一些文华财经程序化交易模型分享给大家。
交易开拓者代码:
Params
Numeric lenth(2);
Numeric malen(12);
Numeric ratio2(4.25);
Numeric InitialStop(31); //初始止损(千分之N)
Numeric TrailingStop1(47); //追踪止损启动(千分之N)
Numeric TrailingStop2(15); //追踪止损回落(千分之N)
Numeric tradBegin(915); //开仓时间
Numeric tradEnd(1430); //开仓截止时间
Vars
NumericSeries ATRDD; //ATR吊灯止损
Numeric OffSet(0);
Numeric atr;
Numeric UpperBand;
Numeric lowerBand;
Numeric MinPoint;
NumericSeries HighestAfterEntry;
NumericSeries LowestAfterEntry;
Numeric StopLine;
Numeric MyPrice;
bool timeCondition;
Numeric tmp;
Numeric tmp2;
bool volCondition;
bool longCondition;
bool shortCondition;
Begin
timeCondition=Time>0.0001*tradBegin And Time <tradEnd * 0.0001;
//--------------------------------------------------------------
if (BarsSinceEntry == 1)
{
HighestAfterEntry = AvgEntryPrice;
LowestAfterEntry = AvgEntryPrice;
}
Else If(BarsSinceEntry > 1)
{
HighestAfterEntry = Max(HighestAfterEntry[1],High[1]);
LowestAfterEntry = Min(LowestAfterEntry[1],Low[1]);
}
Else
{
HighestAfterEntry = HighestAfterEntry[1];
LowestAfterEntry = LowestAfterEntry[1];
}
// 通道
MinPoint = MinMove*PriceScale;
atr=Average(high[1]