创丰1号策略（代码公开）

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一个胖子，每餐要吃10碗饭，每次要挑100斤，

一个中等，每餐要吃5碗饭，每次要挑50斤，

一个瘦子，每餐要吃1碗饭，每次要挑10斤，

同理，叫胖子每次挑10斤，胖子会饿死，

同理，叫瘦子每次挑100斤，瘦子会累死，

总结：根据各自需求点，该挑多重就挑多重，这样各自都可以好好生存。

模型策略源码：abb:=not(islastbar) or (islastbar and tholding2=0); ma1:ma(c,5); ma2:ma(c,10); ma3:ma(c,20); ma4:ma(c,60); 创丰1号-A:VALUEWHEN(TIME=0916,O),COLORMAGENTA; DIFF := EMA(CLOSE,12) - EMA(CLOSE,26); DEA := EMA(DIFF,9); MACD1 := 2*(DIFF-DEA), COLORSTICK; VARIABLE: aspect=0; VARIABLE: stopprice=0; VARIABLE: stopnum = 1.6; RUNMODE:0; if barpos = 0 then stopprice := l - stopnum; if aspect = 0 then begin if l <= stopprice then begin aspect:= 1; stopprice := h+stopnum; end if l - stopnum > stopprice then stopprice := l-stopnum; end if aspect = 1 then begin if h >= stopprice then begin aspect:= 0; stopprice := l-stopnum; end if h + stopnum < stopprice then stopprice := h+stopnum; end RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100; K:=SMA(RSV,3,1); D:=SMA(K,3,1); J:=3*K-2*D; 手数:=1; a1:=k>ref(k,1) and c-ENTERPRICE>=9 ; a2:=k<ref(k,1) and c-ENTERPRICE<=-9 ; EMA13:=EMA(C,10),COLORWHITE; EMA21:=EMA(C,21),COLORYELLOW; EMA34:=EMA(C,34),COLORFF00FF; EMA60:=MA(C,55),COLORFFCC66; X1:=(C+L+H)/3; X2:=EMA(X1,5); X3:=EMA(X2,4); STICKLINE(C>stopprice,LOW,HIGH,0.1,1),COLORRED; STICKLINE(C>stopprice,CLOSE,OPEN,3,1),COLORRED; STICKLINE(C<stopprice,LOW,HIGH,0.1,1),COLORFFFF52; STICKLINE(C<stopprice,CLOSE,OPEN,3,0),COLORFFFF52; BUY1:=(K>REF(K,1)&&D<REF(D,1)&&J>REF(J,1))&&C>stopprice&&time>0915&&time<=1510 and macd1>ref(macd1,1) and holding<=0 ; SELL1:=(J<REF(J,1)&&K<REF(K,1)&&D>REF(D,1))&&C<stopprice&&time>0915&&time<=1510 and macd1<ref(macd1,1) and holding>=0 ; VARIABLE:DUOKONG=0; TSFS:=0; ORDVOL:=1; {开仓手数} ZSDS:=8; VARIABLE:YDZY=1; VARIABLE:HIGHPRICE=0,LOWPRICE=0; VARIABLE:DHCDS=5,KHCDS=5; VARIABLE:DYLDS=1,KYLDS=1; VARIABLE:Z3B1:=1; DUOKONG:=1; IF HOLDING<0 THEN BEGIN IF BUY1 THEN BEGIN 空平:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE; END IF a1 THEN BEGIN 空损:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE; 多1开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE; END IF YDZY=1 THEN BEGIN IF L<LOWPRICE THEN BEGIN LOWPRICE:=L; END IF ENTERPRICE-LOWPRICE>=KYLDS and c-ENTERPRICE<=-0.2 THEN BEGIN IF L-LOWPRICE>=KHCDS THEN BEGIN 空赢:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE; END END END IF Z3B1=1 THEN BEGIN IF ENTERPRICE-LOWPRICE>=3 THEN BEGIN IF ENTERPRICE-L<=1.2 THEN BEGIN END END END END IF HOLDING=0 THEN BEGIN IF DUOKONG=1 OR DUOKONG=2 THEN BEGIN IF BUY1 and abb THEN BEGIN 多开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE; HIGHPRICE:=ENTERPRICE; END END END IF HOLDING>0 THEN BEGIN IF SELL1 THEN BEGIN 多平:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;; END IF a2 THEN BEGIN 多损:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE; 空1开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE; END IF YDZY=1 THEN BEGIN IF H>HIGHPRICE THEN BEGIN HIGHPRICE:=H; END IF HIGHPRICE-ENTERPRICE>=DYLDS and c-ENTERPRICE>=0.2 THEN BEGIN IF HIGHPRICE-H>=DHCDS THEN BEGIN 多赢:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE; END END END IF Z3B1=1 THEN BEGIN IF HIGHPRICE-ENTERPRICE>=3 THEN BEGIN IF H-ENTERPRICE<=1.2 THEN BEGIN END END END END// www.cxh99.com IF HOLDING=0 THEN BEGIN IF DUOKONG=1 OR DUOKONG=3 THEN BEGIN IF SELL1 and abb THEN BEGIN 空开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE; LOWPRICE:=ENTERPRICE; END END END // www.cxh99.com IF time>=1513 THEN BEGIN 收盘平空:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE; END // www.cxh99.com QQ511411198 IF time>=1513 THEN BEGIN 收盘平多:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE; END
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