台指當沖CDP程式碼分享+團購策略
以下是程式碼分享 如果有人可以改進績效 可以回復在留言區
input:in(6),notin(12),pa(59);
vars:cdp(0),AH(0),NH(0),NL(0),AL(0),DS(0),DB(0),mp(0),pv(0);
vars:value1(0),value2(0),value3(0),ac(0),AS(0),AB(0),dh(0),dl(0);
mp = marketposition;
pv = currentcontracts;
if date<>date then begin
DS = 0;
DB = 0;
value1 = Highest(c,pa);
value2= lowest(c,pa);
value3 = c;
cdp = (value1+value2+2*value3)*0.25;
AH = cdp+(value1-value2);
NH = 2*cdp-value2;
AL = cdp-(value1-value2);
NL = 2*cdp-value1;
ac = currentbar;
AS=0;
AB=0;
dh=H;
dl=l;
end;
if h > dh then
dh = h;
if L< dl then
dl = l;
condition1 = time>=calctime(sess1starttime,in*barinterval) and time< calctime(1000,notin*barinterval) ;
condition2 = time>=calctime(sess1starttime,in*barinterval) and time< calctime(1000,(notin+3)*barinterval) {and countif(O<C,currentbar-ac)<=(currentbar-ac)*ratio };
if condition1then begin
if DS = 0 and C >=NH and C<AH and countif(O>C,currentbar-ac) >= (currentbar-ac)/2then begin
sellshort("NH-S") next bar at market;
DS = DS+1;
end;
if DB = 0 and c <=NL and C> AL andcountif(O<C,currentbar-ac) >= (currentbar-ac)/2 then begin
buy("NL-L") next bar at market;
DB = DB+1;
end;
end;
if condition2 then begin
if DB<=2 and C > AH and countif(O<C,currentbar-ac) >= (currentbar-ac)/2 then begin
buy("AH-L" )next bar at market;
DB=DB+1;
AB=1;
end;
if DS<=2 and c < ALand countif(O>C,currentbar-ac) >= (currentbar-ac)/2 then begin
sellshort("AL-L")next bar at market;
DS=DS+1;
AS=1;
end;
end;
if mp>0 and ( barssinceentry>2) and AS=0 then
sell("L-1") next bar at minlist(l,l) stop;
if mp<0 and ( barssinceentry>2) and AB= 0 then
buytocover("S-1")next bar at maxlist(h,h) stop;
if mp>0 and ( barssinceentry>2) and condition2 then begin
sellshort ("RS")next bar at minlist(l,l)stop;
DS=DS+1;
end;
if mp<0 and ( barssinceentry>2) and condition2 then begin
buy ("RB") next bar at maxlist(h,h) stop;
DB=DB+1;
end;
if mp>0 and openpositionprofit+commission>= 2*(AH-NH)*bigpointvalue {and AB=0} then
sell("L-2") from entry("NL-L")next bar at market;
if mp<0 and openpositionprofit+commission>= 2*(NL-AL)*bigpointvalue {and AS=0} then
buytocover("S-2") from entry("NH-S") next bar at market;
if mp>0 and dh >AHthen
sell("L-3") next bar at NH+barssinceentry stop;
if mp<0 and dl <AL then
buytocover("S-3") next bar at NL-barssinceentry stop;
if time >= calctime(sess1endtime,-4*barinterval) then begin
sell("Time out L") next bar at market;
buytocover("Time outS") next bar at market;
end;
setexitonclose;
另外最近有想要開團
multicharts團購策略台指期80支+海期25支海期內含
NQ:11支 共包含ACC、CDP、趨勢突破、價格突破、真實平均波動區間YM:5支 共包含均線ATR混合、SWING、高低點突破、
ES:7支 包含CCI移動平均、高低點突破、ADX
GC:1支、移動平均線混合SAR
CL:1支 RSI混合真實平均波動區間
共25支
大家一起share比較便宜
如果有興趣可以加我賴:cyberkey
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