开拓者飞天创富系统策略源码[开拓者公式]
（一）思路：1.同时交易四个品种，每个品种动用总资金的10%。
2.以连续合约发出信号，交易主力合约，连续合约为data0,现主力合约为data1,下一个主力合约为data2;
3.总资金以A_CurrentEquity 表达是否正确；
4.盘中达到止损，立即以止损价止损；
5.开盘跳空越过止损价，立即以开盘价止损，但不能因集合竞价出现废单；
（二）程序代码：
//------------------------------------------------------------------------
// 简称: FTCF
// 名称: 飞天创富
// 类别: 公式应用
// 类型: 用户应用
//------------------------------------------------------------------------
Params
Numeric m(7);
numeric P(1.5);
numeric n(0.1);
Vars
NumericSeries a;
NumericSeries b;
NumericSeries e;
numeric entrylots;
NumericSeries dtzf;
NumericSeries ktdf;
Begin
a=(3*c+l+o+h)/6;
b=(20*a+19*a[1]+18*a[2]+17*a[3]+16*a[4]+15*a[5]+14*a[6]+13*a[7]+12*a[8]+11*a[9]+10*a[10]+9*a[11]+8*a[12]+7*a[13]+6*a[14]+5*a[15]+4*a[16]+3*a[17]+2*a[18]+a[20])/210;//来源 www.cxh99.com
e=average(b,m);
dtzf=c/Close[NthCon(CrossOver(b,e),1)]-1;
ktdf=1-c/Close[NthCon(CrossOver(e,b),1)];
//多头开仓
if(crossover(b,e) and MarketPosition!=1 and ktdf<n and data1.v>data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity *0.1)/(data1.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Buy(entryLots,data1.C);
}
if(crossover(b,e) and MarketPosition!=1 AND ktdf>=n and data1.v>data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity*0.05)/(data1.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Buy(entryLots,data1.C);
}
if(crossover(b,e) and MarketPosition!=1 and ktdf<n and data1.v<data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity *0.1)/(data2.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.BuyToCover(0,data1.c);
data2.Buy(entryLots,data2.C);
}
if(crossover(b,e) and MarketPosition!=1 AND ktdf>=n and data1.v<data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity *0.05)/(data2.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.BuyToCover(0,data1.c);
data2.Buy(entryLots,data2.C);
}
//多头开仓结束
//空头开仓
if(Crossover(e,b) and MarketPosition!=(-1) and dtzf<n and data1.v>data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity * 0.1)/(data1.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.SellShort(entryLots,data1.c);
}//来源 www.chengxuhuajiaoyi.com
if(Crossover(e,b) and MarketPosition!=(-1) and dtzf>=n and data1.v>data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity* 0.05)/(data1.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Sellshort(entryLots,data1.c);
}
if(Crossover(e,b) and MarketPosition!=(-1) and dtzf<n and data1.v<data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity * 0.1)/(data2.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Sell(0,data1.c);
data2.SellShort(entryLots,data2.c);
}
if(Crossover(e,b) and MarketPosition!=(-1) and dtzf>=n and data1.v<data2.v and CurrentTime>=0.145955)
{
entryLots= (A_CurrentEquity * 0.05)/(data2.C*ContractUnit*MarginRatio);
entryLots = IntPart(entryLots );
data1.Sell(0,data1.c);
data2.Sellshort(entryLots,data2.c);
}
//空头开仓结束
//多头止损
If(marketposition==1 and data1.l<=A_BuyAvgPrice*(1-p/100) and date>lastEntryDate AND currenttime>0.090000)
{
data1.Sell(0,A_BuyAvgPrice*(1-p/100));
}
If(marketposition==1 and data1.o<=A_BuyAvgPrice*(1-p/100) and date>lastEntryDate AND currenttime>0.090000)
{
data1.Sell(0,o);
}
//多头止损结束
//空头止损
If(marketposition==(-1) and data1.h>=A_sellAvgPrice*(1+p/100) and date>lastEntryDate AND currenttime>0.090000)
{
data1.BuyToCover(0,A_sellAvgPrice*(1+p/100));
}
If(marketposition==(-1) and data1.o>=A_sellAvgPrice*(1+p/100) and date>lastEntryDate AND currenttime>0.090000)
{
data1.BuyToCover(0,o);
}
//空头止损结束
End
//------------------------------------------------------------------------
// 编译版本 GS2010.12.08
// 用户版本 2013/01/29 13:58
// 版权所有
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TrabeBlazer公式修改和重写的权利
//------------------------------------------------------------------------
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