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      您現在的位置:程序化交易>> 期貨公式>> 文華財經>> 文華財經公式>>正文內容

      橡膠PTA商品通用量價時空兼顧交易模型源碼[文華財經公式]

      橡膠PTA商品通用量價時空兼顧交易模型源碼  網友提供,僅供參考

      用于文華贏智版



      T1:=(TIME>0900 AND TIME<1455);//
      T2:=(TIME>1015 AND TIME<1455);//
      T3:=(TIME>1455);
      CJL:=(VOL>=MA(MAX(MA(VOL,5),MA(VOL,3)),9) OR VOL>=MA(MAX(MA(VOL,5),MA(VOL,3)),12) OR VOL>=MA(MAX(MA(VOL,5),MA(VOL,3)),15) OR VOL>=MA(MAX(MA(VOL,5),MA(VOL,3)),18));//成交量
      JL:=((HIGH-REF(LOW,1))>=3 AND (HIGH-REF(LOW,2))>=4) AND (((HHV(HIGH,3)-LLV(LOW,3))>=5 OR (HHV(HIGH,6)-LLV(LOW,6))>=6 OR (HHV(HIGH,9)-LLV(LOW,9))>=7 OR (HHV(HIGH,12)-LLV(LOW,12))>=8)) AND (HIGH>=REF(HHV(HIGH,12),1)+1);//急拉
      MD1:=((REF(HIGH,1)-LOW)>=5 AND (REF(HIGH,2)-LOW)>=6) AND (((HHV(HIGH,3)-LLV(LOW,3))>=7 OR (HHV(HIGH,6)-LLV(LOW,6))>=8 OR (HHV(HIGH,9)-LLV(LOW,9))>=9 OR (HHV(HIGH,12)-LLV(LOW,12))>=10)) AND (LOW<=REF(LLV(LOW,12),1)-2);//猛打
      BZ:=((HIGH-REF(LOW,1))>=3 AND (HIGH-REF(LOW,2))>=4) AND (((HHV(HIGH,3)-LLV(LOW,3))>=5 OR (HHV(HIGH,4)-LLV(LOW,4))>=6 OR (HHV(HIGH,5)-LLV(LOW,5))>=7 OR (HHV(HIGH,6)-LLV(LOW,6))>=8)) AND (HIGH>=REF(HHV(HIGH,12),1)+1);//暴漲
      BD:=((REF(HIGH,1)-LOW)>=5 AND (REF(HIGH,2)-LOW)>=6) AND (((HHV(HIGH,3)-LLV(LOW,3))>=7 OR (HHV(HIGH,4)-LLV(LOW,4))>=8 OR (HHV(HIGH,5)-LLV(LOW,5))>=9 OR (HHV(HIGH,6)-LLV(LOW,6))>=10)) AND (LOW<=REF(LLV(LOW,12),1)-2);//暴跌 CXH99.COM
      BF:=((HIGH>=HHV(HIGH,12) OR HIGH>=HHV(HIGH,18) OR HIGH>=HHV(HIGH,24) OR HIGH>=HHV(HIGH,30) OR HIGH>=HHV(HIGH,36)) AND (HIGH>=REF(HHV(HIGH,12),1)+3));//波峰
      BG:=((LOW<=LLV(LOW,12) OR LOW<=LLV(LOW,18) OR LOW<=LLV(LOW,24) OR LOW<=LLV(LOW,30) OR LOW<=LLV(LOW,36)) AND (LOW<=REF(LLV(LOW,12),1)-5));//波谷
      A51:=(REF(VOL,1)>=MA(HHV(MAX(MA(REF(VOL,1),5),MA(REF(VOL,1),3)),10),3)  AND REF(HIGH,1)>=MA(HHV(MAX(MA(REF(CLOSE,1),3),MA(REF(OPEN,1),3)),10),3));//天量天價}
      A52:=((REF(H,1)-MA(REF(CLOSE,1),10))/MA(REF(CLOSE,1),10)*100>=0.1);//5周期乖離率}
      A53:=(3*SMA((REF(HIGH,1)-LLV(REF(LOW,1),5))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))*100,5,1)-2*SMA(SMA((REF(HIGH,1)-LLV(REF(LOW,1),5))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))*100,5,1),5,1)>=80);//5周期KDJ www.miao-tiao.com}
      A54:=(SMA(MAX(REF(HIGH,1)-REF(HIGH,2),0),5,1)/SMA(ABS(REF(HIGH,1)-REF(HIGH,2)),5,1)*100>=70);//5周期RSI}
      A55:=(100*(HHV(REF(HIGH,1),5)-REF(CLOSE,1))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))<=30);//5周期WR}
      A56:=((REF(HIGH,1)-HHV(REF(HIGH,2),5)>=3)  OR  (REF(HIGH,1)-LLV(REF(LOW,2),5)>=5));
      A57:=(REF(HIGH,1)>=HHV(REF(HIGH,1),5) OR  REF(HIGH,1)>=HHV(REF(HIGH,1),10) OR  REF(HIGH,1)>=HHV(REF(HIGH,1),15) OR  REF(HIGH,1)>=HHV(REF(HIGH,1),20) OR  REF(HIGH,1)>=HHV(REF(HIGH,1),25) OR  REF(HIGH,1)>=HHV(REF(HIGH,1),30));//昨周期波峰}
