matlab 突破交易策略,【每日一策】Matlab量化交易策略之 布林带突破策略

function BollTrading(Freq,ShareNum,N,plus)

targetList = traderGetTargetList();

HandleList = traderGetHandleList();

global s;

lags=20;

for j=1:length(targetList)

[timeday,openday,highday,lowday,closeday,volumeday,turnoverday,openinterestday] = traderGetKData(targetList(j).Market,targetList(j).Code,'day',1, -lags, 0,false,'FWard');

[timemin,openmin,highmin,lowmin,closemin,volumemin,turnovermin,openinterestmin] = traderGetKData(targetList(j).Market,targetList(j).Code,'min',Freq, -lags, 0,false,'FWard');

if length(closeday)

continue;

end

mp=traderGetAccountPosition(HandleList(1),targetList(j).Market,targetList(j).Code);

[mid, BollUp, BollDown]=Bollin_c(closeday,N,plus);

TRvalue=TR(closemin,highmin,lowmin);

atr=mean(TRvalue(end-atrlength+1:end));

%开多条件

con2=lowmin(end)>BollUp(end);

con3=closemin(end)>openmin(end);

%开空条件

con5=highmin(end)

con6=closemin(end)

if mp==0

if con2&&con3

traderDirectBuy(HandleList(1), targetList(j).Market,targetList(j).Code,ShareNum,0,'market','buy');

s(j).stoplossprice=closemin(end)-4*atr;

s(j).stopprofitprice=closemin(end)+4*atr;

elseif con5&&con6

traderDirectSell(HandleList(1), targetList(j).Market,targetList(j).Code,ShareNum,0,'market','buy');

s(j).stoplossprice=closemin(end)+4*atr;

s(j).stopprofitprice=closemin(end)-4*atr;

end

end

%% 止损

if mp>0

if closemin(end)s(j).stopprofitprice

traderPositionTo(HandleList(1), targetList(j).Market,targetList(j).Code,0,0,'market','buy');

end

end

if mp<0

if closemin(end)>s(j).stoplossprice || closemin(end)

traderPositionTo(HandleList(1), targetList(j).Market,targetList(j).Code,0,0,'market','buy');

end

end

end

end