创丰1号策略（代码公开）
[*]创丰1号策略（代码公开）[金字塔模型]
abb:=not(islastbar) or (islastbar and tholding2=0);ma1:ma(c,5);ma2:ma(c,10);ma3:ma(c,20);ma4:ma(c,60); 创丰1号-A:VALUEWHEN(TIME=0916,O),COLORMAGENTA; DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);DEA:= EMA(DIFF,9);MACD1 := 2*(DIFF-DEA), COLORSTICK; VARIABLE: aspect=0;VARIABLE: stopprice=0;VARIABLE: stopnum = 1.6; RUNMODE:0; if barpos = 0 thenstopprice := l - stopnum; if aspect = 0 thenbegin if l <= stopprice then begin aspect:= 1;stopprice := h+stopnum; end if l - stopnum > stopprice thenstopprice := l-stopnum;end if aspect = 1 thenbegin if h >= stopprice then begin aspect:= 0;stopprice := l-stopnum; end if h + stopnum < stopprice thenstopprice := h+stopnum;end RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;K:=SMA(RSV,3,1);D:=SMA(K,3,1);J:=3*K-2*D; 手数:=1;a1:=k>ref(k,1) and c-ENTERPRICE>=9 ;a2:=k<ref(k,1) and c-ENTERPRICE<=-9 ; EMA13:=EMA(C,10),COLORWHITE;EMA21:=EMA(C,21),COLORYELLOW;EMA34:=EMA(C,34),COLORFF00FF;EMA60:=MA(C,55),COLORFFCC66;X1:=(C+L+H)/3;X2:=EMA(X1,5);X3:=EMA(X2,4); STICKLINE(C>stopprice,LOW,HIGH,0.1,1),COLORRED;STICKLINE(C>stopprice,CLOSE,OPEN,3,1),COLORRED;STICKLINE(C<stopprice,LOW,HIGH,0.1,1),COLORFFFF52;STICKLINE(C<stopprice,CLOSE,OPEN,3,0),COLORFFFF52; BUY1:=(K>REF(K,1)&&D<REF(D,1)&&J>REF(J,1))&&C>stopprice&&time>0915&&time<=1510 and macd1>ref(macd1,1) andholding<=0 ;SELL1:=(J<REF(J,1)&&K<REF(K,1)&&D>REF(D,1))&&C<stopprice&&time>0915&&time<=1510 andmacd1<ref(macd1,1) and holding>=0 ; VARIABLE:DUOKONG=0;TSFS:=0;ORDVOL:=1; {开仓手数}ZSDS:=8; VARIABLE:YDZY=1; VARIABLE:HIGHPRICE=0,LOWPRICE=0;VARIABLE:DHCDS=5,KHCDS=5;VARIABLE:DYLDS=1,KYLDS=1; VARIABLE:Z3B1:=1; DUOKONG:=1; IF HOLDING<0 THEN BEGIN IF BUY1 THEN BEGIN空平:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE; END IFa1 THEN BEGIN空损:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE; 多1开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE; END IF YDZY=1 THEN BEGIN IF L<LOWPRICE THEN BEGIN LOWPRICE:=L;END IF ENTERPRICE-LOWPRICE>=KYLDS and c-ENTERPRICE<=-0.2 THEN BEGIN IF L-LOWPRICE>=KHCDS THEN BEGIN 空赢:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE; ENDEND END IF Z3B1=1 THEN BEGINIF ENTERPRICE-LOWPRICE>=3 THEN BEGIN IF ENTERPRICE-L<=1.2 THEN BEGIN ENDEND ENDEND IF HOLDING=0 THEN BEGIN IF DUOKONG=1 OR DUOKONG=2 THEN BEGINIF BUY1and abbTHEN BEGIN 多开:BUY(1=1,ORDVOL,THISCLOSE),ORDERQUEUE; HIGHPRICE:=ENTERPRICE;END ENDEND IF HOLDING>0 THEN BEGIN IF SELL1 THEN BEGIN 多平:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;; END IF a2 THEN BEGIN多损:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE; 空1开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE; END IF YDZY=1 THEN BEGIN IF H>HIGHPRICE THEN BEGIN HIGHPRICE:=H;END IF HIGHPRICE-ENTERPRICE>=DYLDS and c-ENTERPRICE>=0.2 THEN BEGIN IF HIGHPRICE-H>=DHCDS THEN BEGIN 多赢:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE; ENDEND END IF Z3B1=1 THEN BEGINIF HIGHPRICE-ENTERPRICE>=3 THEN BEGIN IF H-ENTERPRICE<=1.2 THEN BEGIN ENDEND END END //**.gumingtong.com.cn
IF HOLDING=0 THEN BEGIN IF DUOKONG=1 OR DUOKONG=3 THEN BEGINIF SELL1and abbTHEN BEGIN 空开:BUYSHORT(1=1,ORDVOL,THISCLOSE),ORDERQUEUE; LOWPRICE:=ENTERPRICE;END END END //**.gumingtong.com.cn
IF time>=1513 THEN BEGIN收盘平空:SELLSHORT(1,ORDVOL,THISCLOSE),ORDERQUEUE;END //**.gumingtong.com.cn IF time>=1513 THEN BEGIN收盘平多:SELL(1,ORDVOL,THISCLOSE),ORDERQUEUE;END
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