帮我梳理一下WH8使用　[文华财经]

// 策略参数
INPUT:N1(20, 2, 100, 1, "布林带周期");
INPUT:K1(2.0, 0.5, 3, 0.1, "布林带标准差倍数");
INPUT:RSI_Period(14, 5, 30, 1, "RSI周期");
INPUT:RSI_OverSold(30, 10, 40, 1, "RSI超卖线");
INPUT:RSI_OverBought(70, 60, 90, 1, "RSI超买线");
INPUT:Vol_Filter(1.2, 1, 3, 0.1, "成交量过滤倍数");
INPUT:StopLossPct(2, 0.5, 5, 0.5, "止损百分比");
INPUT:Trend_Filter(20, 5, 50, 1, "趋势过滤周期");

// 计算指标
MID := BOLL.MID(N1, K1);
UPPER := BOLL.UPPER(N1, K1);
LOWER := BOLL.LOWER(N1, K1);
BANDWIDTH := (UPPER - LOWER) / MID; // 标准化带宽

RSI_VAL := RSI(CLOSE, RSI_Period);
MA_Trend := MA(CLOSE, Trend_Filter); // 趋势过滤用的均线
VOL_MA := MA(VOL, 20); // 成交量均线

// 市场状态判断
IS_SQUEEZE := BANDWIDTH < LLV(BANDWIDTH, 50) * 1.2; // 带宽收缩状态
IS_TREND := BANDWIDTH > HHV(BANDWIDTH, 50) * 0.8; // 带宽扩张状态
IS_UPTREND := CLOSE > MA_Trend; // 整体趋势向上
IS_DOWNTREND := CLOSE < MA_Trend; // 整体趋势向下

// 交易条件 - 趋势跟踪策略 (适用于带宽扩张时期)
TREND_LONG_ENTRY := IS_TREND AND IS_UPTREND AND C > UPPER AND VOL > VOL_MA * Vol_Filter;
TREND_SHORT_ENTRY := IS_TREND AND IS_DOWNTREND AND C < LOWER AND VOL > VOL_MA * Vol_Filter;

TREND_LONG_EXIT := C < MID OR (C - ENTRYPRICE) / ENTRYPRICE * 100 < -StopLossPct;
TREND_SHORT_EXIT := C > MID OR (ENTRYPRICE - C) / ENTRYPRICE * 100 < -StopLossPct;

// 交易条件 - 均值回归策略 (适用于带宽收缩时期)
REVERT_LONG_ENTRY := IS_SQUEEZE AND C <= LOWER AND RSI_VAL < RSI_OverSold AND VOL > VOL_MA;
REVERT_SHORT_ENTRY := IS_SQUEEZE AND C >= UPPER AND RSI_VAL > RSI_OverBought AND VOL > VOL_MA;

REVERT_LONG_EXIT := C >= MID OR (C - ENTRYPRICE) / ENTRYPRICE * 100 < -StopLossPct;
REVERT_SHORT_EXIT := C <= MID OR (ENTRYPRICE - C) / ENTRYPRICE * 100 < -StopLossPct;

// 综合交易信号 (趋势策略优先)
LONG_ENTRY := (TREND_LONG_ENTRY AND IS_TREND) OR (REVERT_LONG_ENTRY AND NOT IS_TREND);
SHORT_ENTRY := (TREND_SHORT_ENTRY AND IS_TREND) OR (REVERT_SHORT_ENTRY AND NOT IS_TREND);

LONG_EXIT := (TREND_LONG_EXIT AND IS_TREND) OR (REVERT_LONG_EXIT AND NOT IS_TREND);
SHORT_EXIT := (TREND_SHORT_EXIT AND IS_TREND) OR (REVERT_SHORT_EXIT AND NOT IS_TREND);

// 资金管理
CAPITAL := 1000000; // 初始资金
POSITION := 0; // 持仓数量

// 计算仓位大小 (每次使用资金的20%)
IF LONG_ENTRY OR SHORT_ENTRY THEN
POSITION := (CAPITAL * 0.2) / C;

// 执行交易
IF LONG_ENTRY AND BARSLAST(LONG_ENTRY) > 5 THEN // 防止连续开仓
BUY(POSITION, 1, MARKET);

IF SHORT_ENTRY AND BARSLAST(SHORT_ENTRY) > 5 THEN
BUYSHORT(POSITION, 1, MARKET);

IF LONG_EXIT THEN
SELL(1, 1, MARKET);

IF SHORT_EXIT THEN
SELLSHORT(1, 1, MARKET);

// 绘制指标和信号
DRAWLINE1(MID, COLORRED, 0, "中轨");
DRAWLINE1(UPPER, COLORBLUE, 0, "上轨");
DRAWLINE1(LOWER, COLORBLUE, 0, "下轨");

// 标记交易信号
DRAWICON(LONG_ENTRY, L, 1);
DRAWICON(SHORT_ENTRY, H, 2);
DRAWICON(LONG_EXIT, H, 3);
DRAWICON(SHORT_EXIT, L, 4);

// 绘制背景色显示市场状态
DRAWGBK(IS_SQUEEZE, COLORGRAY, 0, "收缩市场");
DRAWGBK(IS_TREND, COLORCYAN, 0, "趋势市场");

 来源:程序化99