      A58:=((OPEN+HIGH+LOW)/3<=(REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3  AND MA((OPEN+HIGH+LOW)/3,2)/MA((OPEN+HIGH+LOW)/3,3)<=MA((REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3,2)/MA((REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3,3));//變異平均線VMA}
      A59:=(SMA(MAX(HIGH-REF(HIGH,1),0),5,1)/SMA(ABS(HIGH-REF(HIGH,1)),5,1)*100<=SMA(MAX(REF(HIGH,1)-REF(HIGH,2),0),5,1)/SMA(ABS(REF(HIGH,1)-REF(HIGH,2)),5,1)*100);//相對強弱RSI}
      A5:=(A51  AND A52  AND A53  AND A54  AND A55  AND A56  AND A57  AND (A58  OR  A59));//開空6}
      B51:=(REF(VOL,1)>=MA(HHV(MAX(MA(REF(VOL,1),3),MA(REF(VOL,1),2)),10),3)  AND REF(LOW,1)<=MA(LLV(MIN(MA(REF(CLOSE,1),3),MA(REF(OPEN,1),3)),10),3));//天量地價}
      B52:=((REF(L,1)-MA(REF(CLOSE,1),10))/MA(REF(CLOSE,1),10)*100<=-0.1);//5周期乖離率}
      B53:=(3*SMA((REF(LOW,1)-LLV(REF(LOW,1),5))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))*100,5,1)-2*SMA(SMA((REF(LOW,1)-LLV(REF(LOW,1),5))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))*100,5,1),5,1)<=20);//5周期KDJ}
      B54:=(SMA(MAX(REF(LOW,1)-REF(LOW,2),0),5,1)/SMA(ABS(REF(LOW,1)-REF(LOW,2)),5,1)*100<=30);//5周期RSI www.miao-tiao.com}
      B55:=(100*(HHV(REF(HIGH,1),5)-REF(CLOSE,1))/(HHV(REF(HIGH,1),5)-LLV(REF(LOW,1),5))>=70);//5周期WR}
      B56:=((LLV(REF(LOW,2),5)-REF(LOW,1)>=5)  OR  (HHV(REF(HIGH,2),5)-REF(LOW,1)>=10));
      W W W.C X H 9 9.C O M:C,NODRAW;
      B57:=(REF(LOW,1)<=LLV(REF(LOW,1),5) OR  REF(LOW,1)<=LLV(REF(LOW,1),10) OR  REF(LOW,1)<=LLV(REF(LOW,1),15) OR  REF(LOW,1)<=LLV(REF(LOW,1),20) OR  REF(LOW,1)<=LLV(REF(LOW,1),25) OR  REF(LOW,1)<=LLV(REF(LOW,1),30));//昨周期波谷}
      B58:=((OPEN+HIGH+LOW)/3>=(REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3  AND MA((OPEN+HIGH+LOW)/3,2)/MA((OPEN+HIGH+LOW)/3,3)>=MA((REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3,2)/MA((REF(OPEN,1)+REF(HIGH,1)+REF(LOW,1))/3,3));//變異平均線VMA}
      B59:=(SMA(MAX(LOW-REF(LOW,1),0),5,1)/SMA(ABS(LOW-REF(LOW,1)),5,1)*100>=SMA(MAX(REF(LOW,1)-REF(LOW,2),0),5,1)/SMA(ABS(REF(LOW,1)-REF(LOW,2)),5,1)*100);//相對強弱RSI}
      B5:=(B51  AND B52  AND B53  AND B54  AND B55  AND B56  AND B57  AND (B58  OR  B59));//多開6}
      TT:=(BARSLAST(DATE<>REF(DATE,1))+1);//今天 CXH99.COM
      H1:=(T2 AND HIGH>=HHV(HIGH,TT));//今天開盤以來最高價
      L1:=(T2 AND LOW<=LLV(LOW,TT));//今天開盤以來最低價
      KDSS:=IFELSE(BKVOL>0,BKVOL,1);//開多手數
      KKSS:=IFELSE(SKVOL>0,SKVOL,1);//開空手數
      PDSS:=IFELSE(BKVOL>3,INTPART(BKVOL/2),1);//平多手數
      PKSS:=IFELSE(SKVOL>3,INTPART(SKVOL/2),1);//平空手數
      T1 AND (B5 OR (T2 AND L1) OR (MD1 OR BD)),BP(PKSS*MYVOL);//平空信號
      T1 AND BG AND ((CJL AND (MD1 OR BD)) OR B5 OR (T2 AND L1)),BK(KDSS*MYVOL);//開多信號
      T1 AND (A5 OR (T2 AND H1) OR (JL OR BZ)),SP(PDSS*MYVOL);//平多信號
      T1 AND BF AND ((CJL AND (JL OR BZ)) OR A5 OR (T2 AND H1)),SK(KKSS*MYVOL);//開空信號
      MONO_SIGNAL;//一根K線只支持一個信號,取最先出現的信號作為有效信號。
      T3,CLOSEOUT;//尾盤清倉,確保T+0交易

       

       

       

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