON赋值:收盘价<LOWER AND DIFF<0 AND 收阴线AND 收盘价<MA4 AND THOLDING=0 AND 时间>VMIN AND 时间<150000
NE赋值:如果THOLDING<0,返回TTYPEBAR(1,3)日内最低价的最低值+110*MINDIFF,否则返回最高价+110*MINDIFF
//空单移动止损线//PARTLINE(THOLDING<0, SLINE, COLORRGB(0,255,0))
維LIQCON赋值: (THOLDING WWW.CXH99.COM <0 AND MA2上穿MA3) OR (THOLDING<0 AND SLINE<收盘价)
 TSELLSHORT(SLIQCON,THOLDING,LMT,收盘价)
TBUY(BOPEON,1,LMT,收盘价)
TSELL(BLIQCON,THOLDING,LMT,收盘价)
TBUYSHORT(SOPCON,1,LMT,收盘价)
//收盘前平仓TSELL(时间>151100 AND CXH99.COM THOLDING>0,THOLDING,LMT,收盘价-MINDIFF*2)
TSELLSHORT(时间>151100 AND THOLDING<0,THOLDING,LMT,收盘价+MINDIFF*2)