文华财经程序化交易模型

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]